Boston Beer (Germany) Market Value
| BBEA Stock | EUR 207.40 1.40 0.67% |
| Symbol | Boston |
Boston Beer '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 Boston Beer'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 Boston Beer.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Boston Beer on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding The Boston Beer or generate 0.0% return on investment in Boston Beer over 90 days. Boston Beer is related to or competes with GMO Internet, Q2M Managementberatu, Computershare, Sims Metal, Coor Service, Vishay Intertechnology, and CEOTRONICS (CEKSG). The Boston Beer Company, Inc. produces and sells alcohol beverages primarily in the United States More
Boston Beer 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 Boston Beer'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 The Boston Beer upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 7.94 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 2.43 |
Boston Beer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boston Beer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boston Beer's standard deviation. In reality, there are many statistical measures that can use Boston Beer historical prices to predict the future Boston Beer's volatility.| Risk Adjusted Performance | (0.25) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 1.88 |
Boston Beer Backtested Returns
Boston Beer secures Sharpe Ratio (or Efficiency) of -0.3, which signifies that the company had a -0.3 % return per unit of standard deviation over the last 3 months. The Boston Beer exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Boston Beer's Risk Adjusted Performance of (0.25), mean deviation of 1.49, and Coefficient Of Variation of (344.70) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Boston Beer are expected to decrease at a much lower rate. During the bear market, Boston Beer is likely to outperform the market. At this point, Boston Beer has a negative expected return of -0.55%. Please make sure to confirm Boston Beer's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Boston Beer performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
The Boston Beer has modest predictability. Overlapping area represents the amount of predictability between Boston Beer time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Boston Beer price movement. The serial correlation of 0.53 indicates that about 53.0% of current Boston Beer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 76.12 |
Boston Beer lagged returns against current returns
Autocorrelation, which is Boston Beer 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 Boston Beer's stock expected returns. We can calculate the autocorrelation of Boston Beer returns to help us make a trade decision. For example, suppose you find that Boston Beer 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 |
Boston Beer 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 Boston Beer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boston Beer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boston Beer stock over time.
Current vs Lagged Prices |
| Timeline |
Boston Beer Lagged Returns
When evaluating Boston Beer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boston Beer stock have on its future price. Boston Beer 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, Boston Beer autocorrelation shows the relationship between Boston Beer stock current value and its past values and can show if there is a momentum factor associated with investing in The Boston Beer.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Boston Stock
Boston Beer financial ratios help investors to determine whether Boston 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 Boston with respect to the benefits of owning Boston Beer security.