Bertrandt (UK) Market Value
| 0NYZ Stock | 24.80 0.60 2.48% |
| Symbol | Bertrandt |
Bertrandt '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 Bertrandt'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 Bertrandt.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bertrandt on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bertrandt AG or generate 0.0% return on investment in Bertrandt over 90 days. Bertrandt is related to or competes with Atalaya Mining, Hecla Mining, Beowulf Mining, Anglo Asian, Premier Foods, Associated British, and Supermarket Income. Bertrandt is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Bertrandt 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 Bertrandt'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 Bertrandt AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.42 | |||
| Information Ratio | 0.1623 | |||
| Maximum Drawdown | 19.3 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 7.34 |
Bertrandt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bertrandt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bertrandt's standard deviation. In reality, there are many statistical measures that can use Bertrandt historical prices to predict the future Bertrandt's volatility.| Risk Adjusted Performance | 0.1234 | |||
| Jensen Alpha | 0.5022 | |||
| Total Risk Alpha | 0.8692 | |||
| Sortino Ratio | 0.1613 | |||
| Treynor Ratio | 0.8177 |
Bertrandt AG Backtested Returns
Bertrandt appears to be not too volatile, given 3 months investment horizon. Bertrandt AG secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. By analyzing Bertrandt's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Bertrandt's Risk Adjusted Performance of 0.1234, mean deviation of 2.36, and Downside Deviation of 3.42 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bertrandt holds a performance score of 12. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bertrandt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bertrandt is expected to be smaller as well. Please check Bertrandt's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Bertrandt's price patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Bertrandt AG has virtually no predictability. Overlapping area represents the amount of predictability between Bertrandt time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Bertrandt AG price movement. The serial correlation of 0.01 indicates that just 1.0% of current Bertrandt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 6.32 |
Bertrandt AG lagged returns against current returns
Autocorrelation, which is Bertrandt 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 Bertrandt's stock expected returns. We can calculate the autocorrelation of Bertrandt returns to help us make a trade decision. For example, suppose you find that Bertrandt 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 |
Bertrandt 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 Bertrandt stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bertrandt stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bertrandt stock over time.
Current vs Lagged Prices |
| Timeline |
Bertrandt Lagged Returns
When evaluating Bertrandt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bertrandt stock have on its future price. Bertrandt 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, Bertrandt autocorrelation shows the relationship between Bertrandt stock current value and its past values and can show if there is a momentum factor associated with investing in Bertrandt AG.
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 Bertrandt Stock Analysis
When running Bertrandt's price analysis, check to measure Bertrandt'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 Bertrandt is operating at the current time. Most of Bertrandt's value examination focuses on studying past and present price action to predict the probability of Bertrandt's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bertrandt's price. Additionally, you may evaluate how the addition of Bertrandt to your portfolios can decrease your overall portfolio volatility.