Barramundi (Norway) Market Value
| BARRA Stock | 0.66 0.09 12.00% |
| Symbol | Barramundi |
Barramundi '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 Barramundi'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 Barramundi.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Barramundi on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Barramundi Group or generate 0.0% return on investment in Barramundi over 90 days.
Barramundi 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 Barramundi'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 Barramundi Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.55 | |||
| Information Ratio | 0.0292 | |||
| Maximum Drawdown | 69.58 | |||
| Value At Risk | (18.67) | |||
| Potential Upside | 37.5 |
Barramundi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barramundi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barramundi's standard deviation. In reality, there are many statistical measures that can use Barramundi historical prices to predict the future Barramundi's volatility.| Risk Adjusted Performance | 0.0486 | |||
| Jensen Alpha | 0.8339 | |||
| Total Risk Alpha | (2.73) | |||
| Sortino Ratio | 0.0292 | |||
| Treynor Ratio | (0.64) |
Barramundi Group Backtested Returns
Barramundi appears to be out of control, given 3 months investment horizon. Barramundi Group secures Sharpe Ratio (or Efficiency) of 0.0441, which signifies that the company had a 0.0441 % return per unit of risk over the last 3 months. By analyzing Barramundi's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please makes use of Barramundi's Mean Deviation of 8.66, risk adjusted performance of 0.0486, and Downside Deviation of 14.55 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Barramundi holds a performance score of 3. The firm shows a Beta (market volatility) of -0.99, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Barramundi are expected to decrease slowly. On the other hand, during market turmoil, Barramundi is expected to outperform it slightly. Please check Barramundi's semi variance, day median price, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Barramundi's price patterns will revert.
Auto-correlation | -0.66 |
Very good reverse predictability
Barramundi Group has very good reverse predictability. Overlapping area represents the amount of predictability between Barramundi time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Barramundi Group price movement. The serial correlation of -0.66 indicates that around 66.0% of current Barramundi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Barramundi Group lagged returns against current returns
Autocorrelation, which is Barramundi 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 Barramundi's stock expected returns. We can calculate the autocorrelation of Barramundi returns to help us make a trade decision. For example, suppose you find that Barramundi 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 |
Barramundi 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 Barramundi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barramundi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barramundi stock over time.
Current vs Lagged Prices |
| Timeline |
Barramundi Lagged Returns
When evaluating Barramundi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barramundi stock have on its future price. Barramundi 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, Barramundi autocorrelation shows the relationship between Barramundi stock current value and its past values and can show if there is a momentum factor associated with investing in Barramundi Group.
Regressed Prices |
| Timeline |
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