Bm European Value Stock Market Value
| BMRPF Stock | USD 4.26 0.07 1.62% |
| Symbol | BMRPF |
BM European '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 BM European'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 BM European.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in BM European on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding BM European Value or generate 0.0% return on investment in BM European over 180 days. BM European is related to or competes with Wal Mart, Dollarama, PriceSmart, Dollar General, Wal Mart, Dollar Tree, and BJs Wholesale. BM European Value Retail S.A. operates general merchandise and grocery stores More
BM European 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 BM European'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 BM European Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 20.15 | |||
| Value At Risk | (7.54) | |||
| Potential Upside | 6.13 |
BM European Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BM European's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BM European's standard deviation. In reality, there are many statistical measures that can use BM European historical prices to predict the future BM European's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.97) | |||
| Treynor Ratio | 0.8848 |
BM European Value Backtested Returns
BM European Value retains Efficiency (Sharpe Ratio) of -0.0949, which signifies that the company had a -0.0949% return per unit of price deviation over the last 3 months. BM European exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BM European's Variance of 17.04, information ratio of (0.11), and Market Risk Adjusted Performance of 0.8948 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BM European are expected to decrease at a much lower rate. During the bear market, BM European is likely to outperform the market. At this point, BM European Value has a negative expected return of -0.39%. Please make sure to confirm BM European's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if BM European Value performance from the past will be repeated sooner or later.
Auto-correlation | 0.17 |
Very weak predictability
BM European Value has very weak predictability. Overlapping area represents the amount of predictability between BM European time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 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 BM European Value price movement. The serial correlation of 0.17 indicates that over 17.0% of current BM European price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
BM European Value lagged returns against current returns
Autocorrelation, which is BM European 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 BM European's pink sheet expected returns. We can calculate the autocorrelation of BM European returns to help us make a trade decision. For example, suppose you find that BM European 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 |
BM European 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 BM European pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BM European pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BM European pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BM European Lagged Returns
When evaluating BM European's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BM European pink sheet have on its future price. BM European 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, BM European autocorrelation shows the relationship between BM European pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BM European Value.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BMRPF Pink Sheet
BM European financial ratios help investors to determine whether BMRPF 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 BMRPF with respect to the benefits of owning BM European security.