BLANTYRE HOTELS's market value is the price at which a share of BLANTYRE HOTELS trades on a public exchange. It measures the collective expectations of BLANTYRE HOTELS LIMITED investors about its performance. BLANTYRE HOTELS is trading at 14.55 as of the 14th of December 2024, a No Change since the beginning of the trading day. The stock's lowest day price was 14.55. With this module, you can estimate the performance of a buy and hold strategy of BLANTYRE HOTELS LIMITED and determine expected loss or profit from investing in BLANTYRE HOTELS over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.
Symbol
BLANTYRE
BLANTYRE HOTELS '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 BLANTYRE HOTELS'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 BLANTYRE HOTELS.
0.00
09/15/2024
No Change 0.00
0.0
In 3 months and 1 day
12/14/2024
0.00
If you would invest 0.00 in BLANTYRE HOTELS on September 15, 2024 and sell it all today you would earn a total of 0.00 from holding BLANTYRE HOTELS LIMITED or generate 0.0% return on investment in BLANTYRE HOTELS over 90 days.
BLANTYRE HOTELS 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 BLANTYRE HOTELS'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 BLANTYRE HOTELS LIMITED upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BLANTYRE HOTELS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BLANTYRE HOTELS's standard deviation. In reality, there are many statistical measures that can use BLANTYRE HOTELS historical prices to predict the future BLANTYRE HOTELS's volatility.
At this point, BLANTYRE HOTELS is very steady. BLANTYRE HOTELS retains Efficiency (Sharpe Ratio) of 0.21, which signifies that the company had a 0.21% return per unit of risk over the last 3 months. We have found seventeen technical indicators for BLANTYRE HOTELS, which you can use to evaluate the volatility of the firm. Please confirm BLANTYRE HOTELS's variance of 0.6438, and Market Risk Adjusted Performance of 0.3518 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. BLANTYRE HOTELS has a performance score of 16 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BLANTYRE HOTELS's returns are expected to increase less than the market. However, during the bear market, the loss of holding BLANTYRE HOTELS is expected to be smaller as well. BLANTYRE HOTELS at this time owns a risk of 0.81%. Please confirm BLANTYRE HOTELS LIMITED mean deviation, information ratio, skewness, as well as the relationship between the standard deviation and maximum drawdown , to decide if BLANTYRE HOTELS LIMITED will be following its current price history.
Auto-correlation
0.46
Average predictability
BLANTYRE HOTELS LIMITED has average predictability. Overlapping area represents the amount of predictability between BLANTYRE HOTELS time series from 15th of September 2024 to 30th of October 2024 and 30th of October 2024 to 14th 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 BLANTYRE HOTELS price movement. The serial correlation of 0.46 indicates that about 46.0% of current BLANTYRE HOTELS price fluctuation can be explain by its past prices.
Correlation Coefficient
0.46
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.02
BLANTYRE HOTELS lagged returns against current returns
Autocorrelation, which is BLANTYRE HOTELS 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 BLANTYRE HOTELS's stock expected returns. We can calculate the autocorrelation of BLANTYRE HOTELS returns to help us make a trade decision. For example, suppose you find that BLANTYRE HOTELS 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
BLANTYRE HOTELS 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 BLANTYRE HOTELS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BLANTYRE HOTELS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BLANTYRE HOTELS stock over time.
Current vs Lagged Prices
Timeline
BLANTYRE HOTELS Lagged Returns
When evaluating BLANTYRE HOTELS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BLANTYRE HOTELS stock have on its future price. BLANTYRE HOTELS 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, BLANTYRE HOTELS autocorrelation shows the relationship between BLANTYRE HOTELS stock current value and its past values and can show if there is a momentum factor associated with investing in BLANTYRE HOTELS LIMITED.
Regressed Prices
Timeline
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