BMC (Sweden) Market Value
| BMC Stock | 107.40 0.80 0.74% |
| Symbol | BMC |
BMC '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 BMC'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 BMC.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in BMC on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding BMC or generate 0.0% return on investment in BMC over 90 days.
BMC 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 BMC'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 BMC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 13.71 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.79 |
BMC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BMC's standard deviation. In reality, there are many statistical measures that can use BMC historical prices to predict the future BMC's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.13) |
BMC February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | (0.12) | |||
| Mean Deviation | 1.24 | |||
| Coefficient Of Variation | (8,583) | |||
| Standard Deviation | 1.87 | |||
| Variance | 3.49 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.13) | |||
| Maximum Drawdown | 13.71 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.79 | |||
| Skewness | 0.0148 | |||
| Kurtosis | 4.72 |
BMC Backtested Returns
BMC retains Efficiency (Sharpe Ratio) of -0.0369, which signifies that the company had a -0.0369 % return per unit of risk over the last 3 months. BMC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BMC's variance of 3.49, and Market Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMC's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMC is expected to be smaller as well. At this point, BMC has a negative expected return of -0.0543%. Please make sure to confirm BMC's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if BMC performance from the past will be repeated in the future.
Auto-correlation | -0.7 |
Very good reverse predictability
BMC has very good reverse predictability. Overlapping area represents the amount of predictability between BMC time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 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 BMC price movement. The serial correlation of -0.7 indicates that around 70.0% of current BMC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 9.52 |
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Additional Tools for BMC Stock Analysis
When running BMC's price analysis, check to measure BMC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BMC is operating at the current time. Most of BMC's value examination focuses on studying past and present price action to predict the probability of BMC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BMC's price. Additionally, you may evaluate how the addition of BMC to your portfolios can decrease your overall portfolio volatility.