BRAGG GAMING (Germany) Market Value
| SL4 Stock | 3.90 0.02 0.51% |
| Symbol | BRAGG |
BRAGG GAMING '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 BRAGG GAMING'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 BRAGG GAMING.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in BRAGG GAMING on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding BRAGG GAMING GRP or generate 0.0% return on investment in BRAGG GAMING over 90 days. BRAGG GAMING is related to or competes with Nintendo, Electronic Arts, and Aristocrat Leisure. More
BRAGG GAMING 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 BRAGG GAMING'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 BRAGG GAMING GRP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.085 | |||
| Maximum Drawdown | 17.69 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 4.65 |
BRAGG GAMING Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRAGG GAMING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRAGG GAMING's standard deviation. In reality, there are many statistical measures that can use BRAGG GAMING historical prices to predict the future BRAGG GAMING's volatility.| Risk Adjusted Performance | 0.1365 | |||
| Jensen Alpha | 0.4461 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0886 | |||
| Treynor Ratio | (0.49) |
BRAGG GAMING GRP Backtested Returns
BRAGG GAMING appears to be moderately volatile, given 3 months investment horizon. BRAGG GAMING GRP retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BRAGG GAMING, which you can use to evaluate the volatility of the firm. Please makes use of BRAGG GAMING's market risk adjusted performance of (0.48), and Coefficient Of Variation of 718.17 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BRAGG GAMING holds a performance score of 11. The firm owns a Beta (Systematic Risk) of -0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BRAGG GAMING are expected to decrease at a much lower rate. During the bear market, BRAGG GAMING is likely to outperform the market. Please check BRAGG GAMING's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether BRAGG GAMING's current price history will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
BRAGG GAMING GRP has very weak reverse predictability. Overlapping area represents the amount of predictability between BRAGG GAMING time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 BRAGG GAMING GRP price movement. The serial correlation of -0.02 indicates that only 2.0% of current BRAGG GAMING price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
BRAGG GAMING GRP lagged returns against current returns
Autocorrelation, which is BRAGG GAMING 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 BRAGG GAMING's stock expected returns. We can calculate the autocorrelation of BRAGG GAMING returns to help us make a trade decision. For example, suppose you find that BRAGG GAMING 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 |
BRAGG GAMING 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 BRAGG GAMING stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRAGG GAMING stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRAGG GAMING stock over time.
Current vs Lagged Prices |
| Timeline |
BRAGG GAMING Lagged Returns
When evaluating BRAGG GAMING's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRAGG GAMING stock have on its future price. BRAGG GAMING 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, BRAGG GAMING autocorrelation shows the relationship between BRAGG GAMING stock current value and its past values and can show if there is a momentum factor associated with investing in BRAGG GAMING GRP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BRAGG Stock
BRAGG GAMING financial ratios help investors to determine whether BRAGG 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 BRAGG with respect to the benefits of owning BRAGG GAMING security.