Builders Capital Mortgage Stock Market Value
| BCF Stock | CAD 9.62 0.03 0.31% |
| Symbol | Builders |
Builders Capital '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 Builders Capital'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 Builders Capital.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Builders Capital on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Builders Capital Mortgage or generate 0.0% return on investment in Builders Capital over 90 days. Builders Capital is related to or competes with Bausch Health, Constellation Software, Data Communications, UnitedHealth Group, and Super Micro. Builders Capital Mortgage Corp. is headquartered in Calgary, Alberta, Canada More
Builders Capital 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 Builders Capital'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 Builders Capital Mortgage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.88 | |||
| Information Ratio | 0.0089 | |||
| Maximum Drawdown | 17.01 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 2.98 |
Builders Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Builders Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Builders Capital's standard deviation. In reality, there are many statistical measures that can use Builders Capital historical prices to predict the future Builders Capital's volatility.| Risk Adjusted Performance | 0.0964 | |||
| Jensen Alpha | 0.2013 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | 0.0072 | |||
| Treynor Ratio | 1.85 |
Builders Capital Mortgage Backtested Returns
Builders Capital appears to be not too volatile, given 3 months investment horizon. Builders Capital Mortgage secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Builders Capital Mortgage, which you can use to evaluate the volatility of the firm. Please makes use of Builders Capital's Mean Deviation of 1.32, risk adjusted performance of 0.0964, and Downside Deviation of 2.88 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Builders Capital holds a performance score of 7. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Builders Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Builders Capital is expected to be smaller as well. Please check Builders Capital's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Builders Capital's price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Builders Capital Mortgage has below average predictability. Overlapping area represents the amount of predictability between Builders Capital 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 Builders Capital Mortgage price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Builders Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Builders Capital Mortgage lagged returns against current returns
Autocorrelation, which is Builders Capital 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 Builders Capital's stock expected returns. We can calculate the autocorrelation of Builders Capital returns to help us make a trade decision. For example, suppose you find that Builders Capital 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 |
Builders Capital 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 Builders Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Builders Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Builders Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Builders Capital Lagged Returns
When evaluating Builders Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Builders Capital stock have on its future price. Builders Capital 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, Builders Capital autocorrelation shows the relationship between Builders Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Builders Capital Mortgage.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Builders Stock Analysis
When running Builders Capital's price analysis, check to measure Builders Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Builders Capital is operating at the current time. Most of Builders Capital's value examination focuses on studying past and present price action to predict the probability of Builders Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Builders Capital's price. Additionally, you may evaluate how the addition of Builders Capital to your portfolios can decrease your overall portfolio volatility.