Bet-at-home (Germany) Market Value
| ACX Stock | EUR 2.67 0.05 1.91% |
| Symbol | Bet-at-home |
Bet-at-home '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 Bet-at-home'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 Bet-at-home.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Bet-at-home on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding bet at home AG or generate 0.0% return on investment in Bet-at-home over 90 days. Bet-at-home is related to or competes with Flutter Entertainment, Evolution, Churchill Downs, Churchill Downs, Scientific Games, and International Game. bet-at-home.com AG, through its subsidiaries, provides online gambling and sports betting services in Europe More
Bet-at-home 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 Bet-at-home'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 bet at home AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.21 | |||
| Information Ratio | 0.015 | |||
| Maximum Drawdown | 35.22 | |||
| Value At Risk | (5.50) | |||
| Potential Upside | 4.21 |
Bet-at-home Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bet-at-home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bet-at-home's standard deviation. In reality, there are many statistical measures that can use Bet-at-home historical prices to predict the future Bet-at-home's volatility.| Risk Adjusted Performance | 0.0531 | |||
| Jensen Alpha | 0.0597 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0196 | |||
| Treynor Ratio | 0.189 |
bet at home Backtested Returns
Bet-at-home appears to be very risky, given 3 months investment horizon. bet at home secures Sharpe Ratio (or Efficiency) of 0.0694, which signifies that the company had a 0.0694 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for bet at home AG, which you can use to evaluate the volatility of the firm. Please makes use of Bet-at-home's Downside Deviation of 3.21, semi deviation of 2.67, and Risk Adjusted Performance of 0.0531 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bet-at-home holds a performance score of 5. The firm shows a Beta (market volatility) of 1.02, which signifies a somewhat significant risk relative to the market. Bet-at-home returns are very sensitive to returns on the market. As the market goes up or down, Bet-at-home is expected to follow. Please check Bet-at-home's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Bet-at-home's price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
bet at home AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Bet-at-home time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 bet at home price movement. The serial correlation of -0.76 indicates that around 76.0% of current Bet-at-home price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
bet at home lagged returns against current returns
Autocorrelation, which is Bet-at-home 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 Bet-at-home's stock expected returns. We can calculate the autocorrelation of Bet-at-home returns to help us make a trade decision. For example, suppose you find that Bet-at-home 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 |
Bet-at-home 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 Bet-at-home stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bet-at-home stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bet-at-home stock over time.
Current vs Lagged Prices |
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Bet-at-home Lagged Returns
When evaluating Bet-at-home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bet-at-home stock have on its future price. Bet-at-home 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, Bet-at-home autocorrelation shows the relationship between Bet-at-home stock current value and its past values and can show if there is a momentum factor associated with investing in bet at home AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bet-at-home Stock
Bet-at-home financial ratios help investors to determine whether Bet-at-home Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bet-at-home with respect to the benefits of owning Bet-at-home security.