BTC Health (Australia) Market Value
| BTC Stock | 0.07 0 3.13% |
| Symbol | BTC |
BTC Health '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 BTC Health'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 BTC Health.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in BTC Health on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding BTC Health Limited or generate 0.0% return on investment in BTC Health over 30 days. BTC Health is related to or competes with Bluescope Steel, G8 Education, Environmental, Super Retail, Global Data, and Clime Investment. BTC Health is entity of Australia. It is traded as Stock on AU exchange. More
BTC Health 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 BTC Health'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 BTC Health Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.49 | |||
| Information Ratio | 0.0769 | |||
| Maximum Drawdown | 44.64 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 8.45 |
BTC Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BTC Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BTC Health's standard deviation. In reality, there are many statistical measures that can use BTC Health historical prices to predict the future BTC Health's volatility.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | 0.4368 | |||
| Total Risk Alpha | 0.404 | |||
| Sortino Ratio | 0.0417 | |||
| Treynor Ratio | 0.3965 |
BTC Health Limited Backtested Returns
BTC Health appears to be out of control, given 3 months investment horizon. BTC Health Limited retains Efficiency (Sharpe Ratio) of 0.0735, which signifies that the company had a 0.0735 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BTC Health, which you can use to evaluate the volatility of the firm. Please makes use of BTC Health's coefficient of variation of 1257.07, and Market Risk Adjusted Performance of 0.4065 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BTC Health holds a performance score of 5. The firm owns a Beta (Systematic Risk) of 1.12, which signifies a somewhat significant risk relative to the market. BTC Health returns are very sensitive to returns on the market. As the market goes up or down, BTC Health is expected to follow. Please check BTC Health's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether BTC Health's current price history will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
BTC Health Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between BTC Health time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 BTC Health Limited price movement. The serial correlation of -0.13 indicates that less than 13.0% of current BTC Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BTC Health Limited lagged returns against current returns
Autocorrelation, which is BTC Health 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 BTC Health's stock expected returns. We can calculate the autocorrelation of BTC Health returns to help us make a trade decision. For example, suppose you find that BTC Health 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 |
BTC Health 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 BTC Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BTC Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BTC Health stock over time.
Current vs Lagged Prices |
| Timeline |
BTC Health Lagged Returns
When evaluating BTC Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BTC Health stock have on its future price. BTC Health 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, BTC Health autocorrelation shows the relationship between BTC Health stock current value and its past values and can show if there is a momentum factor associated with investing in BTC Health Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BTC Stock Analysis
When running BTC Health's price analysis, check to measure BTC Health'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 BTC Health is operating at the current time. Most of BTC Health's value examination focuses on studying past and present price action to predict the probability of BTC Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BTC Health's price. Additionally, you may evaluate how the addition of BTC Health to your portfolios can decrease your overall portfolio volatility.