Bellevue Healthcare (UK) Market Value
| BBH Stock | 142.80 0.60 0.42% |
| Symbol | Bellevue |
Bellevue Healthcare '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 Bellevue Healthcare'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 Bellevue Healthcare.
| 01/19/2025 |
| 02/18/2025 |
If you would invest 0.00 in Bellevue Healthcare on January 19, 2025 and sell it all today you would earn a total of 0.00 from holding Bellevue Healthcare Trust or generate 0.0% return on investment in Bellevue Healthcare over 30 days. Bellevue Healthcare is related to or competes with Samsung Electronics, Eastinco Mining, Travel Leisure, Wheaton Precious, Scandinavian Tobacco, Europa Metals, and Atalaya Mining. Bellevue Healthcare is entity of United Kingdom More
Bellevue Healthcare 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 Bellevue Healthcare'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 Bellevue Healthcare Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0349 | |||
| Maximum Drawdown | 6.01 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 1.97 |
Bellevue Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bellevue Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bellevue Healthcare's standard deviation. In reality, there are many statistical measures that can use Bellevue Healthcare historical prices to predict the future Bellevue Healthcare's volatility.| Risk Adjusted Performance | 0.0354 | |||
| Jensen Alpha | 0.0415 | |||
| Total Risk Alpha | 0.0401 | |||
| Sortino Ratio | 0.0342 | |||
| Treynor Ratio | 0.0898 |
Bellevue Healthcare Trust Backtested Returns
At this point, Bellevue Healthcare is very steady. Bellevue Healthcare Trust secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bellevue Healthcare Trust, which you can use to evaluate the volatility of the firm. Please confirm Bellevue Healthcare's Mean Deviation of 0.8525, risk adjusted performance of 0.0354, and Downside Deviation of 1.19 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Bellevue Healthcare has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bellevue Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bellevue Healthcare is expected to be smaller as well. Bellevue Healthcare Trust right now shows a risk of 1.12%. Please confirm Bellevue Healthcare Trust standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Bellevue Healthcare Trust will be following its price patterns.
Auto-correlation | -0.51 |
Good reverse predictability
Bellevue Healthcare Trust has good reverse predictability. Overlapping area represents the amount of predictability between Bellevue Healthcare time series from 19th of January 2025 to 3rd of February 2025 and 3rd of February 2025 to 18th of February 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 Bellevue Healthcare Trust price movement. The serial correlation of -0.51 indicates that about 51.0% of current Bellevue Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 2.35 |
Bellevue Healthcare Trust lagged returns against current returns
Autocorrelation, which is Bellevue Healthcare 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 Bellevue Healthcare's stock expected returns. We can calculate the autocorrelation of Bellevue Healthcare returns to help us make a trade decision. For example, suppose you find that Bellevue Healthcare 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 |
Bellevue Healthcare 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 Bellevue Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bellevue Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bellevue Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Bellevue Healthcare Lagged Returns
When evaluating Bellevue Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bellevue Healthcare stock have on its future price. Bellevue Healthcare 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, Bellevue Healthcare autocorrelation shows the relationship between Bellevue Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Bellevue Healthcare Trust.
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 Bellevue Stock
Bellevue Healthcare financial ratios help investors to determine whether Bellevue 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 Bellevue with respect to the benefits of owning Bellevue Healthcare security.