Boss Energy (Australia) Market Value
| BOE Stock | 3.77 0.04 1.05% |
| Symbol | Boss |
Boss Energy '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 Boss Energy'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 Boss Energy.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Boss Energy on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Boss Energy or generate 0.0% return on investment in Boss Energy over 90 days. Boss Energy is related to or competes with Sandon Capital, Bisalloy Steel, Regal Investment, Djerriwarrh Investments, Pinnacle Investment, and Eroad. Boss Energy is entity of Australia. It is traded as Stock on AU exchange. More
Boss Energy 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 Boss Energy'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 Boss Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.38 | |||
| Information Ratio | 0.1003 | |||
| Maximum Drawdown | 25.24 | |||
| Value At Risk | (5.86) | |||
| Potential Upside | 12.11 |
Boss Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boss Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boss Energy's standard deviation. In reality, there are many statistical measures that can use Boss Energy historical prices to predict the future Boss Energy's volatility.| Risk Adjusted Performance | 0.1281 | |||
| Jensen Alpha | 0.5431 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.1482 | |||
| Treynor Ratio | 0.9308 |
Boss Energy Backtested Returns
Boss Energy appears to be very risky, given 3 months investment horizon. Boss Energy secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. By analyzing Boss Energy's technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please makes use of Boss Energy's Mean Deviation of 3.6, risk adjusted performance of 0.1281, and Downside Deviation of 3.38 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Boss Energy holds a performance score of 13. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Boss Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boss Energy is expected to be smaller as well. Please check Boss Energy's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Boss Energy's price patterns will revert.
Auto-correlation | 0.04 |
Virtually no predictability
Boss Energy has virtually no predictability. Overlapping area represents the amount of predictability between Boss Energy 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 Boss Energy price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Boss Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Boss Energy lagged returns against current returns
Autocorrelation, which is Boss Energy 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 Boss Energy's stock expected returns. We can calculate the autocorrelation of Boss Energy returns to help us make a trade decision. For example, suppose you find that Boss Energy 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 |
Boss Energy 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 Boss Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boss Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boss Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Boss Energy Lagged Returns
When evaluating Boss Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boss Energy stock have on its future price. Boss Energy 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, Boss Energy autocorrelation shows the relationship between Boss Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Boss Energy.
Regressed Prices |
| Timeline |
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Additional Tools for Boss Stock Analysis
When running Boss Energy's price analysis, check to measure Boss Energy'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 Boss Energy is operating at the current time. Most of Boss Energy's value examination focuses on studying past and present price action to predict the probability of Boss Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boss Energy's price. Additionally, you may evaluate how the addition of Boss Energy to your portfolios can decrease your overall portfolio volatility.