BAIYU Holdings Market Value
| BYUDelisted Stock | 0.18 0.01 5.26% |
| Symbol | BAIYU |
BAIYU Holdings '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 BAIYU Holdings' 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 BAIYU Holdings.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in BAIYU Holdings on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding BAIYU Holdings or generate 0.0% return on investment in BAIYU Holdings over 720 days. BAIYU Holdings is related to or competes with Fomento Economico, U Haul, Hertz Global, Vita Coco, Boston Beer, Global Ship, and Ambev SA. More
BAIYU Holdings 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 BAIYU Holdings' 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 BAIYU Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 105.56 | |||
| Value At Risk | (32.67) | |||
| Potential Upside | 13.04 |
BAIYU Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAIYU Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAIYU Holdings' standard deviation. In reality, there are many statistical measures that can use BAIYU Holdings historical prices to predict the future BAIYU Holdings' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (2.51) | |||
| Total Risk Alpha | (4.75) | |||
| Treynor Ratio | 18.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BAIYU Holdings' 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.
BAIYU Holdings Backtested Returns
BAIYU Holdings secures Sharpe Ratio (or Efficiency) of -0.3, which signifies that the company had a -0.3% return per unit of return volatility over the last 3 months. BAIYU Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BAIYU Holdings' Mean Deviation of 7.27, variance of 199.57, and Standard Deviation of 14.13 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BAIYU Holdings are expected to decrease at a much lower rate. During the bear market, BAIYU Holdings is likely to outperform the market. At this point, BAIYU Holdings has a negative expected return of -4.0%. Please make sure to confirm BAIYU Holdings' value at risk, as well as the relationship between the rate of daily change and relative strength index , to decide if BAIYU Holdings performance from the past will be repeated at some future date.
Auto-correlation | 0.25 |
Poor predictability
BAIYU Holdings has poor predictability. Overlapping area represents the amount of predictability between BAIYU Holdings time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 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 BAIYU Holdings price movement. The serial correlation of 0.25 indicates that over 25.0% of current BAIYU Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
BAIYU Holdings lagged returns against current returns
Autocorrelation, which is BAIYU Holdings 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 BAIYU Holdings' stock expected returns. We can calculate the autocorrelation of BAIYU Holdings returns to help us make a trade decision. For example, suppose you find that BAIYU Holdings 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 |
BAIYU Holdings 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 BAIYU Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAIYU Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAIYU Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
BAIYU Holdings Lagged Returns
When evaluating BAIYU Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAIYU Holdings stock have on its future price. BAIYU Holdings 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, BAIYU Holdings autocorrelation shows the relationship between BAIYU Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in BAIYU Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out BAIYU Holdings Correlation, BAIYU Holdings Volatility and BAIYU Holdings Alpha and Beta module to complement your research on BAIYU Holdings. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Other Consideration for investing in BAIYU Stock
If you are still planning to invest in BAIYU Holdings check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the BAIYU Holdings' history and understand the potential risks before investing.
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