Batm Advanced (UK) Market Value
| BVC Stock | 15.58 0.23 1.50% |
| Symbol | Batm |
Batm Advanced '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 Batm Advanced'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 Batm Advanced.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Batm Advanced on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Batm Advanced Communications or generate 0.0% return on investment in Batm Advanced over 90 days. Batm Advanced is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, Reliance Industries, and National Atomic. Batm Advanced is entity of United Kingdom More
Batm Advanced 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 Batm Advanced'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 Batm Advanced Communications upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.66 | |||
| Information Ratio | 0.0414 | |||
| Maximum Drawdown | 14.16 | |||
| Value At Risk | (4.18) | |||
| Potential Upside | 4.99 |
Batm Advanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Batm Advanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Batm Advanced's standard deviation. In reality, there are many statistical measures that can use Batm Advanced historical prices to predict the future Batm Advanced's volatility.| Risk Adjusted Performance | 0.0973 | |||
| Jensen Alpha | 0.2588 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0391 | |||
| Treynor Ratio | (1.28) |
Batm Advanced Commun Backtested Returns
Batm Advanced appears to be not too volatile, given 3 months investment horizon. Batm Advanced Commun secures Sharpe Ratio (or Efficiency) of 0.09, which signifies that the company had a 0.09 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Batm Advanced Communications, which you can use to evaluate the volatility of the firm. Please makes use of Batm Advanced's Downside Deviation of 2.66, risk adjusted performance of 0.0973, and Mean Deviation of 1.8 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Batm Advanced holds a performance score of 7. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Batm Advanced are expected to decrease at a much lower rate. During the bear market, Batm Advanced is likely to outperform the market. Please check Batm Advanced's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Batm Advanced's price patterns will revert.
Auto-correlation | -0.89 |
Excellent reverse predictability
Batm Advanced Communications has excellent reverse predictability. Overlapping area represents the amount of predictability between Batm Advanced 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 Batm Advanced Commun price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Batm Advanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Batm Advanced Commun lagged returns against current returns
Autocorrelation, which is Batm Advanced 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 Batm Advanced's stock expected returns. We can calculate the autocorrelation of Batm Advanced returns to help us make a trade decision. For example, suppose you find that Batm Advanced 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 |
Batm Advanced 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 Batm Advanced stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Batm Advanced stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Batm Advanced stock over time.
Current vs Lagged Prices |
| Timeline |
Batm Advanced Lagged Returns
When evaluating Batm Advanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Batm Advanced stock have on its future price. Batm Advanced 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, Batm Advanced autocorrelation shows the relationship between Batm Advanced stock current value and its past values and can show if there is a momentum factor associated with investing in Batm Advanced Communications.
Regressed Prices |
| Timeline |
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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 Batm Stock
Batm Advanced financial ratios help investors to determine whether Batm 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 Batm with respect to the benefits of owning Batm Advanced security.