BEBO Health (France) Market Value
| MLBBO Stock | 2.44 0.00 0.00% |
| Symbol | BEBO |
BEBO Health '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 BEBO Health'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 BEBO Health.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in BEBO Health on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding BEBO Health SA or generate 0.0% return on investment in BEBO Health over 720 days. BEBO Health is related to or competes with Groupe Partouche, Gevelot, Plastiques, Trilogiq, and NRJ. More
BEBO Health 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 BEBO Health'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 BEBO Health SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 18.12 |
BEBO Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BEBO Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BEBO Health's standard deviation. In reality, there are many statistical measures that can use BEBO Health historical prices to predict the future BEBO Health's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | 8.89 |
BEBO Health SA Backtested Returns
BEBO Health SA retains Efficiency (Sharpe Ratio) of -0.12, which signifies that the company had a -0.12% return per unit of risk over the last 3 months. BEBO Health exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BEBO Health's variance of 4.98, and Market Risk Adjusted Performance of 8.9 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.032, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BEBO Health are expected to decrease at a much lower rate. During the bear market, BEBO Health is likely to outperform the market. At this point, BEBO Health SA has a negative expected return of -0.27%. Please make sure to confirm BEBO Health's variance, as well as the relationship between the skewness and day typical price , to decide if BEBO Health SA performance from the past will be repeated at some future date.
Auto-correlation | 0.54 |
Modest predictability
BEBO Health SA has modest predictability. Overlapping area represents the amount of predictability between BEBO Health time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 BEBO Health SA price movement. The serial correlation of 0.54 indicates that about 54.0% of current BEBO Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
BEBO Health SA lagged returns against current returns
Autocorrelation, which is BEBO Health 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 BEBO Health's stock expected returns. We can calculate the autocorrelation of BEBO Health returns to help us make a trade decision. For example, suppose you find that BEBO Health 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 |
BEBO Health 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 BEBO Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BEBO Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BEBO Health stock over time.
Current vs Lagged Prices |
| Timeline |
BEBO Health Lagged Returns
When evaluating BEBO Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BEBO Health stock have on its future price. BEBO Health 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, BEBO Health autocorrelation shows the relationship between BEBO Health stock current value and its past values and can show if there is a momentum factor associated with investing in BEBO Health SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for BEBO Stock Analysis
When running BEBO Health's price analysis, check to measure BEBO Health's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BEBO Health is operating at the current time. Most of BEBO Health's value examination focuses on studying past and present price action to predict the probability of BEBO Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BEBO Health's price. Additionally, you may evaluate how the addition of BEBO Health to your portfolios can decrease your overall portfolio volatility.