Bigblu Broadband (UK) Market Value
| BBB Stock | 22.00 0.50 2.33% |
| Symbol | Bigblu |
Bigblu Broadband '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 Bigblu Broadband'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 Bigblu Broadband.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Bigblu Broadband on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Bigblu Broadband PLC or generate 0.0% return on investment in Bigblu Broadband over 90 days. Bigblu Broadband is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, State Bank, Reliance Industries, and Halyk Bank. Bigblu Broadband is entity of United Kingdom More
Bigblu Broadband 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 Bigblu Broadband'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 Bigblu Broadband PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 17.02 | |||
| Value At Risk | (7.55) | |||
| Potential Upside | 4.0 |
Bigblu Broadband Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bigblu Broadband's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bigblu Broadband's standard deviation. In reality, there are many statistical measures that can use Bigblu Broadband historical prices to predict the future Bigblu Broadband's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.88) | |||
| Treynor Ratio | (2.03) |
Bigblu Broadband PLC Backtested Returns
Bigblu Broadband PLC secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of standard deviation over the last 3 months. Bigblu Broadband PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bigblu Broadband's risk adjusted performance of (0.11), and Mean Deviation of 1.93 to double-check the risk estimate we provide. 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, Bigblu Broadband's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bigblu Broadband is expected to be smaller as well. At this point, Bigblu Broadband PLC has a negative expected return of -0.46%. Please make sure to confirm Bigblu Broadband's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Bigblu Broadband PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.71 |
Good predictability
Bigblu Broadband PLC has good predictability. Overlapping area represents the amount of predictability between Bigblu Broadband 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 Bigblu Broadband PLC price movement. The serial correlation of 0.71 indicates that around 71.0% of current Bigblu Broadband price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Bigblu Broadband PLC lagged returns against current returns
Autocorrelation, which is Bigblu Broadband 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 Bigblu Broadband's stock expected returns. We can calculate the autocorrelation of Bigblu Broadband returns to help us make a trade decision. For example, suppose you find that Bigblu Broadband 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 |
Bigblu Broadband 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 Bigblu Broadband stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bigblu Broadband stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bigblu Broadband stock over time.
Current vs Lagged Prices |
| Timeline |
Bigblu Broadband Lagged Returns
When evaluating Bigblu Broadband's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bigblu Broadband stock have on its future price. Bigblu Broadband 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, Bigblu Broadband autocorrelation shows the relationship between Bigblu Broadband stock current value and its past values and can show if there is a momentum factor associated with investing in Bigblu Broadband PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Bigblu Stock
Bigblu Broadband financial ratios help investors to determine whether Bigblu 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 Bigblu with respect to the benefits of owning Bigblu Broadband security.