Bsr Real Estate Stock Market Value
| BSRTF Stock | USD 12.09 0.16 1.31% |
| Symbol | BSR |
BSR Real '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 BSR Real'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 BSR Real.
| 02/02/2023 |
| 01/22/2025 |
If you would invest 0.00 in BSR Real on February 2, 2023 and sell it all today you would earn a total of 0.00 from holding BSR Real Estate or generate 0.0% return on investment in BSR Real over 720 days. BSR Real is related to or competes with Independence Realty, Senti Biosciences, Electro Sensors, SoundHound, Unusual Machines,, Energy Transfer, and Energy Services. BSR Real Estate Investment Trust is an internally managed, unincorporated, open-ended real estate investment trust estab... More
BSR Real 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 BSR Real'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 BSR Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 1.56 |
BSR Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BSR Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BSR Real's standard deviation. In reality, there are many statistical measures that can use BSR Real historical prices to predict the future BSR Real's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BSR Real's 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.
BSR Real Estate Backtested Returns
BSR Real Estate secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1 % return per unit of risk over the last 3 months. BSR Real Estate exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BSR Real's risk adjusted performance of (0.10), and Mean Deviation of 0.8326 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BSR Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding BSR Real is expected to be smaller as well. At this point, BSR Real Estate has a negative expected return of -0.12%. Please make sure to confirm BSR Real's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if BSR Real Estate performance from the past will be repeated at future time.
Auto-correlation | -0.67 |
Very good reverse predictability
BSR Real Estate has very good reverse predictability. Overlapping area represents the amount of predictability between BSR Real time series from 2nd of February 2023 to 28th of January 2024 and 28th of January 2024 to 22nd of January 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 BSR Real Estate price movement. The serial correlation of -0.67 indicates that around 67.0% of current BSR Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1.14 |
BSR Real Estate lagged returns against current returns
Autocorrelation, which is BSR Real 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 BSR Real's pink sheet expected returns. We can calculate the autocorrelation of BSR Real returns to help us make a trade decision. For example, suppose you find that BSR Real 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 |
BSR Real 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 BSR Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BSR Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BSR Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BSR Real Lagged Returns
When evaluating BSR Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BSR Real pink sheet have on its future price. BSR Real 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, BSR Real autocorrelation shows the relationship between BSR Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BSR Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BSR Pink Sheet
BSR Real financial ratios help investors to determine whether BSR 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 BSR with respect to the benefits of owning BSR Real security.