Bravura Solutions (Australia) Market Value
| BVS Stock | 2.08 0.05 2.35% |
| Symbol | Bravura |
Bravura Solutions '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 Bravura Solutions' 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 Bravura Solutions.
| 10/22/2024 |
| 12/21/2024 |
If you would invest 0.00 in Bravura Solutions on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Bravura Solutions or generate 0.0% return on investment in Bravura Solutions over 60 days. Bravura Solutions is related to or competes with Audio Pixels, Iodm, Regis Healthcare, and Recce. Bravura Solutions is entity of Australia More
Bravura Solutions 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 Bravura Solutions' 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 Bravura Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.2061 | |||
| Maximum Drawdown | 23.18 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 5.73 |
Bravura Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bravura Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bravura Solutions' standard deviation. In reality, there are many statistical measures that can use Bravura Solutions historical prices to predict the future Bravura Solutions' volatility.| Risk Adjusted Performance | 0.1785 | |||
| Jensen Alpha | 0.7065 | |||
| Total Risk Alpha | 0.6276 | |||
| Sortino Ratio | 0.3717 | |||
| Treynor Ratio | 0.987 |
Bravura Solutions Backtested Returns
Bravura Solutions appears to be risky, given 3 months investment horizon. Bravura Solutions secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of standard deviation over the last 3 months. By analyzing Bravura Solutions' technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please makes use of Bravura Solutions' risk adjusted performance of 0.1785, and Mean Deviation of 2.07 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bravura Solutions holds a performance score of 16. The firm shows a Beta (market volatility) of 0.73, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bravura Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding Bravura Solutions is expected to be smaller as well. Please check Bravura Solutions' 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 Bravura Solutions' price patterns will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
Bravura Solutions has weak reverse predictability. Overlapping area represents the amount of predictability between Bravura Solutions time series from 22nd of October 2024 to 21st of November 2024 and 21st of November 2024 to 21st of December 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 Bravura Solutions price movement. The serial correlation of -0.21 indicates that over 21.0% of current Bravura Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Bravura Solutions lagged returns against current returns
Autocorrelation, which is Bravura Solutions 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 Bravura Solutions' stock expected returns. We can calculate the autocorrelation of Bravura Solutions returns to help us make a trade decision. For example, suppose you find that Bravura Solutions 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 |
Bravura Solutions 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 Bravura Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bravura Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bravura Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Bravura Solutions Lagged Returns
When evaluating Bravura Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bravura Solutions stock have on its future price. Bravura Solutions 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, Bravura Solutions autocorrelation shows the relationship between Bravura Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Bravura Solutions.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bravura Stock Analysis
When running Bravura Solutions' price analysis, check to measure Bravura Solutions' 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 Bravura Solutions is operating at the current time. Most of Bravura Solutions' value examination focuses on studying past and present price action to predict the probability of Bravura Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bravura Solutions' price. Additionally, you may evaluate how the addition of Bravura Solutions to your portfolios can decrease your overall portfolio volatility.