The Bc Bud Stock Market Value
| BCBCF Stock | USD 0.05 0.00 0.00% |
| Symbol | BCBCF |
BC Bud '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 BC Bud's pink sheet 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 BC Bud.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in BC Bud on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding The BC Bud or generate 0.0% return on investment in BC Bud over 720 days. BC Bud is related to or competes with Genomma Lab. The BC Bud Corporation manufactures, licenses, and sells recreational cannabis products in Canada More
BC Bud 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 BC Bud's pink sheet 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 BC Bud upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1469 | |||
| Maximum Drawdown | 425.33 | |||
| Value At Risk | (10.61) | |||
| Potential Upside | 10.89 |
BC Bud Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BC Bud's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BC Bud's standard deviation. In reality, there are many statistical measures that can use BC Bud historical prices to predict the future BC Bud's volatility.| Risk Adjusted Performance | 0.124 | |||
| Jensen Alpha | 3.66 | |||
| Total Risk Alpha | (1.04) | |||
| Treynor Ratio | 0.2213 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BC Bud's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
BC Bud Backtested Returns
BC Bud is out of control given 3 months investment horizon. BC Bud secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of standard deviation over the last 3 months. We were able to break down eighteen different technical indicators, which can help you to evaluate if expected returns of 8.78% are justified by taking the suggested risk. Use BC Bud Risk Adjusted Performance of 0.124, coefficient of variation of 670.06, and Mean Deviation of 19.29 to evaluate company specific risk that cannot be diversified away. BC Bud holds a performance score of 11 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 39.03, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BC Bud will likely underperform. Use BC Bud coefficient of variation, jensen alpha, skewness, as well as the relationship between the variance and value at risk , to analyze future returns on BC Bud.
Auto-correlation | 0.24 |
Weak predictability
The BC Bud has weak predictability. Overlapping area represents the amount of predictability between BC Bud time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 BC Bud price movement. The serial correlation of 0.24 indicates that over 24.0% of current BC Bud price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BC Bud lagged returns against current returns
Autocorrelation, which is BC Bud pink sheet'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 BC Bud's pink sheet expected returns. We can calculate the autocorrelation of BC Bud returns to help us make a trade decision. For example, suppose you find that BC Bud has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
BC Bud 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 BC Bud pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BC Bud pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BC Bud pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BC Bud Lagged Returns
When evaluating BC Bud's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BC Bud pink sheet have on its future price. BC Bud 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, BC Bud autocorrelation shows the relationship between BC Bud pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The BC Bud.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BCBCF Pink Sheet
BC Bud financial ratios help investors to determine whether BCBCF Pink Sheet 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 BCBCF with respect to the benefits of owning BC Bud security.