Blackstar Enterprise Group Stock Market Value
| BEGI Stock | USD 0.0006 0.0001 20.00% |
| Symbol | Blackstar |
Blackstar Enterprise '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 Blackstar Enterprise'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 Blackstar Enterprise.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Blackstar Enterprise on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Blackstar Enterprise Group or generate 0.0% return on investment in Blackstar Enterprise over 90 days. Blackstar Enterprise is related to or competes with Armada Mercantile, Dmg Blockchain, Hut 8, Riot Blockchain, Marathon Digital, and OFX Group. Blackstar Enterprise Group, Inc., together with its subsidiaries, operates as a merchant banking company that engages in... More
Blackstar Enterprise 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 Blackstar Enterprise'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 Blackstar Enterprise Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.01 | |||
| Information Ratio | 0.0364 | |||
| Maximum Drawdown | 56.67 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
Blackstar Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstar Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackstar Enterprise's standard deviation. In reality, there are many statistical measures that can use Blackstar Enterprise historical prices to predict the future Blackstar Enterprise's volatility.| Risk Adjusted Performance | 0.0344 | |||
| Jensen Alpha | 0.2626 | |||
| Total Risk Alpha | 2.0 | |||
| Sortino Ratio | 0.025 | |||
| Treynor Ratio | (0.38) |
Blackstar Enterprise Backtested Returns
Blackstar Enterprise appears to be out of control, given 3 months investment horizon. Blackstar Enterprise secures Sharpe Ratio (or Efficiency) of 0.0288, which signifies that the company had a 0.0288 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Blackstar Enterprise Group, which you can use to evaluate the volatility of the firm. Please makes use of Blackstar Enterprise's risk adjusted performance of 0.0344, and Mean Deviation of 8.52 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Blackstar Enterprise holds a performance score of 2. The firm shows a Beta (market volatility) of -0.95, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Blackstar Enterprise are expected to decrease slowly. On the other hand, during market turmoil, Blackstar Enterprise is expected to outperform it slightly. Please check Blackstar Enterprise's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to make a quick decision on whether Blackstar Enterprise's price patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
Blackstar Enterprise Group has below average predictability. Overlapping area represents the amount of predictability between Blackstar Enterprise time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Blackstar Enterprise price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Blackstar Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackstar Enterprise lagged returns against current returns
Autocorrelation, which is Blackstar Enterprise 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 Blackstar Enterprise's pink sheet expected returns. We can calculate the autocorrelation of Blackstar Enterprise returns to help us make a trade decision. For example, suppose you find that Blackstar Enterprise 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 |
Blackstar Enterprise 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 Blackstar Enterprise pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackstar Enterprise pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackstar Enterprise pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Blackstar Enterprise Lagged Returns
When evaluating Blackstar Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackstar Enterprise pink sheet have on its future price. Blackstar Enterprise 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, Blackstar Enterprise autocorrelation shows the relationship between Blackstar Enterprise pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Blackstar Enterprise Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Blackstar Pink Sheet
Blackstar Enterprise financial ratios help investors to determine whether Blackstar 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 Blackstar with respect to the benefits of owning Blackstar Enterprise security.