Badger Infrastructure Solutions Stock Market Value
| BDGI Stock | 36.43 0.05 0.14% |
| Symbol | Badger |
Badger Infrastructure Price To Book Ratio
Badger Infrastructure '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 Badger Infrastructure'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 Badger Infrastructure.
| 11/06/2023 |
| 12/30/2024 |
If you would invest 0.00 in Badger Infrastructure on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding Badger Infrastructure Solutions or generate 0.0% return on investment in Badger Infrastructure over 420 days. Badger Infrastructure is related to or competes with Boyd Group, Ritchie Bros, Altus Group, and Colliers International. Badger Infrastructure is entity of Canada More
Badger Infrastructure 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 Badger Infrastructure'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 Badger Infrastructure Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.55 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.96 |
Badger Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Badger Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Badger Infrastructure's standard deviation. In reality, there are many statistical measures that can use Badger Infrastructure historical prices to predict the future Badger Infrastructure's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.1582 |
Badger Infrastructure Backtested Returns
Badger Infrastructure secures Sharpe Ratio (or Efficiency) of -0.0197, which signifies that the company had a -0.0197% return per unit of standard deviation over the last 3 months. Badger Infrastructure Solutions exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Badger Infrastructure's mean deviation of 1.37, and Risk Adjusted Performance of (0.01) 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, returns on owning Badger Infrastructure are expected to decrease at a much lower rate. During the bear market, Badger Infrastructure is likely to outperform the market. At this point, Badger Infrastructure has a negative expected return of -0.0428%. Please make sure to confirm Badger Infrastructure's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Badger Infrastructure performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Badger Infrastructure Solutions has insignificant reverse predictability. Overlapping area represents the amount of predictability between Badger Infrastructure time series from 6th of November 2023 to 3rd of June 2024 and 3rd of June 2024 to 30th 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 Badger Infrastructure price movement. The serial correlation of -0.18 indicates that over 18.0% of current Badger Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 3.52 |
Badger Infrastructure lagged returns against current returns
Autocorrelation, which is Badger Infrastructure 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 Badger Infrastructure's stock expected returns. We can calculate the autocorrelation of Badger Infrastructure returns to help us make a trade decision. For example, suppose you find that Badger Infrastructure 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 |
Badger Infrastructure 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 Badger Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Badger Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Badger Infrastructure stock over time.
Current vs Lagged Prices |
| Timeline |
Badger Infrastructure Lagged Returns
When evaluating Badger Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Badger Infrastructure stock have on its future price. Badger Infrastructure 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, Badger Infrastructure autocorrelation shows the relationship between Badger Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in Badger Infrastructure Solutions.
Regressed Prices |
| Timeline |
Pair Trading with Badger Infrastructure
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Badger Infrastructure position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Badger Infrastructure will appreciate offsetting losses from the drop in the long position's value.Moving against Badger Stock
| 0.68 | NOA | North American Const | PairCorr |
| 0.51 | ERE-UN | European Residential Real | PairCorr |
| 0.44 | VLE | Valeura Energy | PairCorr |
| 0.43 | SEC | Senvest Capital | PairCorr |
| 0.42 | QNC | Quantum Numbers | PairCorr |
The ability to find closely correlated positions to Badger Infrastructure could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Badger Infrastructure when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Badger Infrastructure - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Badger Infrastructure Solutions to buy it.
The correlation of Badger Infrastructure is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Badger Infrastructure moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Badger Infrastructure moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Badger Infrastructure can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Badger Stock
Badger Infrastructure financial ratios help investors to determine whether Badger 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 Badger with respect to the benefits of owning Badger Infrastructure security.