British Stock Market Value

BTI -  USA Stock  

USD 43.57  1.03  2.42%

British Amer's market value is the price at which a share of British Amer stock trades on a public exchange. It measures the collective expectations of British American Tobacco investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of British American Tobacco and determine expected loss or profit from investing in British Amer over a given investment horizon. Continue to British Amer Hype Analysis, British Amer Correlation, British Amer Valuation, British Amer Volatility, as well as analyze British Amer Alpha and Beta and British Amer Performance.
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Backtest


Is British Amer'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 British Amer. If investors know British 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 British Amer listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of British American Tobacco is measured differently than its book value, which is the value of British that is recorded on the company's balance sheet. Investors also form their own opinion of British Amer's value that differs from its market value or its book value, called intrinsic value, which is British Amer'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 British Amer's market value can be influenced by many factors that don't directly affect British Amer'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 British Amer's value and its price as these two are different measures arrived at by different means. Investors typically determine British Amer value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, British Amer'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.

British Amer '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 British Amer'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 British Amer.
0.00
12/26/2021
No Change 0.00  0.0 
In 30 days
01/25/2022
0.00
If you would invest  0.00  in British Amer on December 26, 2021 and sell it all today you would earn a total of 0.00 from holding British American Tobacco or generate 0.0% return on investment in British Amer over 30 days. British Amer is related to or competes with Philip Morris. British American Tobacco p.l.c. provides tobacco and nicotine products to consumers worldwide

British Amer 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 British Amer'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 British American Tobacco upside and downside potential and time the market with a certain degree of confidence.

British Amer Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for British Amer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as British Amer's standard deviation. In reality, there are many statistical measures that can use British Amer historical prices to predict the future British Amer's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of British Amer'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. Please use the tools below to analyze the current value of British Amer in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
40.8141.9643.11
Details
Intrinsic
Valuation
LowReal ValueHigh
38.2948.9450.09
Details
Naive
Forecast
LowNext ValueHigh
42.5743.7144.86
Details
4 Analysts
Consensus
LowTarget PriceHigh
50.0050.5651.12
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as British Amer. Your research has to be compared to or analyzed against British Amer's peers to derive any actionable benefits. When done correctly, British Amer's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in British American Tobacco.

British American Tobacco Backtested Returns

British Amer appears to be very steady, given 3 months investment horizon. British American Tobacco secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the company had 0.34% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for British American Tobacco, which you can use to evaluate the future volatility of the firm. Please makes use of British Amer's Mean Deviation of 0.8433, downside deviation of 1.03, and Risk Adjusted Performance of 0.254 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, British Amer holds a performance score of 24. The firm shows a Beta (market volatility) of 0.3033, which signifies possible diversification benefits within a given portfolio. Let's try to break down what British's beta means in this case. As returns on the market increase, British Amer returns are expected to increase less than the market. However, during the bear market, the loss on holding British Amer will be expected to be smaller as well. Although it is vital to follow British American Tobacco historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing British American Tobacco technical indicators, you can presently evaluate if the expected return of 0.4% will be sustainable into the future. Please makes use of British American Tobacco jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution to make a quick decision on whether British Amer price patterns will revert.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.81   

Very good predictability

British American Tobacco has very good predictability. Overlapping area represents the amount of predictability between British Amer time series from 26th of December 2021 to 10th of January 2022 and 10th of January 2022 to 25th of January 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of British American Tobacco price movement. The serial correlation of 0.81 indicates that around 81.0% of current British Amer price fluctuation can be explain by its past prices.
Correlation Coefficient0.81
Spearman Rank Test0.9
Residual Average0.0
Price Variance1.61

British American Tobacco lagged returns against current returns

Autocorrelation, which is British Amer 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 British Amer's stock expected returns. We can calculate the autocorrelation of British Amer returns to help us make a trade decision. For example, suppose you find that British Amer stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

British Amer 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 British Amer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if British Amer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in British Amer stock over time.
 Current vs Lagged Prices 
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      Timeline 

British Amer Lagged Returns

When evaluating British Amer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of British Amer stock have on its future price. British Amer 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, British Amer autocorrelation shows the relationship between British Amer stock current value and its past values and can show if there is a momentum factor associated with investing in British American Tobacco.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in British Amer without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Continue to British Amer Hype Analysis, British Amer Correlation, British Amer Valuation, British Amer Volatility, as well as analyze British Amer Alpha and Beta and British Amer Performance. Note that the British American Tobacco information on this page should be used as a complementary analysis to other British Amer'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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

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When running British American Tobacco price analysis, check to measure British Amer'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 British Amer is operating at the current time. Most of British Amer's value examination focuses on studying past and present price action to predict the probability of British Amer's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move British Amer's price. Additionally, you may evaluate how the addition of British Amer to your portfolios can decrease your overall portfolio volatility.
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British Amer 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.
A focus of British Amer technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of British Amer trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...