Bitfrontier Capital Holdings Stock Market Value
| BFCH Stock | USD 0.01 0 38.68% |
| Symbol | BitFrontier |
BitFrontier Capital '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 BitFrontier Capital'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 BitFrontier Capital.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in BitFrontier Capital on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding BitFrontier Capital Holdings or generate 0.0% return on investment in BitFrontier Capital over 30 days. BitFrontier Capital is related to or competes with First Tractor, Ag Growth, AmeraMex International, Arts Way, Buhler Industries, Textainer Group, and Austin Engineering. BitFrontier Capital Holdings, Inc., a blockchain-oriented company, focuses on the cryptocurrency markets More
BitFrontier Capital 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 BitFrontier Capital'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 BitFrontier Capital Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.16 | |||
| Information Ratio | 0.0344 | |||
| Maximum Drawdown | 161.93 | |||
| Value At Risk | (16.25) | |||
| Potential Upside | 15.38 |
BitFrontier Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BitFrontier Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BitFrontier Capital's standard deviation. In reality, there are many statistical measures that can use BitFrontier Capital historical prices to predict the future BitFrontier Capital's volatility.| Risk Adjusted Performance | 0.0343 | |||
| Jensen Alpha | 0.4402 | |||
| Total Risk Alpha | (1.84) | |||
| Sortino Ratio | 0.0493 | |||
| Treynor Ratio | 0.2133 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BitFrontier Capital'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.
BitFrontier Capital Backtested Returns
BitFrontier Capital appears to be out of control, given 3 months investment horizon. BitFrontier Capital secures Sharpe Ratio (or Efficiency) of 0.0416, which signifies that the company had a 0.0416% return per unit of risk over the last 3 months. By analyzing BitFrontier Capital's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please makes use of BitFrontier Capital's Mean Deviation of 8.46, downside deviation of 13.16, and Risk Adjusted Performance of 0.0343 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BitFrontier Capital holds a performance score of 3. The firm shows a Beta (market volatility) of 3.44, which signifies 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, BitFrontier Capital will likely underperform. Please check BitFrontier Capital's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether BitFrontier Capital's price patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
BitFrontier Capital Holdings has modest predictability. Overlapping area represents the amount of predictability between BitFrontier Capital time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 BitFrontier Capital price movement. The serial correlation of 0.55 indicates that about 55.0% of current BitFrontier Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BitFrontier Capital lagged returns against current returns
Autocorrelation, which is BitFrontier Capital 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 BitFrontier Capital's pink sheet expected returns. We can calculate the autocorrelation of BitFrontier Capital returns to help us make a trade decision. For example, suppose you find that BitFrontier Capital 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 |
BitFrontier Capital 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 BitFrontier Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BitFrontier Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BitFrontier Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BitFrontier Capital Lagged Returns
When evaluating BitFrontier Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BitFrontier Capital pink sheet have on its future price. BitFrontier Capital 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, BitFrontier Capital autocorrelation shows the relationship between BitFrontier Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BitFrontier Capital Holdings.
Regressed Prices |
| Timeline |
Pair Trading with BitFrontier Capital
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 BitFrontier Capital 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 BitFrontier Capital will appreciate offsetting losses from the drop in the long position's value.Moving against BitFrontier Pink Sheet
| 0.48 | EC | Ecopetrol SA ADR Financial Report 8th of May 2024 | PairCorr |
The ability to find closely correlated positions to BitFrontier Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BitFrontier Capital 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 BitFrontier Capital - 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 BitFrontier Capital Holdings to buy it.
The correlation of BitFrontier Capital 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 BitFrontier Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BitFrontier Capital 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 BitFrontier Capital 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 BitFrontier Capital Correlation, BitFrontier Capital Volatility and BitFrontier Capital Alpha and Beta module to complement your research on BitFrontier Capital. Note that the BitFrontier Capital information on this page should be used as a complementary analysis to other BitFrontier Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for BitFrontier Pink Sheet analysis
When running BitFrontier Capital's price analysis, check to measure BitFrontier Capital'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 BitFrontier Capital is operating at the current time. Most of BitFrontier Capital's value examination focuses on studying past and present price action to predict the probability of BitFrontier Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BitFrontier Capital's price. Additionally, you may evaluate how the addition of BitFrontier Capital to your portfolios can decrease your overall portfolio volatility.
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BitFrontier Capital 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.