Bri Chem Corp Stock Market Value
| BRYFF Stock | USD 0.23 0.01 4.17% |
| Symbol | Bri-Chem |
Bri-Chem Corp '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 Bri-Chem Corp's otc 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 Bri-Chem Corp.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Bri-Chem Corp on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Bri Chem Corp or generate 0.0% return on investment in Bri-Chem Corp over 30 days. Bri-Chem Corp is related to or competes with Dawson Geophysical, NCS Multistage, NXT Energy, Bristow, and Natural Gas. Bri-Chem Corp., together with its subsidiaries, engages in the wholesale distribution of oilfield chemicals for the oil ... More
Bri-Chem Corp 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 Bri-Chem Corp's otc 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 Bri Chem Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 30.82 | |||
| Information Ratio | 0.1094 | |||
| Maximum Drawdown | 172.0 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 18.18 |
Bri-Chem Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bri-Chem Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bri-Chem Corp's standard deviation. In reality, there are many statistical measures that can use Bri-Chem Corp historical prices to predict the future Bri-Chem Corp's volatility.| Risk Adjusted Performance | 0.0903 | |||
| Jensen Alpha | 2.18 | |||
| Total Risk Alpha | 2.36 | |||
| Sortino Ratio | 0.0712 | |||
| Treynor Ratio | (1.65) |
Bri Chem Corp Backtested Returns
Bri-Chem Corp is out of control given 3 months investment horizon. Bri Chem Corp secures Sharpe Ratio (or Efficiency) of 0.0966, which signifies that the company had a 0.0966 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.03% are justified by taking the suggested risk. Use Bri-Chem Corp Downside Deviation of 30.82, mean deviation of 7.33, and Risk Adjusted Performance of 0.0903 to evaluate company specific risk that cannot be diversified away. Bri-Chem Corp holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.32, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bri-Chem Corp are expected to decrease by larger amounts. On the other hand, during market turmoil, Bri-Chem Corp is expected to outperform it. Use Bri-Chem Corp jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to analyze future returns on Bri-Chem Corp.
Auto-correlation | 0.00 |
No correlation between past and present
Bri Chem Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Bri-Chem Corp time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Bri Chem Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bri-Chem Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bri Chem Corp lagged returns against current returns
Autocorrelation, which is Bri-Chem Corp otc 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 Bri-Chem Corp's otc stock expected returns. We can calculate the autocorrelation of Bri-Chem Corp returns to help us make a trade decision. For example, suppose you find that Bri-Chem Corp has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Bri-Chem Corp 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 Bri-Chem Corp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bri-Chem Corp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bri-Chem Corp otc stock over time.
Current vs Lagged Prices |
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Bri-Chem Corp Lagged Returns
When evaluating Bri-Chem Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bri-Chem Corp otc stock have on its future price. Bri-Chem Corp 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, Bri-Chem Corp autocorrelation shows the relationship between Bri-Chem Corp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bri Chem Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bri-Chem OTC Stock
Bri-Chem Corp financial ratios help investors to determine whether Bri-Chem OTC 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 Bri-Chem with respect to the benefits of owning Bri-Chem Corp security.