BLOCKCHAIN GRP (Germany) Market Value
| BC7 Stock | EUR 3.41 0.46 11.89% |
| Symbol | BLOCKCHAIN |
BLOCKCHAIN GRP '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 BLOCKCHAIN GRP'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 BLOCKCHAIN GRP.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in BLOCKCHAIN GRP on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding BLOCKCHAIN GRP SA or generate 0.0% return on investment in BLOCKCHAIN GRP over 90 days. BLOCKCHAIN GRP is related to or competes with SOUTHWEST AIRLINES, AEGEAN AIRLINES, Aristocrat Leisure, Aegean Airlines, COLUMBIA SPORTSWEAR, UNIVERSAL DISPLAY, and Southwest Airlines. The Blockchain Group develops and markets blockchain technologies in France and internationally More
BLOCKCHAIN GRP 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 BLOCKCHAIN GRP'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 BLOCKCHAIN GRP SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.96 | |||
| Information Ratio | 0.3566 | |||
| Maximum Drawdown | 41.08 | |||
| Value At Risk | (10.55) | |||
| Potential Upside | 19.39 |
BLOCKCHAIN GRP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BLOCKCHAIN GRP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BLOCKCHAIN GRP's standard deviation. In reality, there are many statistical measures that can use BLOCKCHAIN GRP historical prices to predict the future BLOCKCHAIN GRP's volatility.| Risk Adjusted Performance | 0.3573 | |||
| Jensen Alpha | 3.26 | |||
| Total Risk Alpha | 1.99 | |||
| Sortino Ratio | 0.4399 | |||
| Treynor Ratio | (6.34) |
BLOCKCHAIN GRP SA Backtested Returns
BLOCKCHAIN GRP is dangerous given 3 months investment horizon. BLOCKCHAIN GRP SA secures Sharpe Ratio (or Efficiency) of 0.35, which signifies that the company had a 0.35 % return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 2.99% are justified by taking the suggested risk. Use BLOCKCHAIN GRP risk adjusted performance of 0.3573, and Mean Deviation of 6.53 to evaluate company specific risk that cannot be diversified away. BLOCKCHAIN GRP holds a performance score of 27 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BLOCKCHAIN GRP are expected to decrease at a much lower rate. During the bear market, BLOCKCHAIN GRP is likely to outperform the market. Use BLOCKCHAIN GRP total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to analyze future returns on BLOCKCHAIN GRP.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
BLOCKCHAIN GRP SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between BLOCKCHAIN GRP 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 BLOCKCHAIN GRP SA price movement. The serial correlation of -0.79 indicates that around 79.0% of current BLOCKCHAIN GRP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
BLOCKCHAIN GRP SA lagged returns against current returns
Autocorrelation, which is BLOCKCHAIN GRP 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 BLOCKCHAIN GRP's stock expected returns. We can calculate the autocorrelation of BLOCKCHAIN GRP returns to help us make a trade decision. For example, suppose you find that BLOCKCHAIN GRP 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 |
BLOCKCHAIN GRP 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 BLOCKCHAIN GRP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BLOCKCHAIN GRP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BLOCKCHAIN GRP stock over time.
Current vs Lagged Prices |
| Timeline |
BLOCKCHAIN GRP Lagged Returns
When evaluating BLOCKCHAIN GRP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BLOCKCHAIN GRP stock have on its future price. BLOCKCHAIN GRP 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, BLOCKCHAIN GRP autocorrelation shows the relationship between BLOCKCHAIN GRP stock current value and its past values and can show if there is a momentum factor associated with investing in BLOCKCHAIN GRP SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BLOCKCHAIN Stock
BLOCKCHAIN GRP financial ratios help investors to determine whether BLOCKCHAIN 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 BLOCKCHAIN with respect to the benefits of owning BLOCKCHAIN GRP security.