BEAU VALLON (Mauritius) Market Value
| SCT Stock | 3.00 0.18 5.66% |
| Symbol | BEAU |
BEAU VALLON '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 BEAU VALLON'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 BEAU VALLON.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in BEAU VALLON on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding BEAU VALLON HOSPITAL or generate 0.0% return on investment in BEAU VALLON over 510 days.
BEAU VALLON 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 BEAU VALLON'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 BEAU VALLON HOSPITAL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 21.49 | |||
| Value At Risk | (6.83) | |||
| Potential Upside | 6.0 |
BEAU VALLON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BEAU VALLON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BEAU VALLON's standard deviation. In reality, there are many statistical measures that can use BEAU VALLON historical prices to predict the future BEAU VALLON's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (1.85) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BEAU VALLON'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.
BEAU VALLON HOSPITAL Backtested Returns
BEAU VALLON HOSPITAL retains Efficiency (Sharpe Ratio) of -0.0443, which signifies that the company had a -0.0443% return per unit of risk over the last 3 months. BEAU VALLON exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BEAU VALLON's market risk adjusted performance of (1.84), and Variance of 12.24 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.0872, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BEAU VALLON's returns are expected to increase less than the market. However, during the bear market, the loss of holding BEAU VALLON is expected to be smaller as well. At this point, BEAU VALLON HOSPITAL has a negative expected return of -0.16%. Please make sure to confirm BEAU VALLON's potential upside, and the relationship between the information ratio and rate of daily change , to decide if BEAU VALLON HOSPITAL performance from the past will be repeated at some future date.
Auto-correlation | -0.44 |
Modest reverse predictability
BEAU VALLON HOSPITAL has modest reverse predictability. Overlapping area represents the amount of predictability between BEAU VALLON time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 BEAU VALLON HOSPITAL price movement. The serial correlation of -0.44 indicates that just about 44.0% of current BEAU VALLON price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
BEAU VALLON HOSPITAL lagged returns against current returns
Autocorrelation, which is BEAU VALLON 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 BEAU VALLON's stock expected returns. We can calculate the autocorrelation of BEAU VALLON returns to help us make a trade decision. For example, suppose you find that BEAU VALLON 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 |
BEAU VALLON 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 BEAU VALLON stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BEAU VALLON stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BEAU VALLON stock over time.
Current vs Lagged Prices |
| Timeline |
BEAU VALLON Lagged Returns
When evaluating BEAU VALLON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BEAU VALLON stock have on its future price. BEAU VALLON 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, BEAU VALLON autocorrelation shows the relationship between BEAU VALLON stock current value and its past values and can show if there is a momentum factor associated with investing in BEAU VALLON HOSPITAL.
Regressed Prices |
| Timeline |
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