Baillie Gifford (UK) Market Value
| BGEU Stock | 97.30 2.10 2.21% |
| Symbol | Baillie |
Baillie Gifford '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 Baillie Gifford'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 Baillie Gifford.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Baillie Gifford on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Baillie Gifford European or generate 0.0% return on investment in Baillie Gifford over 90 days. Baillie Gifford is related to or competes with Finnair Oyj, Molson Coors, Fevertree Drinks, Veolia Environnement, Monster Beverage, United States, and Moneysupermarket. Baillie Gifford is entity of United Kingdom More
Baillie Gifford 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 Baillie Gifford'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 Baillie Gifford European upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.2432 | |||
| Maximum Drawdown | 6.06 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.21 |
Baillie Gifford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baillie Gifford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baillie Gifford's standard deviation. In reality, there are many statistical measures that can use Baillie Gifford historical prices to predict the future Baillie Gifford's volatility.| Risk Adjusted Performance | 0.139 | |||
| Jensen Alpha | 0.2489 | |||
| Total Risk Alpha | 0.3134 | |||
| Sortino Ratio | 0.2572 | |||
| Treynor Ratio | 0.2342 |
Baillie Gifford European Backtested Returns
Currently, Baillie Gifford European is very steady. Baillie Gifford European secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Baillie Gifford European, which you can use to evaluate the volatility of the firm. Please confirm Baillie Gifford's Downside Deviation of 1.08, risk adjusted performance of 0.139, and Mean Deviation of 0.8884 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Baillie Gifford has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.73, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Baillie Gifford's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baillie Gifford is expected to be smaller as well. Baillie Gifford European right now shows a risk of 1.17%. Please confirm Baillie Gifford European downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Baillie Gifford European will be following its price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
Baillie Gifford European has very weak reverse predictability. Overlapping area represents the amount of predictability between Baillie Gifford time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Baillie Gifford European price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Baillie Gifford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 5.84 |
Baillie Gifford European lagged returns against current returns
Autocorrelation, which is Baillie Gifford 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 Baillie Gifford's stock expected returns. We can calculate the autocorrelation of Baillie Gifford returns to help us make a trade decision. For example, suppose you find that Baillie Gifford 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 |
Baillie Gifford 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 Baillie Gifford stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baillie Gifford stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baillie Gifford stock over time.
Current vs Lagged Prices |
| Timeline |
Baillie Gifford Lagged Returns
When evaluating Baillie Gifford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baillie Gifford stock have on its future price. Baillie Gifford 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, Baillie Gifford autocorrelation shows the relationship between Baillie Gifford stock current value and its past values and can show if there is a momentum factor associated with investing in Baillie Gifford European.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Baillie Stock Analysis
When running Baillie Gifford's price analysis, check to measure Baillie Gifford'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 Baillie Gifford is operating at the current time. Most of Baillie Gifford's value examination focuses on studying past and present price action to predict the probability of Baillie Gifford's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Baillie Gifford's price. Additionally, you may evaluate how the addition of Baillie Gifford to your portfolios can decrease your overall portfolio volatility.