Big Yellow Group Stock Market Value
| BYLOF Stock | USD 14.38 0.08 0.56% |
| Symbol | Big |
Big Yellow '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 Big Yellow's pink sheet 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 Big Yellow.
| 10/22/2025 |
| 01/20/2026 |
If you would invest 0.00 in Big Yellow on October 22, 2025 and sell it all today you would earn a total of 0.00 from holding Big Yellow Group or generate 0.0% return on investment in Big Yellow over 90 days. Big Yellow is related to or competes with CT Real, Frasers Logistics, Dream Industrial, First Capital, Smart REIT, Frasers Centrepoint, and Country Garden. Big Yellow now operates from a platform of 103 stores, including 25 stores branded as Armadillo Self Storage, in which t... More
Big Yellow 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 Big Yellow's pink sheet 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 Big Yellow Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.35 | |||
| Value At Risk | (4.87) | |||
| Potential Upside | 2.95 |
Big Yellow Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Big Yellow's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Big Yellow's standard deviation. In reality, there are many statistical measures that can use Big Yellow historical prices to predict the future Big Yellow's volatility.| Risk Adjusted Performance | 0.0054 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.02) |
Big Yellow Group Backtested Returns
Big Yellow Group secures Sharpe Ratio (or Efficiency) of -0.0172, which signifies that the company had a -0.0172 % return per unit of standard deviation over the last 3 months. Big Yellow Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Big Yellow's mean deviation of 1.48, and Risk Adjusted Performance of 0.0054 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Big Yellow's returns are expected to increase less than the market. However, during the bear market, the loss of holding Big Yellow is expected to be smaller as well. At this point, Big Yellow Group has a negative expected return of -0.0376%. Please make sure to confirm Big Yellow's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Big Yellow Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Big Yellow Group has weak reverse predictability. Overlapping area represents the amount of predictability between Big Yellow time series from 22nd of October 2025 to 6th of December 2025 and 6th of December 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Big Yellow Group price movement. The serial correlation of -0.23 indicates that over 23.0% of current Big Yellow price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Big Yellow Group lagged returns against current returns
Autocorrelation, which is Big Yellow pink sheet'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 Big Yellow's pink sheet expected returns. We can calculate the autocorrelation of Big Yellow returns to help us make a trade decision. For example, suppose you find that Big Yellow has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Big Yellow 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 Big Yellow pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Big Yellow pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Big Yellow pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Big Yellow Lagged Returns
When evaluating Big Yellow's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Big Yellow pink sheet have on its future price. Big Yellow 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, Big Yellow autocorrelation shows the relationship between Big Yellow pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Big Yellow Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Big Pink Sheet
Big Yellow financial ratios help investors to determine whether Big Pink Sheet 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 Big with respect to the benefits of owning Big Yellow security.