BGF Retail (Korea) Market Value
| 282330 Stock | 104,300 800.00 0.76% |
| Symbol | BGF |
BGF Retail '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 BGF Retail'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 BGF Retail.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in BGF Retail on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding BGF Retail Co or generate 0.0% return on investment in BGF Retail over 90 days. BGF Retail is related to or competes with Sangsangin Investment, Atinum Investment, TJ Media, Digital Multimedia, and Pan Entertainment. More
BGF Retail 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 BGF Retail'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 BGF Retail Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0635 | |||
| Maximum Drawdown | 8.52 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.2 |
BGF Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BGF Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BGF Retail's standard deviation. In reality, there are many statistical measures that can use BGF Retail historical prices to predict the future BGF Retail's volatility.| Risk Adjusted Performance | 0.0067 | |||
| Jensen Alpha | (0.0004) | |||
| Total Risk Alpha | 0.197 | |||
| Sortino Ratio | 0.0548 | |||
| Treynor Ratio | (0.12) |
BGF Retail Backtested Returns
At this point, BGF Retail is very steady. BGF Retail secures Sharpe Ratio (or Efficiency) of 0.0109, which signifies that the company had a 0.0109 % return per unit of risk over the last 3 months. We have found thirty technical indicators for BGF Retail Co, which you can use to evaluate the volatility of the firm. Please confirm BGF Retail's Downside Deviation of 1.88, mean deviation of 1.17, and Risk Adjusted Performance of 0.0067 to double-check if the risk estimate we provide is consistent with the expected return of 0.0153%. The firm shows a Beta (market volatility) of 0.0516, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BGF Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding BGF Retail is expected to be smaller as well. BGF Retail at this time shows a risk of 1.4%. Please confirm BGF Retail market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if BGF Retail will be following its price patterns.
Auto-correlation | -0.4 |
Poor reverse predictability
BGF Retail Co has poor reverse predictability. Overlapping area represents the amount of predictability between BGF Retail 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 BGF Retail price movement. The serial correlation of -0.4 indicates that just about 40.0% of current BGF Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 4.3 M |
BGF Retail lagged returns against current returns
Autocorrelation, which is BGF Retail 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 BGF Retail's stock expected returns. We can calculate the autocorrelation of BGF Retail returns to help us make a trade decision. For example, suppose you find that BGF Retail 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 |
BGF Retail 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 BGF Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BGF Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BGF Retail stock over time.
Current vs Lagged Prices |
| Timeline |
BGF Retail Lagged Returns
When evaluating BGF Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BGF Retail stock have on its future price. BGF Retail 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, BGF Retail autocorrelation shows the relationship between BGF Retail stock current value and its past values and can show if there is a momentum factor associated with investing in BGF Retail Co.
Regressed Prices |
| Timeline |
Pair Trading with BGF Retail
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 BGF Retail 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 BGF Retail will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to BGF Retail could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BGF Retail 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 BGF Retail - 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 BGF Retail Co to buy it.
The correlation of BGF Retail 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 BGF Retail moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BGF Retail 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 BGF Retail 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 BGF Stock
BGF Retail financial ratios help investors to determine whether BGF 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 BGF with respect to the benefits of owning BGF Retail security.