BS Group (Netherlands) Market Value
| BSGR Stock | EUR 4.31 0.06 1.37% |
| Symbol | BSGR |
BS Group '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 BS Group'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 BS Group.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in BS Group on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding BS Group SA or generate 0.0% return on investment in BS Group over 30 days. BS Group is related to or competes with ForFarmers, Sligro Food, Amsterdam Commodities, Brunel International, and Van Lanschot. The company operates through three segments HTG, BS, and Retail More
BS Group 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 BS Group'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 BS Group SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 6.24 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.35 |
BS Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BS Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BS Group's standard deviation. In reality, there are many statistical measures that can use BS Group historical prices to predict the future BS Group's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.37) |
BS Group SA Backtested Returns
BS Group SA retains Efficiency (Sharpe Ratio) of -0.0806, which signifies that the company had a -0.0806% return per unit of price deviation over the last 3 months. BS Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BS Group's Variance of 2.89, market risk adjusted performance of (0.36), and Information Ratio of (0.17) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BS Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding BS Group is expected to be smaller as well. At this point, BS Group SA has a negative expected return of -0.14%. Please make sure to confirm BS Group's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if BS Group SA performance from the past will be repeated sooner or later.
Auto-correlation | 0.10 |
Insignificant predictability
BS Group SA has insignificant predictability. Overlapping area represents the amount of predictability between BS Group time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 BS Group SA price movement. The serial correlation of 0.1 indicates that less than 10.0% of current BS Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
BS Group SA lagged returns against current returns
Autocorrelation, which is BS Group 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 BS Group's stock expected returns. We can calculate the autocorrelation of BS Group returns to help us make a trade decision. For example, suppose you find that BS Group 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 |
BS Group 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 BS Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BS Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BS Group stock over time.
Current vs Lagged Prices |
| Timeline |
BS Group Lagged Returns
When evaluating BS Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BS Group stock have on its future price. BS Group 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, BS Group autocorrelation shows the relationship between BS Group stock current value and its past values and can show if there is a momentum factor associated with investing in BS Group SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BSGR Stock Analysis
When running BS Group's price analysis, check to measure BS Group'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 BS Group is operating at the current time. Most of BS Group's value examination focuses on studying past and present price action to predict the probability of BS Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BS Group's price. Additionally, you may evaluate how the addition of BS Group to your portfolios can decrease your overall portfolio volatility.