Banyan Tree Holdings Stock Market Value
| BYNEF Stock | USD 0.0008 0.00 0.00% |
| Symbol | Banyan |
Banyan Tree '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 Banyan Tree'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 Banyan Tree.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Banyan Tree on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Banyan Tree Holdings or generate 0.0% return on investment in Banyan Tree over 30 days. Banyan Tree is related to or competes with SJM Holdings, Studio City, Monarch Casino, Playa Hotels, Las Vegas, MGM Resorts, and Caesars Entertainment. Banyan Tree Holdings Limited, an investment holding company, develops, operates, and manages resorts, hotels, spas, and ... More
Banyan Tree 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 Banyan Tree'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 Banyan Tree Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 115.44 |
Banyan Tree Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banyan Tree's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banyan Tree's standard deviation. In reality, there are many statistical measures that can use Banyan Tree historical prices to predict the future Banyan Tree's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (1.34) | |||
| Total Risk Alpha | (2.96) | |||
| Treynor Ratio | (0.54) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Banyan Tree'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.
Banyan Tree Holdings Backtested Returns
Banyan Tree Holdings secures Sharpe Ratio (or Efficiency) of -0.0927, which signifies that the company had a -0.0927% return per unit of risk over the last 3 months. Banyan Tree Holdings exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Banyan Tree's Risk Adjusted Performance of (0.06), standard deviation of 11.86, and Mean Deviation of 2.8 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.01, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Banyan Tree will likely underperform. At this point, Banyan Tree Holdings has a negative expected return of -1.12%. Please make sure to confirm Banyan Tree's maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to decide if Banyan Tree Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Banyan Tree Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Banyan Tree time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Banyan Tree Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Banyan Tree price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Banyan Tree Holdings lagged returns against current returns
Autocorrelation, which is Banyan Tree 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 Banyan Tree's pink sheet expected returns. We can calculate the autocorrelation of Banyan Tree returns to help us make a trade decision. For example, suppose you find that Banyan Tree 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 |
Banyan Tree 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 Banyan Tree pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banyan Tree pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banyan Tree pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Banyan Tree Lagged Returns
When evaluating Banyan Tree's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banyan Tree pink sheet have on its future price. Banyan Tree 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, Banyan Tree autocorrelation shows the relationship between Banyan Tree pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Banyan Tree Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Banyan Pink Sheet
Banyan Tree financial ratios help investors to determine whether Banyan 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 Banyan with respect to the benefits of owning Banyan Tree security.