Baic Motor Stock Market Value
| BMCLF Stock | USD 0.29 0.01 3.33% |
| Symbol | BAIC |
BAIC '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 BAIC's pink sheet 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 BAIC.
| 12/25/2022 |
| 12/14/2024 |
If you would invest 0.00 in BAIC on December 25, 2022 and sell it all today you would earn a total of 0.00 from holding BAIC Motor or generate 0.0% return on investment in BAIC over 720 days. BAIC is related to or competes with First Hydrogen, Guangzhou Automobile, Phoenix, Exor NV, and NFI. BAIC Motor Corporation Limited, together with its subsidiaries, manufactures and sells passenger vehicles in the Peoples... More
BAIC 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 BAIC's pink sheet 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 BAIC Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0472 | |||
| Maximum Drawdown | 56.59 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.45 |
BAIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAIC's standard deviation. In reality, there are many statistical measures that can use BAIC historical prices to predict the future BAIC's volatility.| Risk Adjusted Performance | 0.0564 | |||
| Jensen Alpha | 0.4246 | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.39) |
BAIC Motor Backtested Returns
BAIC appears to be out of control, given 3 months investment horizon. BAIC Motor secures Sharpe Ratio (or Efficiency) of 0.0668, which signifies that the company had a 0.0668% return per unit of return volatility over the last 3 months. We have found twenty-one technical indicators for BAIC Motor, which you can use to evaluate the volatility of the entity. Please makes use of BAIC's Variance of 28.99, mean deviation of 1.59, and Standard Deviation of 5.38 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BAIC holds a performance score of 5. The firm shows a Beta (market volatility) of -0.89, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning BAIC are expected to decrease slowly. On the other hand, during market turmoil, BAIC is expected to outperform it slightly. Please check BAIC's information ratio, kurtosis, period momentum indicator, as well as the relationship between the treynor ratio and day median price , to make a quick decision on whether BAIC's price patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
BAIC Motor has modest predictability. Overlapping area represents the amount of predictability between BAIC time series from 25th of December 2022 to 20th of December 2023 and 20th of December 2023 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 BAIC Motor price movement. The serial correlation of 0.51 indicates that about 51.0% of current BAIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BAIC Motor lagged returns against current returns
Autocorrelation, which is BAIC pink sheet'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 BAIC's pink sheet expected returns. We can calculate the autocorrelation of BAIC returns to help us make a trade decision. For example, suppose you find that BAIC has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
BAIC 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 BAIC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAIC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAIC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BAIC Lagged Returns
When evaluating BAIC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAIC pink sheet have on its future price. BAIC 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, BAIC autocorrelation shows the relationship between BAIC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BAIC Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BAIC Pink Sheet
BAIC financial ratios help investors to determine whether BAIC Pink Sheet 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 BAIC with respect to the benefits of owning BAIC security.