Barry Callebaut Ag Stock Market Value
| BYCBF Stock | USD 1,450 50.00 3.33% |
| Symbol | Barry |
Barry Callebaut '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 Barry Callebaut'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 Barry Callebaut.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Barry Callebaut on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Barry Callebaut AG or generate 0.0% return on investment in Barry Callebaut over 30 days. Barry Callebaut is related to or competes with Hershey, Mondelez International, Chocoladefabriken, Bunzl Plc, China Mengniu, Kerry Group, and Kerry Group. Barry Callebaut AG, together with its subsidiaries, manufactures and sells cocoa and chocolate products More
Barry Callebaut 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 Barry Callebaut'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 Barry Callebaut AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 29.23 | |||
| Potential Upside | 1.05 |
Barry Callebaut Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barry Callebaut's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barry Callebaut's standard deviation. In reality, there are many statistical measures that can use Barry Callebaut historical prices to predict the future Barry Callebaut's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (1.05) |
Barry Callebaut AG Backtested Returns
Barry Callebaut AG secures Sharpe Ratio (or Efficiency) of -0.0385, which signifies that the company had a -0.0385% return per unit of risk over the last 3 months. Barry Callebaut AG exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Barry Callebaut's Mean Deviation of 0.7322, standard deviation of 2.81, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barry Callebaut's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barry Callebaut is expected to be smaller as well. At this point, Barry Callebaut AG has a negative expected return of -0.11%. Please make sure to confirm Barry Callebaut's potential upside, as well as the relationship between the daily balance of power and day typical price , to decide if Barry Callebaut AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.19 |
Very weak predictability
Barry Callebaut AG has very weak predictability. Overlapping area represents the amount of predictability between Barry Callebaut time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Barry Callebaut AG price movement. The serial correlation of 0.19 indicates that over 19.0% of current Barry Callebaut price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 343.47 |
Barry Callebaut AG lagged returns against current returns
Autocorrelation, which is Barry Callebaut 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 Barry Callebaut's pink sheet expected returns. We can calculate the autocorrelation of Barry Callebaut returns to help us make a trade decision. For example, suppose you find that Barry Callebaut 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 |
Barry Callebaut 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 Barry Callebaut pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barry Callebaut pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barry Callebaut pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Barry Callebaut Lagged Returns
When evaluating Barry Callebaut's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barry Callebaut pink sheet have on its future price. Barry Callebaut 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, Barry Callebaut autocorrelation shows the relationship between Barry Callebaut pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Barry Callebaut AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Barry Pink Sheet
Barry Callebaut financial ratios help investors to determine whether Barry 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 Barry with respect to the benefits of owning Barry Callebaut security.