BROADPEAK (Germany) Market Value
| J73 Stock | 0.92 0.01 1.10% |
| Symbol | BROADPEAK |
BROADPEAK '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 BROADPEAK's 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 BROADPEAK.
| 12/29/2024 |
| 01/28/2025 |
If you would invest 0.00 in BROADPEAK on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding BROADPEAK SA EO or generate 0.0% return on investment in BROADPEAK over 30 days. BROADPEAK is related to or competes with CHIBA BANK, Virtu Financial, Fevertree Drinks, Synchrony Financial, National Beverage, Ameriprise Financial, and Suntory Beverage. More
BROADPEAK 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 BROADPEAK's 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 BROADPEAK SA EO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.66 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 2.22 |
BROADPEAK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BROADPEAK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BROADPEAK's standard deviation. In reality, there are many statistical measures that can use BROADPEAK historical prices to predict the future BROADPEAK's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 1.25 |
BROADPEAK SA EO Backtested Returns
BROADPEAK SA EO secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of risk over the last 3 months. BROADPEAK SA EO exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BROADPEAK's mean deviation of 1.13, and Risk Adjusted Performance of (0.09) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BROADPEAK are expected to decrease at a much lower rate. During the bear market, BROADPEAK is likely to outperform the market. At this point, BROADPEAK SA EO has a negative expected return of -0.21%. Please make sure to confirm BROADPEAK's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if BROADPEAK SA EO performance from the past will be repeated at future time.
Auto-correlation | 0.22 |
Weak predictability
BROADPEAK SA EO has weak predictability. Overlapping area represents the amount of predictability between BROADPEAK time series from 29th of December 2024 to 13th of January 2025 and 13th of January 2025 to 28th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BROADPEAK SA EO price movement. The serial correlation of 0.22 indicates that over 22.0% of current BROADPEAK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BROADPEAK SA EO lagged returns against current returns
Autocorrelation, which is BROADPEAK 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 BROADPEAK's stock expected returns. We can calculate the autocorrelation of BROADPEAK returns to help us make a trade decision. For example, suppose you find that BROADPEAK 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 |
BROADPEAK 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 BROADPEAK stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BROADPEAK stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BROADPEAK stock over time.
Current vs Lagged Prices |
| Timeline |
BROADPEAK Lagged Returns
When evaluating BROADPEAK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BROADPEAK stock have on its future price. BROADPEAK 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, BROADPEAK autocorrelation shows the relationship between BROADPEAK stock current value and its past values and can show if there is a momentum factor associated with investing in BROADPEAK SA EO.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BROADPEAK Stock
BROADPEAK financial ratios help investors to determine whether BROADPEAK Stock 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 BROADPEAK with respect to the benefits of owning BROADPEAK security.