Bet-at-home (Germany) Market Value
| ACX Stock | 2.83 0.14 5.20% |
| Symbol | Bet-at-home |
Bet-at-home '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 Bet-at-home'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 Bet-at-home.
| 01/29/2023 |
| 01/18/2025 |
If you would invest 0.00 in Bet-at-home on January 29, 2023 and sell it all today you would earn a total of 0.00 from holding bet at home AG or generate 0.0% return on investment in Bet-at-home over 720 days. Bet-at-home is related to or competes with Air New, HYATT HOTELS, DELTA AIR, Mitsui Chemicals, Park Hotels, Siamgas, and NH HOTEL. More
Bet-at-home 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 Bet-at-home'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 bet at home AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 35.3 | |||
| Value At Risk | (7.12) | |||
| Potential Upside | 4.72 |
Bet-at-home Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bet-at-home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bet-at-home's standard deviation. In reality, there are many statistical measures that can use Bet-at-home historical prices to predict the future Bet-at-home's volatility.| Risk Adjusted Performance | 0.005 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bet-at-home's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
bet at home Backtested Returns
bet at home secures Sharpe Ratio (or Efficiency) of -0.0065, which signifies that the company had a -0.0065% return per unit of risk over the last 3 months. bet at home AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bet-at-home's Coefficient Of Variation of (27,507), risk adjusted performance of 0.005, and Standard Deviation of 4.22 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bet-at-home's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bet-at-home is expected to be smaller as well. At this point, bet at home has a negative expected return of -0.0281%. Please make sure to confirm Bet-at-home's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if bet at home performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.26 |
Weak reverse predictability
bet at home AG has weak reverse predictability. Overlapping area represents the amount of predictability between Bet-at-home time series from 29th of January 2023 to 24th of January 2024 and 24th of January 2024 to 18th of January 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 bet at home price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Bet-at-home price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
bet at home lagged returns against current returns
Autocorrelation, which is Bet-at-home 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 Bet-at-home's stock expected returns. We can calculate the autocorrelation of Bet-at-home returns to help us make a trade decision. For example, suppose you find that Bet-at-home 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 |
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Bet-at-home 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 Bet-at-home stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bet-at-home stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bet-at-home stock over time.
Current vs Lagged Prices |
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Bet-at-home Lagged Returns
When evaluating Bet-at-home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bet-at-home stock have on its future price. Bet-at-home 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, Bet-at-home autocorrelation shows the relationship between Bet-at-home stock current value and its past values and can show if there is a momentum factor associated with investing in bet at home AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bet-at-home Stock Analysis
When running Bet-at-home's price analysis, check to measure Bet-at-home'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 Bet-at-home is operating at the current time. Most of Bet-at-home's value examination focuses on studying past and present price action to predict the probability of Bet-at-home's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bet-at-home's price. Additionally, you may evaluate how the addition of Bet-at-home to your portfolios can decrease your overall portfolio volatility.