Belysse Group (Belgium) Market Value
| BELYS Stock | 0.84 0.01 1.18% |
| Symbol | Belysse |
Belysse Group '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 Belysse Group'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 Belysse Group.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Belysse Group on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Belysse Group NV or generate 0.0% return on investment in Belysse Group over 90 days.
Belysse Group 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 Belysse Group'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 Belysse Group NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.91 | |||
| Information Ratio | 0.0989 | |||
| Maximum Drawdown | 23.5 | |||
| Value At Risk | (6.15) | |||
| Potential Upside | 10.0 |
Belysse Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Belysse Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Belysse Group's standard deviation. In reality, there are many statistical measures that can use Belysse Group historical prices to predict the future Belysse Group's volatility.| Risk Adjusted Performance | 0.0783 | |||
| Jensen Alpha | 0.3051 | |||
| Total Risk Alpha | 1.08 | |||
| Sortino Ratio | 0.1348 | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Belysse Group'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.
Belysse Group NV Backtested Returns
Belysse Group appears to be abnormally volatile, given 3 months investment horizon. Belysse Group NV 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. By analyzing Belysse Group's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please makes use of Belysse Group's Downside Deviation of 3.91, mean deviation of 3.27, and Risk Adjusted Performance of 0.0783 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Belysse Group holds a performance score of 9. The firm shows a Beta (market volatility) of -1.03, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Belysse Group are expected to decrease slowly. On the other hand, during market turmoil, Belysse Group is expected to outperform it slightly. Please check Belysse Group's treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Belysse Group's price patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Belysse Group NV has insignificant predictability. Overlapping area represents the amount of predictability between Belysse Group time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Belysse Group NV price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Belysse Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Belysse Group NV lagged returns against current returns
Autocorrelation, which is Belysse Group 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 Belysse Group's stock expected returns. We can calculate the autocorrelation of Belysse Group returns to help us make a trade decision. For example, suppose you find that Belysse Group 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 |
Belysse Group 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 Belysse Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Belysse Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Belysse Group stock over time.
Current vs Lagged Prices |
| Timeline |
Belysse Group Lagged Returns
When evaluating Belysse Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Belysse Group stock have on its future price. Belysse Group 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, Belysse Group autocorrelation shows the relationship between Belysse Group stock current value and its past values and can show if there is a momentum factor associated with investing in Belysse Group NV.
Regressed Prices |
| Timeline |