BARRY CALLEBA (Germany) Market Value
| BCLM Stock | EUR 13.40 0.40 3.08% |
| Symbol | BARRY |
BARRY CALLEBA '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 BARRY CALLEBA'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 BARRY CALLEBA.
| 08/26/2025 |
| 11/24/2025 |
If you would invest 0.00 in BARRY CALLEBA on August 26, 2025 and sell it all today you would earn a total of 0.00 from holding BARRY CALLEBA ADR or generate 0.0% return on investment in BARRY CALLEBA over 90 days. BARRY CALLEBA is related to or competes with CSSC Offshore, International Consolidated, Lattice Semiconductor, SINGAPORE AIRLINES, China Eastern, Urban Outfitters, and BE Semiconductor. Barry Callebaut AG, together with its subsidiaries, manufactures and sells cocoa and chocolate products More
BARRY CALLEBA 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 BARRY CALLEBA'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 BARRY CALLEBA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.1109 | |||
| Maximum Drawdown | 10.83 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 4.67 |
BARRY CALLEBA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BARRY CALLEBA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BARRY CALLEBA's standard deviation. In reality, there are many statistical measures that can use BARRY CALLEBA historical prices to predict the future BARRY CALLEBA's volatility.| Risk Adjusted Performance | 0.0886 | |||
| Jensen Alpha | 0.2742 | |||
| Total Risk Alpha | 0.2117 | |||
| Sortino Ratio | 0.1217 | |||
| Treynor Ratio | 1.03 |
BARRY CALLEBA ADR Backtested Returns
BARRY CALLEBA appears to be not too volatile, given 3 months investment horizon. BARRY CALLEBA ADR secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BARRY CALLEBA ADR, which you can use to evaluate the volatility of the entity. Please makes use of BARRY CALLEBA's Coefficient Of Variation of 811.17, mean deviation of 1.77, and Semi Deviation of 1.59 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BARRY CALLEBA holds a performance score of 9. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BARRY CALLEBA's returns are expected to increase less than the market. However, during the bear market, the loss of holding BARRY CALLEBA is expected to be smaller as well. Please check BARRY CALLEBA'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 BARRY CALLEBA's price patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
BARRY CALLEBA ADR has virtually no predictability. Overlapping area represents the amount of predictability between BARRY CALLEBA time series from 26th of August 2025 to 10th of October 2025 and 10th of October 2025 to 24th of November 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 BARRY CALLEBA ADR price movement. The serial correlation of 0.01 indicates that just 1.0% of current BARRY CALLEBA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
BARRY CALLEBA ADR lagged returns against current returns
Autocorrelation, which is BARRY CALLEBA 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 BARRY CALLEBA's stock expected returns. We can calculate the autocorrelation of BARRY CALLEBA returns to help us make a trade decision. For example, suppose you find that BARRY CALLEBA 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 |
BARRY CALLEBA 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 BARRY CALLEBA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BARRY CALLEBA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BARRY CALLEBA stock over time.
Current vs Lagged Prices |
| Timeline |
BARRY CALLEBA Lagged Returns
When evaluating BARRY CALLEBA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BARRY CALLEBA stock have on its future price. BARRY CALLEBA 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, BARRY CALLEBA autocorrelation shows the relationship between BARRY CALLEBA stock current value and its past values and can show if there is a momentum factor associated with investing in BARRY CALLEBA ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BARRY Stock
BARRY CALLEBA financial ratios help investors to determine whether BARRY 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 BARRY with respect to the benefits of owning BARRY CALLEBA security.