Builders FirstSource 5 Market Value
| 12008RAN7 | 96.03 2.89 2.92% |
| Symbol | Builders |
Builders '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 Builders' 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 Builders.
| 10/09/2023 |
| 09/28/2025 |
If you would invest 0.00 in Builders on October 9, 2023 and sell it all today you would earn a total of 0.00 from holding Builders FirstSource 5 or generate 0.0% return on investment in Builders over 720 days. Builders is related to or competes with Bridgford Foods, Qualys, Cadence Design, NetSol Technologies, WK Kellogg, Sysco, and Smithfield Foods,. More
Builders 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 Builders' 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 Builders FirstSource 5 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.13 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 3.28 |
Builders Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Builders' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Builders' standard deviation. In reality, there are many statistical measures that can use Builders historical prices to predict the future Builders' volatility.| Risk Adjusted Performance | 0.0044 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.04) |
Builders FirstSource Backtested Returns
Builders FirstSource secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the bond had a -0.15 % return per unit of risk over the last 3 months. Builders FirstSource 5 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Builders' Risk Adjusted Performance of 0.0044, mean deviation of 1.0, and Standard Deviation of 2.27 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Builders' returns are expected to increase less than the market. However, during the bear market, the loss of holding Builders is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
Builders FirstSource 5 has virtually no predictability. Overlapping area represents the amount of predictability between Builders time series from 9th of October 2023 to 3rd of October 2024 and 3rd of October 2024 to 28th of September 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 Builders FirstSource price movement. The serial correlation of 0.02 indicates that only 2.0% of current Builders price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 2.14 |
Builders FirstSource lagged returns against current returns
Autocorrelation, which is Builders 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 Builders' bond expected returns. We can calculate the autocorrelation of Builders returns to help us make a trade decision. For example, suppose you find that Builders 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 |
Builders 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 Builders bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Builders bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Builders bond over time.
Current vs Lagged Prices |
| Timeline |
Builders Lagged Returns
When evaluating Builders' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Builders bond have on its future price. Builders 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, Builders autocorrelation shows the relationship between Builders bond current value and its past values and can show if there is a momentum factor associated with investing in Builders FirstSource 5.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Builders Bond
Builders financial ratios help investors to determine whether Builders 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 Builders with respect to the benefits of owning Builders security.