Bollor SE (Germany) Market Value
| BOP Stock | EUR 5.69 0.01 0.18% |
| Symbol | Bollor |
Bollor SE '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 Bollor SE'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 Bollor SE.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Bollor SE on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Bollor SE or generate 0.0% return on investment in Bollor SE over 30 days. Bollor SE is related to or competes with United Parcel, Deutsche Post, FedEx, DSV Panalpina, ZTO Express, Expeditors International, and CH Robinson. Bollor engages in the transportation and logistics, communications, and electricity storage solutions businesses in Fran... More
Bollor SE 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 Bollor SE'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 Bollor SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.98 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 1.41 |
Bollor SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bollor SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bollor SE's standard deviation. In reality, there are many statistical measures that can use Bollor SE historical prices to predict the future Bollor SE's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.14) |
Bollor SE Backtested Returns
Bollor SE secures Sharpe Ratio (or Efficiency) of -0.069, which signifies that the company had a -0.069% return per unit of risk over the last 3 months. Bollor SE exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bollor SE's Standard Deviation of 1.16, risk adjusted performance of (0.03), and Mean Deviation of 0.8806 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bollor SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bollor SE is expected to be smaller as well. At this point, Bollor SE has a negative expected return of -0.0789%. Please make sure to confirm Bollor SE's information ratio, potential upside, rate of daily change, as well as the relationship between the total risk alpha and kurtosis , to decide if Bollor SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Bollor SE has very weak predictability. Overlapping area represents the amount of predictability between Bollor SE time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Bollor SE price movement. The serial correlation of 0.16 indicates that over 16.0% of current Bollor SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bollor SE lagged returns against current returns
Autocorrelation, which is Bollor SE 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 Bollor SE's stock expected returns. We can calculate the autocorrelation of Bollor SE returns to help us make a trade decision. For example, suppose you find that Bollor SE 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 |
Bollor SE 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 Bollor SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bollor SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bollor SE stock over time.
Current vs Lagged Prices |
| Timeline |
Bollor SE Lagged Returns
When evaluating Bollor SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bollor SE stock have on its future price. Bollor SE 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, Bollor SE autocorrelation shows the relationship between Bollor SE stock current value and its past values and can show if there is a momentum factor associated with investing in Bollor SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bollor Stock
Bollor SE financial ratios help investors to determine whether Bollor 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 Bollor with respect to the benefits of owning Bollor SE security.