Btb Real Estate Stock Market Value
BTBIF Stock | USD 2.35 0.02 0.86% |
Symbol | BTB |
BTB Real '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 BTB Real'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 BTB Real.
04/08/2022 |
| 03/28/2024 |
If you would invest 0.00 in BTB Real on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding BTB Real Estate or generate 0.0% return on investment in BTB Real over 720 days. BTB Real is related to or competes with Coca Cola, Sphere Entertainment, Anheuser Busch, Socket Mobile, Japan Tobacco, Nextplat Corp, and Constellation Brands. BTB is a real estate investment trust listed on the Toronto Stock Exchange More
BTB Real 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 BTB Real'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 BTB Real Estate upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 2.31 | |||
Information Ratio | 0.0133 | |||
Maximum Drawdown | 10.74 | |||
Value At Risk | (2.67) | |||
Potential Upside | 1.84 |
BTB Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BTB Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BTB Real's standard deviation. In reality, there are many statistical measures that can use BTB Real historical prices to predict the future BTB Real's volatility.Risk Adjusted Performance | 0.0608 | |||
Jensen Alpha | 0.1298 | |||
Total Risk Alpha | (0.21) | |||
Sortino Ratio | 0.0092 | |||
Treynor Ratio | 1.11 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BTB Real'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.
BTB Real Estate Backtested Returns
We consider BTB Real moderately volatile. BTB Real Estate retains Efficiency (Sharpe Ratio) of 0.0977, which signifies that the company had a 0.0977% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BTB Real, which you can use to evaluate the volatility of the firm. Please confirm BTB Real's market risk adjusted performance of 1.12, and Coefficient Of Variation of 1023.73 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. BTB Real has a performance score of 7 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BTB Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding BTB Real is expected to be smaller as well. BTB Real Estate now owns a risk of 1.6%. Please confirm BTB Real Estate sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if BTB Real Estate will be following its current price history.
Auto-correlation | -0.3 |
Weak reverse predictability
BTB Real Estate has weak reverse predictability. Overlapping area represents the amount of predictability between BTB Real time series from 8th of April 2022 to 3rd of April 2023 and 3rd of April 2023 to 28th of March 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 BTB Real Estate price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current BTB Real price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.3 | |
Spearman Rank Test | 0.03 | |
Residual Average | 0.0 | |
Price Variance | 0.02 |
BTB Real Estate lagged returns against current returns
Autocorrelation, which is BTB Real 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 BTB Real's pink sheet expected returns. We can calculate the autocorrelation of BTB Real returns to help us make a trade decision. For example, suppose you find that BTB Real 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 |
BTB Real 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 BTB Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BTB Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BTB Real pink sheet over time.
Current vs Lagged Prices |
Timeline |
BTB Real Lagged Returns
When evaluating BTB Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BTB Real pink sheet have on its future price. BTB Real 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, BTB Real autocorrelation shows the relationship between BTB Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BTB Real Estate.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards BTB Real in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, BTB Real's short interest history, or implied volatility extrapolated from BTB Real options trading.
Pair Trading with BTB Real
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if BTB Real position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in BTB Real will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to BTB Real could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BTB Real when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back BTB Real - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling BTB Real Estate to buy it.
The correlation of BTB Real is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as BTB Real moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BTB Real Estate moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for BTB Real can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out BTB Real Correlation, BTB Real Volatility and BTB Real Alpha and Beta module to complement your research on BTB Real. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Complementary Tools for BTB Pink Sheet analysis
When running BTB Real's price analysis, check to measure BTB Real'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 BTB Real is operating at the current time. Most of BTB Real's value examination focuses on studying past and present price action to predict the probability of BTB Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BTB Real's price. Additionally, you may evaluate how the addition of BTB Real to your portfolios can decrease your overall portfolio volatility.
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BTB Real technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.