Beneficient Class A Stock Market Value
| BENF Stock | 0.91 0.06 6.19% |
| Symbol | Beneficient |
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Beneficient. If investors know Beneficient will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Beneficient listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Beneficient Class is measured differently than its book value, which is the value of Beneficient that is recorded on the company's balance sheet. Investors also form their own opinion of Beneficient's value that differs from its market value or its book value, called intrinsic value, which is Beneficient's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Beneficient's market value can be influenced by many factors that don't directly affect Beneficient's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Beneficient's value and its price as these two are different measures arrived at by different means. Investors typically determine if Beneficient is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Beneficient's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Beneficient '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 Beneficient'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 Beneficient.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Beneficient on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Beneficient Class A or generate 0.0% return on investment in Beneficient over 30 days. Beneficient is related to or competes with WEBTOON Entertainment, Cumberland Pharmaceuticals, Valneva SE, Scholastic, Daily Journal, Teleflex Incorporated, and BioNTech. More
Beneficient 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 Beneficient'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 Beneficient Class A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 79.66 | |||
| Value At Risk | (14.00) | |||
| Potential Upside | 7.95 |
Beneficient Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beneficient's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beneficient's standard deviation. In reality, there are many statistical measures that can use Beneficient historical prices to predict the future Beneficient's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (1.94) | |||
| Treynor Ratio | (0.31) |
Beneficient Class Backtested Returns
Beneficient Class secures Sharpe Ratio (or Efficiency) of -0.0257, which signifies that the company had a -0.0257% return per unit of risk over the last 3 months. Beneficient Class A exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beneficient's Mean Deviation of 6.17, risk adjusted performance of (0.01), and Standard Deviation of 10.97 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.95, which signifies possible diversification benefits within a given portfolio. Beneficient returns are very sensitive to returns on the market. As the market goes up or down, Beneficient is expected to follow. At this point, Beneficient Class has a negative expected return of -0.28%. Please make sure to confirm Beneficient's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Beneficient Class performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.49 |
Modest reverse predictability
Beneficient Class A has modest reverse predictability. Overlapping area represents the amount of predictability between Beneficient time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Beneficient Class price movement. The serial correlation of -0.49 indicates that about 49.0% of current Beneficient price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Beneficient Class lagged returns against current returns
Autocorrelation, which is Beneficient 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 Beneficient's stock expected returns. We can calculate the autocorrelation of Beneficient returns to help us make a trade decision. For example, suppose you find that Beneficient 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 |
Beneficient 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 Beneficient stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beneficient stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beneficient stock over time.
Current vs Lagged Prices |
| Timeline |
Beneficient Lagged Returns
When evaluating Beneficient's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beneficient stock have on its future price. Beneficient 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, Beneficient autocorrelation shows the relationship between Beneficient stock current value and its past values and can show if there is a momentum factor associated with investing in Beneficient Class A.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Beneficient Class is a strong investment it is important to analyze Beneficient's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Beneficient's future performance. For an informed investment choice regarding Beneficient Stock, refer to the following important reports:Check out Beneficient Correlation, Beneficient Volatility and Beneficient Alpha and Beta module to complement your research on Beneficient. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Beneficient technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.