BP Plc (Germany) Market Value
| BPE5 Stock | EUR 5.03 0.08 1.57% |
| Symbol | BPE5 |
BP Plc '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 BP Plc'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 BP Plc.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in BP Plc on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding BP plc or generate 0.0% return on investment in BP Plc over 30 days. BP Plc is related to or competes with X-FAB Silicon, DICKS Sporting, NTG Nordic, Soken Chemical, TITANIUM TRANSPORTGROUP, and SEKISUI CHEMICAL. It operates through Gas Low Carbon Energy, Oil Production Operations, Customers Products, and Rosneft segments More
BP Plc 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 BP Plc'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 BP plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.044 | |||
| Maximum Drawdown | 7.78 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.42 |
BP Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BP Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BP Plc's standard deviation. In reality, there are many statistical measures that can use BP Plc historical prices to predict the future BP Plc's volatility.| Risk Adjusted Performance | 0.0607 | |||
| Jensen Alpha | 0.0922 | |||
| Total Risk Alpha | 0.0472 | |||
| Sortino Ratio | 0.04 | |||
| Treynor Ratio | 0.4008 |
BP plc Backtested Returns
At this point, BP Plc is somewhat reliable. BP plc retains Efficiency (Sharpe Ratio) of 0.0661, which signifies that the company had a 0.0661 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for BP Plc, which you can use to evaluate the volatility of the firm. Please confirm BP Plc's Market Risk Adjusted Performance of 0.4108, standard deviation of 1.64, and Coefficient Of Variation of 1511.79 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. BP Plc has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BP Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding BP Plc is expected to be smaller as well. BP plc today owns a risk of 1.64%. Please confirm BP plc semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if BP plc will be following its current price history.
Auto-correlation | -0.1 |
Very weak reverse predictability
BP plc has very weak reverse predictability. Overlapping area represents the amount of predictability between BP Plc time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd 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 BP plc price movement. The serial correlation of -0.1 indicates that less than 10.0% of current BP Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BP plc lagged returns against current returns
Autocorrelation, which is BP Plc 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 BP Plc's stock expected returns. We can calculate the autocorrelation of BP Plc returns to help us make a trade decision. For example, suppose you find that BP Plc 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 |
BP Plc 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 BP Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BP Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BP Plc stock over time.
Current vs Lagged Prices |
| Timeline |
BP Plc Lagged Returns
When evaluating BP Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BP Plc stock have on its future price. BP Plc 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, BP Plc autocorrelation shows the relationship between BP Plc stock current value and its past values and can show if there is a momentum factor associated with investing in BP plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BPE5 Stock
BP Plc financial ratios help investors to determine whether BPE5 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 BPE5 with respect to the benefits of owning BP Plc security.