BOISE CASCADE 4875 Market Value
| 09739DAD2 | 95.04 2.50 2.56% |
| Symbol | BOISE |
BOISE '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 BOISE's bond 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 BOISE.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in BOISE on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding BOISE CASCADE 4875 or generate 0.0% return on investment in BOISE over 90 days. BOISE is related to or competes with Trio Tech, Amkor Technology, Black Hawk, Artisan Partners, Kulicke, Solarius Capital, and Aldel Financial. More
BOISE 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 BOISE's bond 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 BOISE CASCADE 4875 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 1.83 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.548 |
BOISE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BOISE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BOISE's standard deviation. In reality, there are many statistical measures that can use BOISE historical prices to predict the future BOISE's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (2.53) |
BOISE CASCADE 4875 Backtested Returns
BOISE CASCADE 4875 secures Sharpe Ratio (or Efficiency) of -0.0171, which signifies that the bond had a -0.0171 % return per unit of return volatility over the last 3 months. BOISE CASCADE 4875 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BOISE's Coefficient Of Variation of (5,864), mean deviation of 0.2993, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0072, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BOISE's returns are expected to increase less than the market. However, during the bear market, the loss of holding BOISE is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
BOISE CASCADE 4875 has modest reverse predictability. Overlapping area represents the amount of predictability between BOISE time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th of August 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 BOISE CASCADE 4875 price movement. The serial correlation of -0.44 indicates that just about 44.0% of current BOISE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
BOISE CASCADE 4875 lagged returns against current returns
Autocorrelation, which is BOISE bond'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 BOISE's bond expected returns. We can calculate the autocorrelation of BOISE returns to help us make a trade decision. For example, suppose you find that BOISE has exhibited high autocorrelation historically, and you observe that the bond 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 |
BOISE 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 BOISE bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BOISE bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BOISE bond over time.
Current vs Lagged Prices |
| Timeline |
BOISE Lagged Returns
When evaluating BOISE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BOISE bond have on its future price. BOISE 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, BOISE autocorrelation shows the relationship between BOISE bond current value and its past values and can show if there is a momentum factor associated with investing in BOISE CASCADE 4875.
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.Other Information on Investing in BOISE Bond
BOISE financial ratios help investors to determine whether BOISE Bond 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 BOISE with respect to the benefits of owning BOISE security.