Birchtech Corp Stock Market Value
| BCHT Stock | 0.64 0.02 3.23% |
| Symbol | Birchtech |
Birchtech Corp '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 Birchtech Corp's otc 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 Birchtech Corp.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Birchtech Corp on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Birchtech Corp or generate 0.0% return on investment in Birchtech Corp over 90 days.
Birchtech Corp 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 Birchtech Corp's otc 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 Birchtech Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.53 | |||
| Information Ratio | 0.1082 | |||
| Maximum Drawdown | 30.09 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 6.0 |
Birchtech Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Birchtech Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Birchtech Corp's standard deviation. In reality, there are many statistical measures that can use Birchtech Corp historical prices to predict the future Birchtech Corp's volatility.| Risk Adjusted Performance | 0.1427 | |||
| Jensen Alpha | 0.5574 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1216 | |||
| Treynor Ratio | 9.21 |
Birchtech Corp Backtested Returns
Birchtech Corp secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. By analyzing Birchtech Corp's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Birchtech Corp's Mean Deviation of 2.55, downside deviation of 3.53, and Risk Adjusted Performance of 0.1427 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Birchtech Corp holds a performance score of 10. The firm shows a Beta (market volatility) of 0.0614, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Birchtech Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Birchtech Corp is expected to be smaller as well. Please check Birchtech Corp's maximum drawdown and the relationship between the expected short fall and period momentum indicator , to make a quick decision on whether Birchtech Corp's price patterns will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
Birchtech Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Birchtech Corp time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Birchtech Corp price movement. The serial correlation of -0.21 indicates that over 21.0% of current Birchtech Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Birchtech Corp lagged returns against current returns
Autocorrelation, which is Birchtech Corp otc 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 Birchtech Corp's otc stock expected returns. We can calculate the autocorrelation of Birchtech Corp returns to help us make a trade decision. For example, suppose you find that Birchtech Corp has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Birchtech Corp 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 Birchtech Corp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Birchtech Corp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Birchtech Corp otc stock over time.
Current vs Lagged Prices |
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Birchtech Corp Lagged Returns
When evaluating Birchtech Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Birchtech Corp otc stock have on its future price. Birchtech Corp 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, Birchtech Corp autocorrelation shows the relationship between Birchtech Corp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Birchtech Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Birchtech OTC Stock Analysis
When running Birchtech Corp's price analysis, check to measure Birchtech Corp'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 Birchtech Corp is operating at the current time. Most of Birchtech Corp's value examination focuses on studying past and present price action to predict the probability of Birchtech Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Birchtech Corp's price. Additionally, you may evaluate how the addition of Birchtech Corp to your portfolios can decrease your overall portfolio volatility.