Bitfrontier Capital Holdings Stock Market Value
| BFCH Stock | USD 0 0.00 0.00% |
| Symbol | BitFrontier |
BitFrontier Capital '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 BitFrontier Capital'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 BitFrontier Capital.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in BitFrontier Capital on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding BitFrontier Capital Holdings or generate 0.0% return on investment in BitFrontier Capital over 30 days. BitFrontier Capital is related to or competes with First Tractor, Ag Growth, AmeraMex International, Arts Way, Buhler Industries, Textainer Group, and Austin Engineering. BitFrontier Capital Holdings, Inc., a blockchain-oriented company, focuses on the cryptocurrency markets More
BitFrontier Capital 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 BitFrontier Capital'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 BitFrontier Capital Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.77 | |||
| Information Ratio | 0.0809 | |||
| Maximum Drawdown | 72.86 | |||
| Value At Risk | (21.05) | |||
| Potential Upside | 23.81 |
BitFrontier Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BitFrontier Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BitFrontier Capital's standard deviation. In reality, there are many statistical measures that can use BitFrontier Capital historical prices to predict the future BitFrontier Capital's volatility.| Risk Adjusted Performance | 0.0781 | |||
| Jensen Alpha | 1.01 | |||
| Total Risk Alpha | (0.84) | |||
| Sortino Ratio | 0.0596 | |||
| Treynor Ratio | 0.6345 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BitFrontier Capital'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.
BitFrontier Capital Backtested Returns
BitFrontier Capital is out of control given 3 months investment horizon. BitFrontier Capital secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.41% are justified by taking the suggested risk. Use BitFrontier Capital Downside Deviation of 18.77, risk adjusted performance of 0.0781, and Mean Deviation of 10.23 to evaluate company specific risk that cannot be diversified away. BitFrontier Capital holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.94, 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, BitFrontier Capital will likely underperform. Use BitFrontier Capital treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and accumulation distribution , to analyze future returns on BitFrontier Capital.
Auto-correlation | 0.42 |
Average predictability
BitFrontier Capital Holdings has average predictability. Overlapping area represents the amount of predictability between BitFrontier Capital time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 BitFrontier Capital price movement. The serial correlation of 0.42 indicates that just about 42.0% of current BitFrontier Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BitFrontier Capital lagged returns against current returns
Autocorrelation, which is BitFrontier Capital 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 BitFrontier Capital's pink sheet expected returns. We can calculate the autocorrelation of BitFrontier Capital returns to help us make a trade decision. For example, suppose you find that BitFrontier Capital 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 |
BitFrontier Capital 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 BitFrontier Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BitFrontier Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BitFrontier Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BitFrontier Capital Lagged Returns
When evaluating BitFrontier Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BitFrontier Capital pink sheet have on its future price. BitFrontier Capital 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, BitFrontier Capital autocorrelation shows the relationship between BitFrontier Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BitFrontier Capital Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BitFrontier Pink Sheet
BitFrontier Capital financial ratios help investors to determine whether BitFrontier 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 BitFrontier with respect to the benefits of owning BitFrontier Capital security.