Bakkt Holdings Warrant Stock Market Value
| BKKT-WT Stock | 0.53 0.01 1.92% |
| Symbol | Bakkt |
Please note, there is a significant difference between Bakkt Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Bakkt Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bakkt Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Bakkt Holdings '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 Bakkt Holdings' 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 Bakkt Holdings.
| 10/07/2024 |
| 01/05/2025 |
If you would invest 0.00 in Bakkt Holdings on October 7, 2024 and sell it all today you would earn a total of 0.00 from holding Bakkt Holdings Warrant or generate 0.0% return on investment in Bakkt Holdings over 90 days. Bakkt Holdings is related to or competes with Bakkt Holdings. More
Bakkt Holdings 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 Bakkt Holdings' 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 Bakkt Holdings Warrant upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.44 | |||
| Information Ratio | 0.146 | |||
| Maximum Drawdown | 316.67 | |||
| Value At Risk | (16.04) | |||
| Potential Upside | 20.0 |
Bakkt Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bakkt Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bakkt Holdings' standard deviation. In reality, there are many statistical measures that can use Bakkt Holdings historical prices to predict the future Bakkt Holdings' volatility.| Risk Adjusted Performance | 0.1287 | |||
| Jensen Alpha | 5.72 | |||
| Total Risk Alpha | 5.14 | |||
| Sortino Ratio | 0.6059 | |||
| Treynor Ratio | 4.24 |
Bakkt Holdings Warrant Backtested Returns
Bakkt Holdings is out of control given 3 months investment horizon. Bakkt Holdings Warrant secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 5.74% are justified by taking the suggested risk. Use Bakkt Holdings Downside Deviation of 9.44, mean deviation of 13.51, and Risk Adjusted Performance of 0.1287 to evaluate company specific risk that cannot be diversified away. Bakkt Holdings holds a performance score of 11 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.35, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bakkt Holdings will likely underperform. Use Bakkt Holdings standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Bakkt Holdings.
Auto-correlation | 0.16 |
Very weak predictability
Bakkt Holdings Warrant has very weak predictability. Overlapping area represents the amount of predictability between Bakkt Holdings time series from 7th of October 2024 to 21st of November 2024 and 21st of November 2024 to 5th of January 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 Bakkt Holdings Warrant price movement. The serial correlation of 0.16 indicates that over 16.0% of current Bakkt Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bakkt Holdings Warrant lagged returns against current returns
Autocorrelation, which is Bakkt Holdings 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 Bakkt Holdings' stock expected returns. We can calculate the autocorrelation of Bakkt Holdings returns to help us make a trade decision. For example, suppose you find that Bakkt Holdings 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 |
Bakkt Holdings 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 Bakkt Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bakkt Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bakkt Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Bakkt Holdings Lagged Returns
When evaluating Bakkt Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bakkt Holdings stock have on its future price. Bakkt Holdings 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, Bakkt Holdings autocorrelation shows the relationship between Bakkt Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Bakkt Holdings Warrant.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bakkt Stock Analysis
When running Bakkt Holdings' price analysis, check to measure Bakkt Holdings' 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 Bakkt Holdings is operating at the current time. Most of Bakkt Holdings' value examination focuses on studying past and present price action to predict the probability of Bakkt Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bakkt Holdings' price. Additionally, you may evaluate how the addition of Bakkt Holdings to your portfolios can decrease your overall portfolio volatility.