Bab Inc Stock Market Value
| BABB Stock | USD 0.87 0.04 4.82% |
| Symbol | BAB |
BAB '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 BAB's otc 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 BAB.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in BAB on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding BAB Inc or generate 0.0% return on investment in BAB over 30 days. BAB is related to or competes with Artisan Consumer, Avi, A2 Milk, Aryzta AG, and A2 Milk. BAB, Inc. franchises and licenses bagel and muffin retail units under the Big Apple Bagels , My Favorite Muffin , and Sw... More
BAB 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 BAB's otc 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 BAB Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.55 | |||
| Information Ratio | 0.042 | |||
| Maximum Drawdown | 16.03 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 5.26 |
BAB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAB's standard deviation. In reality, there are many statistical measures that can use BAB historical prices to predict the future BAB's volatility.| Risk Adjusted Performance | 0.0599 | |||
| Jensen Alpha | 0.2844 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.031 | |||
| Treynor Ratio | (0.39) |
BAB Inc Backtested Returns
BAB appears to be extremely dangerous, given 3 months investment horizon. BAB Inc retains Efficiency (Sharpe Ratio) of 0.0784, which signifies that the company had a 0.0784% return per unit of risk over the last 3 months. We have found thirty technical indicators for BAB, which you can use to evaluate the volatility of the entity. Please makes use of BAB's coefficient of variation of 1391.43, and Market Risk Adjusted Performance of (0.38) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BAB holds a performance score of 6. The firm owns a Beta (Systematic Risk) of -0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BAB are expected to decrease at a much lower rate. During the bear market, BAB is likely to outperform the market. Please check BAB's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether BAB's current price history will revert.
Auto-correlation | 0.31 |
Below average predictability
BAB Inc has below average predictability. Overlapping area represents the amount of predictability between BAB time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 BAB Inc price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current BAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BAB Inc lagged returns against current returns
Autocorrelation, which is BAB otc 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 BAB's otc stock expected returns. We can calculate the autocorrelation of BAB returns to help us make a trade decision. For example, suppose you find that BAB has exhibited high autocorrelation historically, and you observe that the otc 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 |
BAB 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 BAB otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAB otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAB otc stock over time.
Current vs Lagged Prices |
| Timeline |
BAB Lagged Returns
When evaluating BAB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAB otc stock have on its future price. BAB 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, BAB autocorrelation shows the relationship between BAB otc stock current value and its past values and can show if there is a momentum factor associated with investing in BAB Inc.
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.Other Information on Investing in BAB OTC Stock
BAB financial ratios help investors to determine whether BAB OTC Stock 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 BAB with respect to the benefits of owning BAB security.