Bosideng International Holdings Stock Market Value
| BSDGY Stock | USD 25.78 0.92 3.45% |
| Symbol | Bosideng |
Bosideng International '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 Bosideng International'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 Bosideng International.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Bosideng International on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Bosideng International Holdings or generate 0.0% return on investment in Bosideng International over 90 days. Bosideng International is related to or competes with Eastman Kodak, Verra Mobility, Axalta Coating, Aterian, Mosaic, X-FAB Silicon, and Hudson Technologies. Bosideng International Holdings Limited researches, designs, develops, manufactures, markets, and distributes branded do... More
Bosideng International 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 Bosideng International'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 Bosideng International Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.94 | |||
| Information Ratio | 0.054 | |||
| Maximum Drawdown | 21.9 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 6.67 |
Bosideng International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bosideng International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bosideng International's standard deviation. In reality, there are many statistical measures that can use Bosideng International historical prices to predict the future Bosideng International's volatility.| Risk Adjusted Performance | 0.0295 | |||
| Jensen Alpha | 0.0706 | |||
| Total Risk Alpha | 0.5082 | |||
| Sortino Ratio | 0.0313 | |||
| Treynor Ratio | (1.30) |
Bosideng International Backtested Returns
At this stage we consider Bosideng Pink Sheet to be not too volatile. Bosideng International secures Sharpe Ratio (or Efficiency) of 0.0253, which signifies that the company had a 0.0253 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Bosideng International Holdings, which you can use to evaluate the volatility of the firm. Please confirm Bosideng International's Mean Deviation of 1.61, downside deviation of 5.94, and Risk Adjusted Performance of 0.0295 to double-check if the risk estimate we provide is consistent with the expected return of 0.087%. Bosideng International has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0591, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bosideng International are expected to decrease at a much lower rate. During the bear market, Bosideng International is likely to outperform the market. Bosideng International right now shows a risk of 3.44%. Please confirm Bosideng International value at risk, as well as the relationship between the kurtosis and period momentum indicator , to decide if Bosideng International will be following its price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Bosideng International Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Bosideng International time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Bosideng International price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Bosideng International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Bosideng International lagged returns against current returns
Autocorrelation, which is Bosideng International 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 Bosideng International's pink sheet expected returns. We can calculate the autocorrelation of Bosideng International returns to help us make a trade decision. For example, suppose you find that Bosideng International 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 |
Bosideng International 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 Bosideng International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bosideng International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bosideng International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bosideng International Lagged Returns
When evaluating Bosideng International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bosideng International pink sheet have on its future price. Bosideng International 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, Bosideng International autocorrelation shows the relationship between Bosideng International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bosideng International Holdings.
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 Bosideng Pink Sheet Analysis
When running Bosideng International's price analysis, check to measure Bosideng International'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 Bosideng International is operating at the current time. Most of Bosideng International's value examination focuses on studying past and present price action to predict the probability of Bosideng International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bosideng International's price. Additionally, you may evaluate how the addition of Bosideng International to your portfolios can decrease your overall portfolio volatility.