Bell Financial (Australia) Market Value
| BFG Stock | 1.24 0.02 1.59% |
| Symbol | Bell |
Bell Financial '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 Bell Financial'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 Bell Financial.
| 02/13/2025 |
| 03/15/2025 |
If you would invest 0.00 in Bell Financial on February 13, 2025 and sell it all today you would earn a total of 0.00 from holding Bell Financial Group or generate 0.0% return on investment in Bell Financial over 30 days. Bell Financial is related to or competes with Commonwealth Bank, Catalyst Metals, National Australia, Westpac Banking, and Bank of Queensland. Bell Financial is entity of Australia. It is traded as Stock on AU exchange. More
Bell Financial 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 Bell Financial'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 Bell Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0401 | |||
| Maximum Drawdown | 5.36 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.31 |
Bell Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bell Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bell Financial's standard deviation. In reality, there are many statistical measures that can use Bell Financial historical prices to predict the future Bell Financial's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.0783 | |||
| Treynor Ratio | 1.27 |
Bell Financial Group Backtested Returns
Bell Financial Group secures Sharpe Ratio (or Efficiency) of -0.0414, which signifies that the company had a -0.0414 % return per unit of risk over the last 3 months. Bell Financial Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bell Financial's Standard Deviation of 1.13, mean deviation of 0.8155, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.05, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bell Financial are expected to decrease at a much lower rate. During the bear market, Bell Financial is likely to outperform the market. At this point, Bell Financial Group has a negative expected return of -0.0453%. Please make sure to confirm Bell Financial's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Bell Financial Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Bell Financial Group has good predictability. Overlapping area represents the amount of predictability between Bell Financial time series from 13th of February 2025 to 28th of February 2025 and 28th of February 2025 to 15th 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 Bell Financial Group price movement. The serial correlation of 0.66 indicates that around 66.0% of current Bell Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bell Financial Group lagged returns against current returns
Autocorrelation, which is Bell Financial 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 Bell Financial's stock expected returns. We can calculate the autocorrelation of Bell Financial returns to help us make a trade decision. For example, suppose you find that Bell Financial 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 |
Bell Financial 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 Bell Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bell Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bell Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Bell Financial Lagged Returns
When evaluating Bell Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bell Financial stock have on its future price. Bell Financial 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, Bell Financial autocorrelation shows the relationship between Bell Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Bell Financial Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bell Stock Analysis
When running Bell Financial's price analysis, check to measure Bell Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bell Financial is operating at the current time. Most of Bell Financial's value examination focuses on studying past and present price action to predict the probability of Bell Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bell Financial's price. Additionally, you may evaluate how the addition of Bell Financial to your portfolios can decrease your overall portfolio volatility.