Ba Ria (Vietnam) Market Value
| BTP Stock | 11,750 50.00 0.42% |
| Symbol | BTP |
Ba Ria '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 Ba Ria'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 Ba Ria.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Ba Ria on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Ba Ria Thermal or generate 0.0% return on investment in Ba Ria over 90 days. Ba Ria is related to or competes with SMC Investment, Tri Viet, Thanh Dat, Asia Pacific, Tng Investment, and Innovative Technology. More
Ba Ria 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 Ba Ria'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 Ba Ria Thermal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9292 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.42 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 0.8403 |
Ba Ria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ba Ria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ba Ria's standard deviation. In reality, there are many statistical measures that can use Ba Ria historical prices to predict the future Ba Ria's volatility.| Risk Adjusted Performance | 0.0751 | |||
| Jensen Alpha | 0.0973 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.98) |
Ba Ria Thermal Backtested Returns
As of now, BTP Stock is very steady. Ba Ria Thermal retains Efficiency (Sharpe Ratio) of 0.0208, which signifies that the company had a 0.0208 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Ba Ria, which you can use to evaluate the volatility of the firm. Please confirm Ba Ria's Coefficient Of Variation of 1060.01, standard deviation of 0.9621, and Market Risk Adjusted Performance of (0.97) to double-check if the risk estimate we provide is consistent with the expected return of 0.0167%. Ba Ria has a performance score of 1 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0827, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ba Ria are expected to decrease at a much lower rate. During the bear market, Ba Ria is likely to outperform the market. Ba Ria Thermal at this moment owns a risk of 0.81%. Please confirm Ba Ria Thermal value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Ba Ria Thermal will be following its current price history.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Ba Ria Thermal has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ba Ria time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 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 Ba Ria Thermal price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Ba Ria price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 947.22 |
Ba Ria Thermal lagged returns against current returns
Autocorrelation, which is Ba Ria 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 Ba Ria's stock expected returns. We can calculate the autocorrelation of Ba Ria returns to help us make a trade decision. For example, suppose you find that Ba Ria 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 |
Ba Ria 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 Ba Ria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ba Ria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ba Ria stock over time.
Current vs Lagged Prices |
| Timeline |
Ba Ria Lagged Returns
When evaluating Ba Ria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ba Ria stock have on its future price. Ba Ria 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, Ba Ria autocorrelation shows the relationship between Ba Ria stock current value and its past values and can show if there is a momentum factor associated with investing in Ba Ria Thermal.
Regressed Prices |
| Timeline |
Pair Trading with Ba Ria
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ba Ria position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ba Ria will appreciate offsetting losses from the drop in the long position's value.Moving against BTP Stock
The ability to find closely correlated positions to Ba Ria could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ba Ria when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ba Ria - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ba Ria Thermal to buy it.
The correlation of Ba Ria is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ba Ria moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ba Ria Thermal moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ba Ria can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in BTP Stock
Ba Ria financial ratios help investors to determine whether BTP 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 BTP with respect to the benefits of owning Ba Ria security.