Bit Brother Limited Stock Market Value
| BETSF Stock | 0 0.00 0.00% |
| Symbol | Bit |
Bit Brother '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 Bit Brother'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 Bit Brother.
| 08/09/2025 |
| 11/07/2025 |
If you would invest 0.00 in Bit Brother on August 9, 2025 and sell it all today you would earn a total of 0.00 from holding Bit Brother Limited or generate 0.0% return on investment in Bit Brother over 90 days.
Bit Brother 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 Bit Brother'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 Bit Brother Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1056 | |||
| Maximum Drawdown | 400.0 |
Bit Brother Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bit Brother's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bit Brother's standard deviation. In reality, there are many statistical measures that can use Bit Brother historical prices to predict the future Bit Brother's volatility.| Risk Adjusted Performance | 0.0754 | |||
| Jensen Alpha | 4.48 | |||
| Total Risk Alpha | (1.46) | |||
| Treynor Ratio | 0.3927 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bit Brother'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.
Bit Brother Limited Backtested Returns
Bit Brother is out of control given 3 months investment horizon. Bit Brother Limited secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We are able to interpolate and collect seventeen different technical indicators, which can help you to evaluate if expected returns of 5.94% are justified by taking the suggested risk. Use Bit Brother Risk Adjusted Performance of 0.0754, standard deviation of 52.87, and Mean Deviation of 15.7 to evaluate company specific risk that cannot be diversified away. Bit Brother holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 14.42, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bit Brother will likely underperform. Use Bit Brother jensen alpha and rate of daily change , to analyze future returns on Bit Brother.
Auto-correlation | 0.11 |
Insignificant predictability
Bit Brother Limited has insignificant predictability. Overlapping area represents the amount of predictability between Bit Brother time series from 9th of August 2025 to 23rd of September 2025 and 23rd of September 2025 to 7th 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 Bit Brother Limited price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Bit Brother price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bit Brother Limited lagged returns against current returns
Autocorrelation, which is Bit Brother 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 Bit Brother's pink sheet expected returns. We can calculate the autocorrelation of Bit Brother returns to help us make a trade decision. For example, suppose you find that Bit Brother 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 |
Bit Brother 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 Bit Brother pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bit Brother pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bit Brother pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bit Brother Lagged Returns
When evaluating Bit Brother's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bit Brother pink sheet have on its future price. Bit Brother 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, Bit Brother autocorrelation shows the relationship between Bit Brother pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bit Brother Limited.
Regressed Prices |
| Timeline |