Boswell J G Stock Market Value
| BWEL Stock | USD 575.00 5.00 0.86% |
| Symbol | Boswell |
Boswell J '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 Boswell J's pink sheet 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 Boswell J.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Boswell J on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Boswell J G or generate 0.0% return on investment in Boswell J over 30 days. Boswell J is related to or competes with KS AG, ICL Israel, CF Industries, Mosaic, Intrepid Potash, and Corteva. JG Boswell Company produces, processes, and markets pima cotton More
Boswell J 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 Boswell J's pink sheet 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 Boswell J G upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 7.38 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.56 |
Boswell J Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boswell J's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boswell J's standard deviation. In reality, there are many statistical measures that can use Boswell J historical prices to predict the future Boswell J's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | 0.006 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.0953 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Boswell J's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Boswell J G Backtested Returns
As of now, Boswell Pink Sheet is very steady. Boswell J G secures Sharpe Ratio (or Efficiency) of 0.0202, which signifies that the company had a 0.0202% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Boswell J G, which you can use to evaluate the volatility of the firm. Please confirm Boswell J's Mean Deviation of 1.01, insignificant risk adjusted performance, and Standard Deviation of 1.47 to double-check if the risk estimate we provide is consistent with the expected return of 0.0296%. Boswell J has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Boswell J are expected to decrease at a much lower rate. During the bear market, Boswell J is likely to outperform the market. Boswell J G right now shows a risk of 1.46%. Please confirm Boswell J G potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Boswell J G will be following its price patterns.
Auto-correlation | -0.88 |
Excellent reverse predictability
Boswell J G has excellent reverse predictability. Overlapping area represents the amount of predictability between Boswell J time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Boswell J G price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Boswell J price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 119.58 |
Boswell J G lagged returns against current returns
Autocorrelation, which is Boswell J pink sheet'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 Boswell J's pink sheet expected returns. We can calculate the autocorrelation of Boswell J returns to help us make a trade decision. For example, suppose you find that Boswell J has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Boswell J 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 Boswell J pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boswell J pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boswell J pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Boswell J Lagged Returns
When evaluating Boswell J's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boswell J pink sheet have on its future price. Boswell J 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, Boswell J autocorrelation shows the relationship between Boswell J pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Boswell J G.
Regressed Prices |
| Timeline |
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Boswell J financial ratios help investors to determine whether Boswell Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Boswell with respect to the benefits of owning Boswell J security.