Bryn Resources Stock Market Value
| BRYN Stock | USD 0 0.00 0.00% |
| Symbol | Bryn |
Bryn Resources '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 Bryn Resources' 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 Bryn Resources.
| 01/04/2025 |
| 03/05/2025 |
If you would invest 0.00 in Bryn Resources on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Bryn Resources or generate 0.0% return on investment in Bryn Resources over 60 days. Bryn Resources is related to or competes with Team, and Lichen China. BRYN Resources Inc. provides corporate, capital, and communication services for small businesses worldwide More
Bryn Resources 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 Bryn Resources' 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 Bryn Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 68.94 | |||
| Information Ratio | 0.1744 | |||
| Maximum Drawdown | 1531.25 | |||
| Value At Risk | (32.26) | |||
| Potential Upside | 158.06 |
Bryn Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bryn Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bryn Resources' standard deviation. In reality, there are many statistical measures that can use Bryn Resources historical prices to predict the future Bryn Resources' volatility.| Risk Adjusted Performance | 0.1437 | |||
| Jensen Alpha | 32.34 | |||
| Total Risk Alpha | 57.02 | |||
| Sortino Ratio | 0.4996 | |||
| Treynor Ratio | (1.51) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bryn Resources' 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.
Bryn Resources Backtested Returns
Bryn Resources is out of control given 3 months investment horizon. Bryn Resources secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-four different technical indicators, which can help you to evaluate if expected returns of 28.06% are justified by taking the suggested risk. Use Bryn Resources Downside Deviation of 68.94, mean deviation of 70.78, and Risk Adjusted Performance of 0.1437 to evaluate company specific risk that cannot be diversified away. Bryn Resources holds a performance score of 15 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -22.78, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bryn Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Bryn Resources is expected to outperform it. Use Bryn Resources sortino ratio, downside variance, as well as the relationship between the Downside Variance and rate of daily change , to analyze future returns on Bryn Resources.
Auto-correlation | -0.27 |
Weak reverse predictability
Bryn Resources has weak reverse predictability. Overlapping area represents the amount of predictability between Bryn Resources time series from 4th of January 2025 to 3rd of February 2025 and 3rd of February 2025 to 5th of March 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 Bryn Resources price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Bryn Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bryn Resources lagged returns against current returns
Autocorrelation, which is Bryn Resources 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 Bryn Resources' pink sheet expected returns. We can calculate the autocorrelation of Bryn Resources returns to help us make a trade decision. For example, suppose you find that Bryn Resources 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 |
Bryn Resources 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 Bryn Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bryn Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bryn Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bryn Resources Lagged Returns
When evaluating Bryn Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bryn Resources pink sheet have on its future price. Bryn Resources 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, Bryn Resources autocorrelation shows the relationship between Bryn Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bryn Resources.
Regressed Prices |
| Timeline |
Other Information on Investing in Bryn Pink Sheet
Bryn Resources financial ratios help investors to determine whether Bryn Pink Sheet 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 Bryn with respect to the benefits of owning Bryn Resources security.