BSF Enterprise (UK) Market Value
| BSFA Stock | 2.90 0.25 7.94% |
| Symbol | BSF |
BSF Enterprise '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 BSF Enterprise'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 BSF Enterprise.
| 08/11/2025 |
| 11/09/2025 |
If you would invest 0.00 in BSF Enterprise on August 11, 2025 and sell it all today you would earn a total of 0.00 from holding BSF Enterprise Plc or generate 0.0% return on investment in BSF Enterprise over 90 days. BSF Enterprise is related to or competes with Auto Trader, Silvercorp Metals, Coeur Mining, Capital Metals, Rheinmetall, Blackrock World, and Thor Mining. More
BSF Enterprise 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 BSF Enterprise'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 BSF Enterprise Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.05 | |||
| Information Ratio | 0.1037 | |||
| Maximum Drawdown | 35.39 | |||
| Value At Risk | (7.94) | |||
| Potential Upside | 12.82 |
BSF Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BSF Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BSF Enterprise's standard deviation. In reality, there are many statistical measures that can use BSF Enterprise historical prices to predict the future BSF Enterprise's volatility.| Risk Adjusted Performance | 0.0823 | |||
| Jensen Alpha | 0.7524 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0682 | |||
| Treynor Ratio | (1.53) |
BSF Enterprise Plc Backtested Returns
BSF Enterprise appears to be dangerous, given 3 months investment horizon. BSF Enterprise Plc 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. By reviewing BSF Enterprise's technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please makes use of BSF Enterprise's Mean Deviation of 2.95, downside deviation of 9.05, and Risk Adjusted Performance of 0.0823 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BSF Enterprise holds a performance score of 9. The firm shows a Beta (market volatility) of -0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BSF Enterprise are expected to decrease at a much lower rate. During the bear market, BSF Enterprise is likely to outperform the market. Please check BSF Enterprise's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether BSF Enterprise's price patterns will revert.
Auto-correlation | 0.24 |
Weak predictability
BSF Enterprise Plc has weak predictability. Overlapping area represents the amount of predictability between BSF Enterprise time series from 11th of August 2025 to 25th of September 2025 and 25th of September 2025 to 9th 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 BSF Enterprise Plc price movement. The serial correlation of 0.24 indicates that over 24.0% of current BSF Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
BSF Enterprise Plc lagged returns against current returns
Autocorrelation, which is BSF Enterprise 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 BSF Enterprise's stock expected returns. We can calculate the autocorrelation of BSF Enterprise returns to help us make a trade decision. For example, suppose you find that BSF Enterprise 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 |
BSF Enterprise 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 BSF Enterprise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BSF Enterprise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BSF Enterprise stock over time.
Current vs Lagged Prices |
| Timeline |
BSF Enterprise Lagged Returns
When evaluating BSF Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BSF Enterprise stock have on its future price. BSF Enterprise 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, BSF Enterprise autocorrelation shows the relationship between BSF Enterprise stock current value and its past values and can show if there is a momentum factor associated with investing in BSF Enterprise Plc.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for BSF Stock Analysis
When running BSF Enterprise's price analysis, check to measure BSF Enterprise'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 BSF Enterprise is operating at the current time. Most of BSF Enterprise's value examination focuses on studying past and present price action to predict the probability of BSF Enterprise's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BSF Enterprise's price. Additionally, you may evaluate how the addition of BSF Enterprise to your portfolios can decrease your overall portfolio volatility.