Bever Holding (Netherlands) Market Value
BEVER Stock | EUR 2.46 0.14 5.38% |
Symbol | Bever |
Bever Holding '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 Bever Holding'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 Bever Holding.
03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Bever Holding on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Bever Holding NV or generate 0.0% return on investment in Bever Holding over 30 days. Bever Holding is related to or competes with Vastned Retail, Reinet Investments, VEON, Eurocommercial Properties, and NV Nederlandsche. Bever Holding NV operates as a real estate company in the Netherlands More
Bever Holding 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 Bever Holding'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 Bever Holding NV upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 5.47 | |||
Information Ratio | (0) | |||
Maximum Drawdown | 19.27 | |||
Value At Risk | (4.69) | |||
Potential Upside | 6.92 |
Bever Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bever Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bever Holding's standard deviation. In reality, there are many statistical measures that can use Bever Holding historical prices to predict the future Bever Holding's volatility.Risk Adjusted Performance | 0.0219 | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.22) | |||
Sortino Ratio | (0.0006) | |||
Treynor Ratio | 0.0475 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bever Holding'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.
Bever Holding NV Backtested Returns
Bever Holding NV secures Sharpe Ratio (or Efficiency) of -0.0339, which signifies that the company had a -0.0339% return per unit of risk over the last 3 months. Bever Holding NV exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bever Holding's Risk Adjusted Performance of 0.0219, downside deviation of 5.47, and Mean Deviation of 1.19 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.16, 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, Bever Holding will likely underperform. Bever Holding NV has an expected return of -0.0905%. Please make sure to confirm Bever Holding NV potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Bever Holding NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Bever Holding NV has modest reverse predictability. Overlapping area represents the amount of predictability between Bever Holding time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Bever Holding NV price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Bever Holding price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.43 | |
Spearman Rank Test | 0.09 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Bever Holding NV lagged returns against current returns
Autocorrelation, which is Bever Holding 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 Bever Holding's stock expected returns. We can calculate the autocorrelation of Bever Holding returns to help us make a trade decision. For example, suppose you find that Bever Holding 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 |
Bever Holding 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 Bever Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bever Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bever Holding stock over time.
Current vs Lagged Prices |
Timeline |
Bever Holding Lagged Returns
When evaluating Bever Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bever Holding stock have on its future price. Bever Holding 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, Bever Holding autocorrelation shows the relationship between Bever Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Bever Holding NV.
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 Bever Holding 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, Bever Holding's short interest history, or implied volatility extrapolated from Bever Holding options trading.
Pair Trading with Bever Holding
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 Bever Holding 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 Bever Holding will appreciate offsetting losses from the drop in the long position's value.Moving against Bever Stock
0.63 | ARCAD | Arcadis NV | PairCorr |
0.52 | TFG | Tetragon Financial Earnings Call This Week | PairCorr |
0.43 | VPK | Koninklijke Vopak Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to Bever Holding could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bever Holding 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 Bever Holding - 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 Bever Holding NV to buy it.
The correlation of Bever Holding 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 Bever Holding moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bever Holding NV 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 Bever Holding 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 Bever Holding Correlation, Bever Holding Volatility and Bever Holding Alpha and Beta module to complement your research on Bever Holding. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Bever Stock analysis
When running Bever Holding's price analysis, check to measure Bever Holding'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 Bever Holding is operating at the current time. Most of Bever Holding's value examination focuses on studying past and present price action to predict the probability of Bever Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bever Holding's price. Additionally, you may evaluate how the addition of Bever Holding to your portfolios can decrease your overall portfolio volatility.
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Bever Holding technical stock 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, stock market cycles, or different charting patterns.