Budapesti Ingatlan (Hungary) Market Value
| BIF Stock | 502.00 14.00 2.71% |
| Symbol | Budapesti |
Budapesti Ingatlan '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 Budapesti Ingatlan'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 Budapesti Ingatlan.
| 12/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Budapesti Ingatlan on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding Budapesti Ingatlan Hasznositasi or generate 0.0% return on investment in Budapesti Ingatlan over 360 days. Budapesti Ingatlan is related to or competes with OTP Bank, and Delta Technologies. More
Budapesti Ingatlan 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 Budapesti Ingatlan'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 Budapesti Ingatlan Hasznositasi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 8.3 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 3.57 |
Budapesti Ingatlan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Budapesti Ingatlan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Budapesti Ingatlan's standard deviation. In reality, there are many statistical measures that can use Budapesti Ingatlan historical prices to predict the future Budapesti Ingatlan's volatility.| Risk Adjusted Performance | 0.0133 | |||
| Jensen Alpha | 0.0014 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1213 |
Budapesti Ingatlan Backtested Returns
At this point, Budapesti Ingatlan is very steady. Budapesti Ingatlan secures Sharpe Ratio (or Efficiency) of 0.068, which signifies that the company had a 0.068% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Budapesti Ingatlan Hasznositasi, which you can use to evaluate the volatility of the firm. Please confirm Budapesti Ingatlan's risk adjusted performance of 0.0133, and Mean Deviation of 1.39 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Budapesti Ingatlan has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0732, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Budapesti Ingatlan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Budapesti Ingatlan is expected to be smaller as well. Budapesti Ingatlan right now shows a risk of 1.76%. Please confirm Budapesti Ingatlan mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Budapesti Ingatlan will be following its price patterns.
Auto-correlation | -0.7 |
Very good reverse predictability
Budapesti Ingatlan Hasznositasi has very good reverse predictability. Overlapping area represents the amount of predictability between Budapesti Ingatlan time series from 19th of December 2023 to 16th of June 2024 and 16th of June 2024 to 13th 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 Budapesti Ingatlan price movement. The serial correlation of -0.7 indicates that around 70.0% of current Budapesti Ingatlan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 706.57 |
Budapesti Ingatlan lagged returns against current returns
Autocorrelation, which is Budapesti Ingatlan 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 Budapesti Ingatlan's stock expected returns. We can calculate the autocorrelation of Budapesti Ingatlan returns to help us make a trade decision. For example, suppose you find that Budapesti Ingatlan 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 |
Budapesti Ingatlan 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 Budapesti Ingatlan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Budapesti Ingatlan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Budapesti Ingatlan stock over time.
Current vs Lagged Prices |
| Timeline |
Budapesti Ingatlan Lagged Returns
When evaluating Budapesti Ingatlan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Budapesti Ingatlan stock have on its future price. Budapesti Ingatlan 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, Budapesti Ingatlan autocorrelation shows the relationship between Budapesti Ingatlan stock current value and its past values and can show if there is a momentum factor associated with investing in Budapesti Ingatlan Hasznositasi.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Budapesti Stock
Budapesti Ingatlan financial ratios help investors to determine whether Budapesti Stock 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 Budapesti with respect to the benefits of owning Budapesti Ingatlan security.