Blueventure Group (Thailand) Market Value
| BVG Stock | 1.70 0.06 3.41% |
| Symbol | Blueventure |
Blueventure Group 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Blueventure Group's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Blueventure Group.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Blueventure Group on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Blueventure Group PCL or generate 0.0% return on investment in Blueventure Group over 360 days.
Blueventure Group Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Blueventure Group's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Blueventure Group PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 9.68 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 4.05 |
Blueventure Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blueventure Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blueventure Group's standard deviation. In reality, there are many statistical measures that can use Blueventure Group historical prices to predict the future Blueventure Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.1463 |
Blueventure Group PCL Backtested Returns
Blueventure Group PCL secures Sharpe Ratio (or Efficiency) of -0.04, which signifies that the company had a -0.04 % return per unit of risk over the last 3 months. Blueventure Group PCL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blueventure Group's Mean Deviation of 1.58, standard deviation of 2.17, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Blueventure Group are expected to decrease at a much lower rate. During the bear market, Blueventure Group is likely to outperform the market. At this point, Blueventure Group PCL has a negative expected return of -0.0881%. Please make sure to confirm Blueventure Group's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Blueventure Group PCL performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Blueventure Group PCL has insignificant reverse predictability. Overlapping area represents the amount of predictability between Blueventure Group time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blueventure Group PCL price movement. The serial correlation of -0.17 indicates that over 17.0% of current Blueventure Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Blueventure Group PCL lagged returns against current returns
Autocorrelation, which is Blueventure Group stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Blueventure Group's stock expected returns. We can calculate the autocorrelation of Blueventure Group returns to help us make a trade decision. For example, suppose you find that Blueventure Group has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Blueventure Group regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Blueventure Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blueventure Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blueventure Group stock over time.
Current vs Lagged Prices |
| Timeline |
Blueventure Group Lagged Returns
When evaluating Blueventure Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blueventure Group stock have on its future price. Blueventure Group autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Blueventure Group autocorrelation shows the relationship between Blueventure Group stock current value and its past values and can show if there is a momentum factor associated with investing in Blueventure Group PCL.
Regressed Prices |
| Timeline |
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