BORR DRILLING (Germany) Market Value
| B2W Stock | 1.59 0.06 3.64% |
| Symbol | BORR |
BORR DRILLING '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 BORR DRILLING'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 BORR DRILLING.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in BORR DRILLING on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding BORR DRILLING NEW or generate 0.0% return on investment in BORR DRILLING over 90 days. BORR DRILLING is related to or competes with ARDAGH METAL, CALTAGIRONE EDITORE, Transport International, and GREENX METALS. More
BORR DRILLING 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 BORR DRILLING'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 BORR DRILLING NEW upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.02 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 26.01 | |||
| Value At Risk | (6.94) | |||
| Potential Upside | 8.22 |
BORR DRILLING Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BORR DRILLING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BORR DRILLING's standard deviation. In reality, there are many statistical measures that can use BORR DRILLING historical prices to predict the future BORR DRILLING's volatility.| Risk Adjusted Performance | 0.0183 | |||
| Jensen Alpha | 0.0148 | |||
| Total Risk Alpha | (0.62) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2024 |
BORR DRILLING NEW Backtested Returns
At this point, BORR DRILLING is dangerous. BORR DRILLING NEW secures Sharpe Ratio (or Efficiency) of 0.0268, which signifies that the company had a 0.0268 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BORR DRILLING NEW, which you can use to evaluate the volatility of the firm. Please confirm BORR DRILLING's mean deviation of 3.58, and Risk Adjusted Performance of 0.0183 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. BORR DRILLING has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BORR DRILLING's returns are expected to increase less than the market. However, during the bear market, the loss of holding BORR DRILLING is expected to be smaller as well. BORR DRILLING NEW currently shows a risk of 4.68%. Please confirm BORR DRILLING NEW sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if BORR DRILLING NEW will be following its price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
BORR DRILLING NEW has modest reverse predictability. Overlapping area represents the amount of predictability between BORR DRILLING 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 BORR DRILLING NEW price movement. The serial correlation of -0.43 indicates that just about 43.0% of current BORR DRILLING price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
BORR DRILLING NEW lagged returns against current returns
Autocorrelation, which is BORR DRILLING 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 BORR DRILLING's stock expected returns. We can calculate the autocorrelation of BORR DRILLING returns to help us make a trade decision. For example, suppose you find that BORR DRILLING 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 |
BORR DRILLING 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 BORR DRILLING stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BORR DRILLING stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BORR DRILLING stock over time.
Current vs Lagged Prices |
| Timeline |
BORR DRILLING Lagged Returns
When evaluating BORR DRILLING's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BORR DRILLING stock have on its future price. BORR DRILLING 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, BORR DRILLING autocorrelation shows the relationship between BORR DRILLING stock current value and its past values and can show if there is a momentum factor associated with investing in BORR DRILLING NEW.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BORR Stock
BORR DRILLING financial ratios help investors to determine whether BORR 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 BORR with respect to the benefits of owning BORR DRILLING security.