Bpost NV (Belgium) Market Value
| BPOST Stock | EUR 1.98 0.03 1.54% |
| Symbol | Bpost |
Bpost NV '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 Bpost NV'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 Bpost NV.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Bpost NV on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Bpost NV or generate 0.0% return on investment in Bpost NV over 390 days. Bpost NV is related to or competes with Proximus, Ageas SANV, Etablissementen Franz, and KBC Groep. bpost SANV, together with its subsidiaries, provides mail and parcel services in Belgium and internationally More
Bpost NV 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 Bpost NV'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 Bpost NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 3.45 |
Bpost NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bpost NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bpost NV's standard deviation. In reality, there are many statistical measures that can use Bpost NV historical prices to predict the future Bpost NV's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | 1.14 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bpost NV's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bpost NV Backtested Returns
Bpost NV secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. Bpost NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bpost NV's Standard Deviation of 2.12, mean deviation of 1.66, and Risk Adjusted Performance of (0.11) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bpost NV are expected to decrease at a much lower rate. During the bear market, Bpost NV is likely to outperform the market. At this point, Bpost NV has a negative expected return of -0.33%. Please make sure to confirm Bpost NV's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Bpost NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.76 |
Good predictability
Bpost NV has good predictability. Overlapping area represents the amount of predictability between Bpost NV time series from 19th of November 2023 to 1st of June 2024 and 1st 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 Bpost NV price movement. The serial correlation of 0.76 indicates that around 76.0% of current Bpost NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Bpost NV lagged returns against current returns
Autocorrelation, which is Bpost NV 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 Bpost NV's stock expected returns. We can calculate the autocorrelation of Bpost NV returns to help us make a trade decision. For example, suppose you find that Bpost NV 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 |
Bpost NV 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 Bpost NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bpost NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bpost NV stock over time.
Current vs Lagged Prices |
| Timeline |
Bpost NV Lagged Returns
When evaluating Bpost NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bpost NV stock have on its future price. Bpost NV 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, Bpost NV autocorrelation shows the relationship between Bpost NV stock current value and its past values and can show if there is a momentum factor associated with investing in Bpost NV.
Regressed Prices |
| Timeline |
Pair Trading with Bpost NV
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Bpost NV position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Bpost NV will appreciate offsetting losses from the drop in the long position's value.Moving together with Bpost Stock
| 0.91 | DISL | Immobiliere Distri Land | PairCorr |
| 0.86 | SOF | Sofina Socit Anonyme | PairCorr |
| 0.94 | QFG | Quest For Growth | PairCorr |
| 0.81 | BREB | Brederode SA | PairCorr |
The ability to find closely correlated positions to Bpost NV could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bpost NV when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bpost NV - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bpost NV to buy it.
The correlation of Bpost NV is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bpost NV moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bpost NV moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Bpost NV can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Bpost Stock
Bpost NV financial ratios help investors to determine whether Bpost 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 Bpost with respect to the benefits of owning Bpost NV security.