Bain Capital Specialty Stock Market Value
| BCSF Stock | USD 16.23 0.18 1.12% |
| Symbol | Bain |
Bain Capital Specialty Price To Book Ratio
Is Bain Capital's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Bain Capital. If investors know Bain will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Bain Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.29) | Dividend Share 1.6 | Earnings Share 1.91 | Revenue Per Share 4.612 | Quarterly Revenue Growth 0.202 |
The market value of Bain Capital Specialty is measured differently than its book value, which is the value of Bain that is recorded on the company's balance sheet. Investors also form their own opinion of Bain Capital's value that differs from its market value or its book value, called intrinsic value, which is Bain Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Bain Capital's market value can be influenced by many factors that don't directly affect Bain Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Bain Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bain Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bain Capital'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.
Bain 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 Bain Capital'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 Bain Capital.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Bain Capital on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Bain Capital Specialty or generate 0.0% return on investment in Bain Capital over 720 days. Bain Capital is related to or competes with BlackRock TCP, Triplepoint Venture, Sixth Street, Golub Capital, New Mountain, Fidus Investment, and Carlyle Secured. Bain Capital Specialty Finance, Inc. is business development company specializing in direct loans to middle-market compa... More
Bain 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 Bain Capital'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 Bain Capital Specialty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9972 | |||
| Information Ratio | 0.0461 | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.32 |
Bain Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bain Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bain Capital's standard deviation. In reality, there are many statistical measures that can use Bain Capital historical prices to predict the future Bain Capital's volatility.| Risk Adjusted Performance | 0.0975 | |||
| Jensen Alpha | 0.0585 | |||
| Total Risk Alpha | 0.0111 | |||
| Sortino Ratio | 0.0382 | |||
| Treynor Ratio | 0.1582 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bain 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.
Bain Capital Specialty Backtested Returns
We consider Bain Capital very steady. Bain Capital Specialty secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bain Capital Specialty, which you can use to evaluate the volatility of the firm. Please confirm Bain Capital's Risk Adjusted Performance of 0.0975, mean deviation of 0.5568, and Downside Deviation of 0.9972 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Bain Capital has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bain Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bain Capital is expected to be smaller as well. Bain Capital Specialty right now shows a risk of 0.85%. Please confirm Bain Capital Specialty jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Bain Capital Specialty will be following its price patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Bain Capital Specialty has modest reverse predictability. Overlapping area represents the amount of predictability between Bain Capital time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 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 Bain Capital Specialty price movement. The serial correlation of -0.46 indicates that about 46.0% of current Bain Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 2.02 |
Bain Capital Specialty lagged returns against current returns
Autocorrelation, which is Bain Capital 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 Bain Capital's stock expected returns. We can calculate the autocorrelation of Bain Capital returns to help us make a trade decision. For example, suppose you find that Bain Capital 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 |
Bain 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 Bain Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bain Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bain Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Bain Capital Lagged Returns
When evaluating Bain Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bain Capital stock have on its future price. Bain 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, Bain Capital autocorrelation shows the relationship between Bain Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Bain Capital Specialty.
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 Bain Capital 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, Bain Capital's short interest history, or implied volatility extrapolated from Bain Capital options trading.
Pair Trading with Bain 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 Bain 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 Bain Capital will appreciate offsetting losses from the drop in the long position's value.Moving together with Bain Stock
| 0.81 | GS | Goldman Sachs Group Financial Report 17th of July 2024 | PairCorr |
| 0.75 | FCFS | FirstCash Earnings Call Tomorrow | PairCorr |
Moving against Bain Stock
| 0.81 | ECPG | Encore Capital Group Financial Report 1st of May 2024 | PairCorr |
| 0.49 | AC | Associated Capital | PairCorr |
| 0.41 | DHIL | Diamond Hill Investment | PairCorr |
The ability to find closely correlated positions to Bain 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 Bain 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 Bain 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 Bain Capital Specialty to buy it.
The correlation of Bain 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 Bain Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bain Capital Specialty 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 Bain 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 Bain Capital Correlation, Bain Capital Volatility and Bain Capital Alpha and Beta module to complement your research on Bain Capital. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Complementary Tools for Bain Stock analysis
When running Bain Capital's price analysis, check to measure Bain 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 Bain Capital is operating at the current time. Most of Bain Capital's value examination focuses on studying past and present price action to predict the probability of Bain 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 Bain Capital's price. Additionally, you may evaluate how the addition of Bain Capital to your portfolios can decrease your overall portfolio volatility.
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