Bell Food (UK) Market Value
| 0RFX Stock | 263.50 2.00 0.75% |
| Symbol | Bell |
Bell Food '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 Bell Food'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 Bell Food.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Bell Food on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Bell Food Group or generate 0.0% return on investment in Bell Food over 90 days. Bell Food is related to or competes with Hollywood Bowl, Atresmedia, MTI Wireless, Aeorema Communications, Everyman Media, Live Nation, and Centaur Media. More
Bell Food 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 Bell Food'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 Bell Food Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 2.62 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.9398 |
Bell Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bell Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bell Food's standard deviation. In reality, there are many statistical measures that can use Bell Food historical prices to predict the future Bell Food's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (2.57) |
Bell Food Group Backtested Returns
Bell Food Group secures Sharpe Ratio (or Efficiency) of -0.0277, which signifies that the company had a -0.0277% return per unit of risk over the last 3 months. Bell Food Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bell Food's Mean Deviation of 0.3029, standard deviation of 0.4825, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0091, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bell Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bell Food is expected to be smaller as well. At this point, Bell Food Group has a negative expected return of -0.0134%. Please make sure to confirm Bell Food's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Bell Food Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Bell Food Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bell Food time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Bell Food Group price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Bell Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 2.02 |
Bell Food Group lagged returns against current returns
Autocorrelation, which is Bell Food 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 Bell Food's stock expected returns. We can calculate the autocorrelation of Bell Food returns to help us make a trade decision. For example, suppose you find that Bell Food 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 |
Bell Food 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 Bell Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bell Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bell Food stock over time.
Current vs Lagged Prices |
| Timeline |
Bell Food Lagged Returns
When evaluating Bell Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bell Food stock have on its future price. Bell Food 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, Bell Food autocorrelation shows the relationship between Bell Food stock current value and its past values and can show if there is a momentum factor associated with investing in Bell Food Group.
Regressed Prices |
| Timeline |
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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 Bell Stock Analysis
When running Bell Food's price analysis, check to measure Bell Food'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 Bell Food is operating at the current time. Most of Bell Food's value examination focuses on studying past and present price action to predict the probability of Bell Food's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bell Food's price. Additionally, you may evaluate how the addition of Bell Food to your portfolios can decrease your overall portfolio volatility.