Bellway PLC (Germany) Market Value
| 41B Stock | 28.60 0.20 0.69% |
| Symbol | Bellway |
Bellway PLC '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 Bellway PLC'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 Bellway PLC.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Bellway PLC on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Bellway PLC or generate 0.0% return on investment in Bellway PLC over 90 days.
Bellway PLC 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 Bellway PLC'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 Bellway PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.74 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 3.39 |
Bellway PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bellway PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bellway PLC's standard deviation. In reality, there are many statistical measures that can use Bellway PLC historical prices to predict the future Bellway PLC's volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | 0.0138 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2676 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bellway PLC'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.
Bellway PLC Backtested Returns
Currently, Bellway PLC is very steady. Bellway PLC secures Sharpe Ratio (or Efficiency) of 0.0165, which signifies that the company had a 0.0165 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bellway PLC, which you can use to evaluate the volatility of the firm. Please confirm Bellway PLC's Mean Deviation of 1.63, downside deviation of 1.92, and Risk Adjusted Performance of 0.0212 to double-check if the risk estimate we provide is consistent with the expected return of 0.0371%. Bellway PLC has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bellway PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bellway PLC is expected to be smaller as well. Bellway PLC right now shows a risk of 2.25%. Please confirm Bellway PLC total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Bellway PLC will be following its price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Bellway PLC has virtually no predictability. Overlapping area represents the amount of predictability between Bellway PLC time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bellway PLC price movement. The serial correlation of 0.01 indicates that just 1.0% of current Bellway PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 3.31 |
Bellway PLC lagged returns against current returns
Autocorrelation, which is Bellway PLC 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 Bellway PLC's stock expected returns. We can calculate the autocorrelation of Bellway PLC returns to help us make a trade decision. For example, suppose you find that Bellway PLC 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 |
Bellway PLC 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 Bellway PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bellway PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bellway PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Bellway PLC Lagged Returns
When evaluating Bellway PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bellway PLC stock have on its future price. Bellway PLC 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, Bellway PLC autocorrelation shows the relationship between Bellway PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Bellway PLC.
Regressed Prices |
| Timeline |
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Additional Tools for Bellway Stock Analysis
When running Bellway PLC's price analysis, check to measure Bellway PLC'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 Bellway PLC is operating at the current time. Most of Bellway PLC's value examination focuses on studying past and present price action to predict the probability of Bellway PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bellway PLC's price. Additionally, you may evaluate how the addition of Bellway PLC to your portfolios can decrease your overall portfolio volatility.