Berkeley Energia (Germany) Market Value
| B5R Stock | EUR 0.19 0.01 5.56% |
| Symbol | Berkeley |
Berkeley Energia '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 Berkeley Energia'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 Berkeley Energia.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in Berkeley Energia on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Berkeley Energia Limited or generate 0.0% return on investment in Berkeley Energia over 720 days. Berkeley Energia is related to or competes with BHP Group, BHP Group, Rio Tinto, Rio Tinto, Vale SA, Vale SA, and Glencore Plc. Berkeley Energia Limited engages in the exploration and development of uranium mine in Spain More
Berkeley Energia 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 Berkeley Energia'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 Berkeley Energia Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.48 | |||
| Information Ratio | 0.0347 | |||
| Maximum Drawdown | 26.79 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 10.53 |
Berkeley Energia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berkeley Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berkeley Energia's standard deviation. In reality, there are many statistical measures that can use Berkeley Energia historical prices to predict the future Berkeley Energia's volatility.| Risk Adjusted Performance | 0.0409 | |||
| Jensen Alpha | 0.1827 | |||
| Total Risk Alpha | 0.0564 | |||
| Sortino Ratio | 0.0274 | |||
| Treynor Ratio | 0.2587 |
Berkeley Energia Backtested Returns
Berkeley Energia appears to be out of control, given 3 months investment horizon. Berkeley Energia secures Sharpe Ratio (or Efficiency) of 0.058, which signifies that the company had a 0.058% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Berkeley Energia Limited, which you can use to evaluate the volatility of the firm. Please makes use of Berkeley Energia's Risk Adjusted Performance of 0.0409, mean deviation of 3.54, and Downside Deviation of 6.48 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Berkeley Energia holds a performance score of 4. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Berkeley Energia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berkeley Energia is expected to be smaller as well. Please check Berkeley Energia's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Berkeley Energia's price patterns will revert.
Auto-correlation | 0.22 |
Weak predictability
Berkeley Energia Limited has weak predictability. Overlapping area represents the amount of predictability between Berkeley Energia time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 Berkeley Energia price movement. The serial correlation of 0.22 indicates that over 22.0% of current Berkeley Energia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Berkeley Energia lagged returns against current returns
Autocorrelation, which is Berkeley Energia 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 Berkeley Energia's stock expected returns. We can calculate the autocorrelation of Berkeley Energia returns to help us make a trade decision. For example, suppose you find that Berkeley Energia 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 |
Berkeley Energia 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 Berkeley Energia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berkeley Energia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berkeley Energia stock over time.
Current vs Lagged Prices |
| Timeline |
Berkeley Energia Lagged Returns
When evaluating Berkeley Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berkeley Energia stock have on its future price. Berkeley Energia 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, Berkeley Energia autocorrelation shows the relationship between Berkeley Energia stock current value and its past values and can show if there is a momentum factor associated with investing in Berkeley Energia Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Berkeley Stock
Berkeley Energia financial ratios help investors to determine whether Berkeley 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 Berkeley with respect to the benefits of owning Berkeley Energia security.