Becle Sa De Stock Market Value
| BCCLF Stock | USD 1.55 0.07 4.32% |
| Symbol | Becle |
Becle SA '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 Becle SA'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 Becle SA.
| 09/08/2024 |
| 10/08/2024 |
If you would invest 0.00 in Becle SA on September 8, 2024 and sell it all today you would earn a total of 0.00 from holding Becle SA de or generate 0.0% return on investment in Becle SA over 30 days. Becle SA is related to or competes with Naked Wines, Willamette Valley, Fresh Grapes, Naked Wines, Pernod Ricard, Crimson Wine, and Willamette Valley. Becle, S.A.B. de C.V. manufactures and distributes spirits and other distilled beverages in Mexico, the United States, C... More
Becle SA 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 Becle SA'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 Becle SA de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 22.8 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 6.06 |
Becle SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Becle SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Becle SA's standard deviation. In reality, there are many statistical measures that can use Becle SA historical prices to predict the future Becle SA's volatility.| Risk Adjusted Performance | 0.0069 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Becle SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Becle SA de Backtested Returns
Becle SA de secures Sharpe Ratio (or Efficiency) of -0.0156, which signifies that the company had a -0.0156% return per unit of standard deviation over the last 3 months. Becle SA de exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Becle SA's mean deviation of 2.43, and Risk Adjusted Performance of 0.0069 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.85, which signifies possible diversification benefits within a given portfolio. Becle SA returns are very sensitive to returns on the market. As the market goes up or down, Becle SA is expected to follow. At this point, Becle SA de has a negative expected return of -0.0592%. Please make sure to confirm Becle SA's treynor ratio, day median price, and the relationship between the information ratio and kurtosis , to decide if Becle SA de performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Becle SA de has modest reverse predictability. Overlapping area represents the amount of predictability between Becle SA time series from 8th of September 2024 to 23rd of September 2024 and 23rd of September 2024 to 8th of October 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Becle SA de price movement. The serial correlation of -0.46 indicates that about 46.0% of current Becle SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Becle SA de lagged returns against current returns
Autocorrelation, which is Becle SA 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 Becle SA's pink sheet expected returns. We can calculate the autocorrelation of Becle SA returns to help us make a trade decision. For example, suppose you find that Becle SA 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 |
Becle SA 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 Becle SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Becle SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Becle SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Becle SA Lagged Returns
When evaluating Becle SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Becle SA pink sheet have on its future price. Becle SA 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, Becle SA autocorrelation shows the relationship between Becle SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Becle SA de.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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Other Information on Investing in Becle Pink Sheet
Becle SA financial ratios help investors to determine whether Becle 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 Becle with respect to the benefits of owning Becle SA security.