Bilibili (Brazil) Market Value
| B1IL34 Stock | BRL 23.29 0.84 3.48% |
| Symbol | Bilibili |
Bilibili '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 Bilibili'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 Bilibili.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Bilibili on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Bilibili or generate 0.0% return on investment in Bilibili over 30 days. Bilibili is related to or competes with Planet Fitness, Trade Desk, MAHLE Metal, Spotify Technology, Automatic Data, and Verizon Communications. More
Bilibili 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 Bilibili'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 Bilibili upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.11 | |||
| Information Ratio | 0.1053 | |||
| Maximum Drawdown | 29.02 | |||
| Value At Risk | (8.26) | |||
| Potential Upside | 10.34 |
Bilibili Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bilibili's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bilibili's standard deviation. In reality, there are many statistical measures that can use Bilibili historical prices to predict the future Bilibili's volatility.| Risk Adjusted Performance | 0.1039 | |||
| Jensen Alpha | 0.8094 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.1002 | |||
| Treynor Ratio | (0.79) |
Bilibili Backtested Returns
Bilibili appears to be somewhat reliable, given 3 months investment horizon. Bilibili secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. By analyzing Bilibili's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please makes use of Bilibili's Mean Deviation of 4.21, downside deviation of 6.11, and Risk Adjusted Performance of 0.1039 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bilibili holds a performance score of 8. The firm shows a Beta (market volatility) of -0.9, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Bilibili are expected to decrease slowly. On the other hand, during market turmoil, Bilibili is expected to outperform it slightly. Please check Bilibili's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Bilibili's price patterns will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
Bilibili has very good reverse predictability. Overlapping area represents the amount of predictability between Bilibili time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bilibili price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Bilibili price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Bilibili lagged returns against current returns
Autocorrelation, which is Bilibili 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 Bilibili's stock expected returns. We can calculate the autocorrelation of Bilibili returns to help us make a trade decision. For example, suppose you find that Bilibili 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 |
Bilibili 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 Bilibili stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bilibili stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bilibili stock over time.
Current vs Lagged Prices |
| Timeline |
Bilibili Lagged Returns
When evaluating Bilibili's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bilibili stock have on its future price. Bilibili 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, Bilibili autocorrelation shows the relationship between Bilibili stock current value and its past values and can show if there is a momentum factor associated with investing in Bilibili.
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.Additional Information and Resources on Investing in Bilibili Stock
When determining whether Bilibili offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Bilibili's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bilibili Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bilibili Stock:Check out Bilibili Correlation, Bilibili Volatility and Bilibili Alpha and Beta module to complement your research on Bilibili. For information on how to trade Bilibili Stock refer to our How to Trade Bilibili Stock guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Bilibili technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.