Berkeley Group Holdings Stock Market Value
| BKGFY Stock | USD 9.18 0.19 2.03% |
| Symbol | Berkeley |
Berkeley Group '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 Berkeley Group'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 Berkeley Group.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Berkeley Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Berkeley Group Holdings or generate 0.0% return on investment in Berkeley Group over 90 days. Berkeley Group is related to or competes with Barratt Developments, Persimmon Plc, Proximus, and Taylor Wimpey. The Berkeley Group Holdings plc, together with its subsidiaries, engages in the residential-led and mixed-use property d... More
Berkeley Group 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 Berkeley Group'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 Berkeley Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.59 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 2.48 |
Berkeley Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berkeley Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berkeley Group's standard deviation. In reality, there are many statistical measures that can use Berkeley Group historical prices to predict the future Berkeley Group's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | 0.0851 | |||
| Treynor Ratio | (0.39) |
Berkeley Group Holdings Backtested Returns
Berkeley Group Holdings secures Sharpe Ratio (or Efficiency) of -0.0702, which signifies that the company had a -0.0702 % return per unit of risk over the last 3 months. Berkeley Group Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Berkeley Group's Mean Deviation of 1.43, standard deviation of 1.88, and Risk Adjusted Performance of (0.09) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Berkeley Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berkeley Group is expected to be smaller as well. At this point, Berkeley Group Holdings has a negative expected return of -0.13%. Please make sure to confirm Berkeley Group's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Berkeley Group Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Berkeley Group Holdings has weak predictability. Overlapping area represents the amount of predictability between Berkeley Group 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 Berkeley Group Holdings price movement. The serial correlation of 0.24 indicates that over 24.0% of current Berkeley Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Berkeley Group Holdings lagged returns against current returns
Autocorrelation, which is Berkeley Group 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 Berkeley Group's pink sheet expected returns. We can calculate the autocorrelation of Berkeley Group returns to help us make a trade decision. For example, suppose you find that Berkeley Group 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 |
Berkeley Group 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 Berkeley Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berkeley Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berkeley Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Berkeley Group Lagged Returns
When evaluating Berkeley Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berkeley Group pink sheet have on its future price. Berkeley Group 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, Berkeley Group autocorrelation shows the relationship between Berkeley Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Berkeley Group Holdings.
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 Berkeley Pink Sheet Analysis
When running Berkeley Group's price analysis, check to measure Berkeley Group'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 Berkeley Group is operating at the current time. Most of Berkeley Group's value examination focuses on studying past and present price action to predict the probability of Berkeley Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Berkeley Group's price. Additionally, you may evaluate how the addition of Berkeley Group to your portfolios can decrease your overall portfolio volatility.