Budweiser Brewing Stock Market Value
| BDWBY Stock | USD 4.93 0.22 4.27% |
| Symbol | Budweiser |
Budweiser Brewing '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 Budweiser Brewing'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 Budweiser Brewing.
| 05/07/2024 |
| 06/06/2024 |
If you would invest 0.00 in Budweiser Brewing on May 7, 2024 and sell it all today you would earn a total of 0.00 from holding Budweiser Brewing or generate 0.0% return on investment in Budweiser Brewing over 30 days. Budweiser Brewing is related to or competes with Barfresh Food, Flow Beverage, Zevia Pbc, and Primo Water. Budweiser Brewing Company APAC Limited, an investment holding company, produces, imports, markets, distributes, and sell... More
Budweiser Brewing 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 Budweiser Brewing'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 Budweiser Brewing upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 13.61 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 4.36 |
Budweiser Brewing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Budweiser Brewing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Budweiser Brewing's standard deviation. In reality, there are many statistical measures that can use Budweiser Brewing historical prices to predict the future Budweiser Brewing's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Budweiser Brewing'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.
Budweiser Brewing Backtested Returns
Budweiser Brewing secures Sharpe Ratio (or Efficiency) of -0.0863, which signifies that the company had a -0.0863% return per unit of standard deviation over the last 3 months. Budweiser Brewing exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Budweiser Brewing's risk adjusted performance of (0.07), and Mean Deviation of 2.05 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. Budweiser Brewing returns are very sensitive to returns on the market. As the market goes up or down, Budweiser Brewing is expected to follow. At this point, Budweiser Brewing has a negative expected return of -0.23%. Please make sure to confirm Budweiser Brewing's total risk alpha, as well as the relationship between the daily balance of power and relative strength index , to decide if Budweiser Brewing performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Budweiser Brewing has weak reverse predictability. Overlapping area represents the amount of predictability between Budweiser Brewing time series from 7th of May 2024 to 22nd of May 2024 and 22nd of May 2024 to 6th of June 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 Budweiser Brewing price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Budweiser Brewing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Budweiser Brewing lagged returns against current returns
Autocorrelation, which is Budweiser Brewing 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 Budweiser Brewing's pink sheet expected returns. We can calculate the autocorrelation of Budweiser Brewing returns to help us make a trade decision. For example, suppose you find that Budweiser Brewing 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 |
Budweiser Brewing 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 Budweiser Brewing pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Budweiser Brewing pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Budweiser Brewing pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Budweiser Brewing Lagged Returns
When evaluating Budweiser Brewing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Budweiser Brewing pink sheet have on its future price. Budweiser Brewing 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, Budweiser Brewing autocorrelation shows the relationship between Budweiser Brewing pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Budweiser Brewing.
Regressed Prices |
| Timeline |
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Additional Tools for Budweiser Pink Sheet Analysis
When running Budweiser Brewing's price analysis, check to measure Budweiser Brewing'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 Budweiser Brewing is operating at the current time. Most of Budweiser Brewing's value examination focuses on studying past and present price action to predict the probability of Budweiser Brewing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Budweiser Brewing's price. Additionally, you may evaluate how the addition of Budweiser Brewing to your portfolios can decrease your overall portfolio volatility.