Koninklijke BAM's market value is the price at which a share of Koninklijke BAM trades on a public exchange. It measures the collective expectations of Koninklijke BAM Groep investors about its performance. Koninklijke BAM is trading at 9.99 as of the 28th of December 2025. This is a 1.42 percent up since the beginning of the trading day. The stock's lowest day price was 9.85. With this module, you can estimate the performance of a buy and hold strategy of Koninklijke BAM Groep and determine expected loss or profit from investing in Koninklijke BAM over a given investment horizon. Check out Koninklijke BAM Correlation, Koninklijke BAM Volatility and Koninklijke BAM Alpha and Beta module to complement your research on Koninklijke BAM.
Please note, there is a significant difference between Koninklijke BAM's value and its price as these two are different measures arrived at by different means. Investors typically determine if Koninklijke BAM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Koninklijke BAM's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Koninklijke BAM '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 Koninklijke BAM'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 Koninklijke BAM.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Koninklijke BAM'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 Koninklijke BAM Groep upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koninklijke BAM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koninklijke BAM's standard deviation. In reality, there are many statistical measures that can use Koninklijke BAM historical prices to predict the future Koninklijke BAM's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Koninklijke BAM. Your research has to be compared to or analyzed against Koninklijke BAM's peers to derive any actionable benefits. When done correctly, Koninklijke BAM's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Koninklijke BAM Groep.
Koninklijke BAM Groep Backtested Returns
Koninklijke BAM is relatively risky given 3 months investment horizon. Koninklijke BAM Groep has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 1.28% are justified by taking the suggested risk. Use Koninklijke BAM Groep Mean Deviation of 2.49, standard deviation of 10.25, and Risk Adjusted Performance of 0.0957 to evaluate company specific risk that cannot be diversified away. Koninklijke BAM holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.02, which conveys 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, Koninklijke BAM will likely underperform. Use Koninklijke BAM Groep daily balance of power, and the relationship between the maximum drawdown and day typical price , to analyze future returns on Koninklijke BAM Groep.
Auto-correlation
0.00
No correlation between past and present
Koninklijke BAM Groep has no correlation between past and present. Overlapping area represents the amount of predictability between Koninklijke BAM time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 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 Koninklijke BAM Groep price movement. The serial correlation of 0.0 indicates that just 0.0% of current Koninklijke BAM price fluctuation can be explain by its past prices.
Correlation Coefficient
0.0
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
4.26
Koninklijke BAM Groep lagged returns against current returns
Autocorrelation, which is Koninklijke BAM 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 Koninklijke BAM's pink sheet expected returns. We can calculate the autocorrelation of Koninklijke BAM returns to help us make a trade decision. For example, suppose you find that Koninklijke BAM 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
Koninklijke BAM 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 Koninklijke BAM pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koninklijke BAM pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koninklijke BAM pink sheet over time.
Current vs Lagged Prices
Timeline
Koninklijke BAM Lagged Returns
When evaluating Koninklijke BAM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koninklijke BAM pink sheet have on its future price. Koninklijke BAM 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, Koninklijke BAM autocorrelation shows the relationship between Koninklijke BAM pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Koninklijke BAM Groep.
Other Information on Investing in Koninklijke Pink Sheet
Koninklijke BAM financial ratios help investors to determine whether Koninklijke 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 Koninklijke with respect to the benefits of owning Koninklijke BAM security.