BSP Financial (Australia) Market Value
| BFL Stock | 7.23 0.19 2.56% |
| Symbol | BSP |
BSP 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 BSP 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 BSP Financial.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in BSP Financial on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding BSP Financial Group or generate 0.0% return on investment in BSP Financial over 90 days. BSP Financial is related to or competes with Clime Investment, Navigator Global, Auctus Alternative, Hudson Investment, Djerriwarrh Investments, REGAL ASIAN, and Mirrabooka Investments. BSP Financial is entity of Australia. It is traded as Stock on AU exchange. More
BSP 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 BSP 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 BSP Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.1899 | |||
| Maximum Drawdown | 9.43 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 3.57 |
BSP Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BSP Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BSP Financial's standard deviation. In reality, there are many statistical measures that can use BSP Financial historical prices to predict the future BSP Financial's volatility.| Risk Adjusted Performance | 0.127 | |||
| Jensen Alpha | 0.2413 | |||
| Total Risk Alpha | 0.5104 | |||
| Sortino Ratio | 0.2005 | |||
| Treynor Ratio | (1.25) |
BSP Financial Group Backtested Returns
BSP Financial appears to be somewhat reliable, given 3 months investment horizon. BSP Financial Group secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BSP Financial Group, which you can use to evaluate the volatility of the firm. Please makes use of BSP Financial's mean deviation of 1.51, and Risk Adjusted Performance of 0.127 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BSP Financial holds a performance score of 11. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BSP Financial are expected to decrease at a much lower rate. During the bear market, BSP Financial is likely to outperform the market. Please check BSP Financial's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether BSP Financial's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
BSP Financial Group has below average predictability. Overlapping area represents the amount of predictability between BSP Financial time series from 15th of December 2024 to 29th of January 2025 and 29th of January 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 BSP Financial Group price movement. The serial correlation of 0.39 indicates that just about 39.0% of current BSP Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
BSP Financial Group lagged returns against current returns
Autocorrelation, which is BSP 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 BSP Financial's stock expected returns. We can calculate the autocorrelation of BSP Financial returns to help us make a trade decision. For example, suppose you find that BSP 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 |
BSP 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 BSP Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BSP Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BSP Financial stock over time.
Current vs Lagged Prices |
| Timeline |
BSP Financial Lagged Returns
When evaluating BSP Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BSP Financial stock have on its future price. BSP 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, BSP Financial autocorrelation shows the relationship between BSP Financial stock current value and its past values and can show if there is a momentum factor associated with investing in BSP Financial Group.
Regressed Prices |
| Timeline |
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Additional Tools for BSP Stock Analysis
When running BSP Financial's price analysis, check to measure BSP 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 BSP Financial is operating at the current time. Most of BSP Financial's value examination focuses on studying past and present price action to predict the probability of BSP 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 BSP Financial's price. Additionally, you may evaluate how the addition of BSP Financial to your portfolios can decrease your overall portfolio volatility.