Barry Callebaut Ag Stock Market Value
| BRRLY Stock | USD 12.54 0.22 1.79% |
| Symbol | Barry |
Barry Callebaut '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 Barry Callebaut'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 Barry Callebaut.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Barry Callebaut on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Barry Callebaut AG or generate 0.0% return on investment in Barry Callebaut over 30 days. Barry Callebaut is related to or competes with Mondelez International, Tootsie Roll, Rocky Mountain, and Chocoladefabriken. Barry Callebaut AG, together with its subsidiaries, manufactures and sells cocoa and chocolate products More
Barry Callebaut 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 Barry Callebaut'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 Barry Callebaut AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.77 |
Barry Callebaut Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barry Callebaut's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barry Callebaut's standard deviation. In reality, there are many statistical measures that can use Barry Callebaut historical prices to predict the future Barry Callebaut's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (1.42) |
Barry Callebaut AG Backtested Returns
Barry Callebaut AG secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of risk over the last 3 months. Barry Callebaut AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Barry Callebaut's Standard Deviation of 1.89, risk adjusted performance of (0.08), and Mean Deviation of 1.26 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barry Callebaut's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barry Callebaut is expected to be smaller as well. At this point, Barry Callebaut AG has a negative expected return of -0.28%. Please make sure to confirm Barry Callebaut's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Barry Callebaut AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Barry Callebaut AG has weak predictability. Overlapping area represents the amount of predictability between Barry Callebaut time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Barry Callebaut AG price movement. The serial correlation of 0.2 indicates that over 20.0% of current Barry Callebaut price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Barry Callebaut AG lagged returns against current returns
Autocorrelation, which is Barry Callebaut 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 Barry Callebaut's pink sheet expected returns. We can calculate the autocorrelation of Barry Callebaut returns to help us make a trade decision. For example, suppose you find that Barry Callebaut 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 |
Barry Callebaut 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 Barry Callebaut pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barry Callebaut pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barry Callebaut pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Barry Callebaut Lagged Returns
When evaluating Barry Callebaut's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barry Callebaut pink sheet have on its future price. Barry Callebaut 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, Barry Callebaut autocorrelation shows the relationship between Barry Callebaut pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Barry Callebaut AG.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Barry Pink Sheet Analysis
When running Barry Callebaut's price analysis, check to measure Barry Callebaut'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 Barry Callebaut is operating at the current time. Most of Barry Callebaut's value examination focuses on studying past and present price action to predict the probability of Barry Callebaut's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Barry Callebaut's price. Additionally, you may evaluate how the addition of Barry Callebaut to your portfolios can decrease your overall portfolio volatility.