Baylin Technologies Stock Market Value
| BYLTF Stock | USD 0.36 0.01 2.70% |
| Symbol | Baylin |
Baylin Technologies '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 Baylin Technologies' 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 Baylin Technologies.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Baylin Technologies on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Baylin Technologies or generate 0.0% return on investment in Baylin Technologies over 30 days. Baylin Technologies is related to or competes with HeartCore Enterprises, Trust Stamp, Quhuo, C3 Ai, CXApp, Beamr Imaging, and Snowflake. Baylin Technologies Inc., together with its subsidiaries, researches, designs, develops, manufactures, and sells passive... More
Baylin Technologies 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 Baylin Technologies' 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 Baylin Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1184 | |||
| Maximum Drawdown | 72.7 |
Baylin Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baylin Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baylin Technologies' standard deviation. In reality, there are many statistical measures that can use Baylin Technologies historical prices to predict the future Baylin Technologies' volatility.| Risk Adjusted Performance | 0.1109 | |||
| Jensen Alpha | 1.32 | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Baylin Technologies' 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.
Baylin Technologies Backtested Returns
Baylin Technologies is out of control given 3 months investment horizon. Baylin Technologies secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for nineteen different technical indicators, which can help you to evaluate if expected returns of 1.19% are justified by taking the suggested risk. Use Baylin Technologies Risk Adjusted Performance of 0.1109, standard deviation of 8.68, and Mean Deviation of 2.32 to evaluate company specific risk that cannot be diversified away. Baylin Technologies holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.54, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Baylin Technologies are expected to decrease by larger amounts. On the other hand, during market turmoil, Baylin Technologies is expected to outperform it. Use Baylin Technologies information ratio, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Baylin Technologies.
Auto-correlation | -0.84 |
Excellent reverse predictability
Baylin Technologies has excellent reverse predictability. Overlapping area represents the amount of predictability between Baylin Technologies time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Baylin Technologies price movement. The serial correlation of -0.84 indicates that around 84.0% of current Baylin Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Baylin Technologies lagged returns against current returns
Autocorrelation, which is Baylin Technologies 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 Baylin Technologies' pink sheet expected returns. We can calculate the autocorrelation of Baylin Technologies returns to help us make a trade decision. For example, suppose you find that Baylin Technologies 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 |
Baylin Technologies 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 Baylin Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baylin Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baylin Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Baylin Technologies Lagged Returns
When evaluating Baylin Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baylin Technologies pink sheet have on its future price. Baylin Technologies 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, Baylin Technologies autocorrelation shows the relationship between Baylin Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Baylin Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Baylin Pink Sheet
Baylin Technologies financial ratios help investors to determine whether Baylin 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 Baylin with respect to the benefits of owning Baylin Technologies security.