Eclectic Bar (UK) Market Value
| BAR Stock | 47.00 0.30 0.64% |
| Symbol | Eclectic |
Eclectic Bar '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 Eclectic Bar'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 Eclectic Bar.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in Eclectic Bar on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Eclectic Bar Group or generate 0.0% return on investment in Eclectic Bar over 720 days. Eclectic Bar is related to or competes with Toyota, SoftBank Group, OTP Bank, Newmont Corp, Public Service, Baker Hughes, and ONEOK. Eclectic Bar is entity of United Kingdom More
Eclectic Bar 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 Eclectic Bar'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 Eclectic Bar Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.4 | |||
| Information Ratio | 0.1017 | |||
| Maximum Drawdown | 98.75 | |||
| Value At Risk | (6.12) | |||
| Potential Upside | 5.88 |
Eclectic Bar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eclectic Bar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eclectic Bar's standard deviation. In reality, there are many statistical measures that can use Eclectic Bar historical prices to predict the future Eclectic Bar's volatility.| Risk Adjusted Performance | 0.092 | |||
| Jensen Alpha | 1.31 | |||
| Total Risk Alpha | 0.9341 | |||
| Sortino Ratio | 0.121 | |||
| Treynor Ratio | (0.91) |
Eclectic Bar Group Backtested Returns
Eclectic Bar is slightly risky given 3 months investment horizon. Eclectic Bar Group secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.29% are justified by taking the suggested risk. Use Eclectic Bar Coefficient Of Variation of 958.62, downside deviation of 10.4, and Mean Deviation of 3.71 to evaluate company specific risk that cannot be diversified away. Eclectic Bar holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.41, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Eclectic Bar are expected to decrease by larger amounts. On the other hand, during market turmoil, Eclectic Bar is expected to outperform it. Use Eclectic Bar standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to analyze future returns on Eclectic Bar.
Auto-correlation | -0.02 |
Very weak reverse predictability
Eclectic Bar Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Eclectic Bar 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 Eclectic Bar Group price movement. The serial correlation of -0.02 indicates that only 2.0% of current Eclectic Bar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 22.41 |
Eclectic Bar Group lagged returns against current returns
Autocorrelation, which is Eclectic Bar 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 Eclectic Bar's stock expected returns. We can calculate the autocorrelation of Eclectic Bar returns to help us make a trade decision. For example, suppose you find that Eclectic Bar 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 |
Eclectic Bar 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 Eclectic Bar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eclectic Bar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eclectic Bar stock over time.
Current vs Lagged Prices |
| Timeline |
Eclectic Bar Lagged Returns
When evaluating Eclectic Bar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eclectic Bar stock have on its future price. Eclectic Bar 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, Eclectic Bar autocorrelation shows the relationship between Eclectic Bar stock current value and its past values and can show if there is a momentum factor associated with investing in Eclectic Bar Group.
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.Other Information on Investing in Eclectic Stock
Eclectic Bar financial ratios help investors to determine whether Eclectic 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 Eclectic with respect to the benefits of owning Eclectic Bar security.