Bounce Mobile Systems Stock Market Value
| BNCM Stock | USD 0.03 0 13.64% |
| Symbol | Bounce |
Bounce Mobile '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 Bounce Mobile'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 Bounce Mobile.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Bounce Mobile on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Bounce Mobile Systems or generate 0.0% return on investment in Bounce Mobile over 60 days. Bounce Mobile is related to or competes with Guardian Capital, and Princeton Capital. Bounce Mobile Systems, Inc. operates as an asset management company More
Bounce Mobile 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 Bounce Mobile'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 Bounce Mobile Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.13 | |||
| Information Ratio | 0.1184 | |||
| Maximum Drawdown | 129.82 | |||
| Value At Risk | (32.03) | |||
| Potential Upside | 42.58 |
Bounce Mobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bounce Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bounce Mobile's standard deviation. In reality, there are many statistical measures that can use Bounce Mobile historical prices to predict the future Bounce Mobile's volatility.| Risk Adjusted Performance | 0.1046 | |||
| Jensen Alpha | 2.67 | |||
| Total Risk Alpha | (0.61) | |||
| Sortino Ratio | 0.1472 | |||
| Treynor Ratio | 2.94 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bounce Mobile's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bounce Mobile Systems Backtested Returns
Bounce Mobile is out of control given 3 months investment horizon. Bounce Mobile Systems secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.41% are justified by taking the suggested risk. Use Bounce Mobile Risk Adjusted Performance of 0.1046, mean deviation of 15.67, and Downside Deviation of 18.13 to evaluate company specific risk that cannot be diversified away. Bounce Mobile holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.95, which signifies possible diversification benefits within a given portfolio. Bounce Mobile returns are very sensitive to returns on the market. As the market goes up or down, Bounce Mobile is expected to follow. Use Bounce Mobile maximum drawdown and the relationship between the semi variance and price action indicator , to analyze future returns on Bounce Mobile.
Auto-correlation | -0.34 |
Poor reverse predictability
Bounce Mobile Systems has poor reverse predictability. Overlapping area represents the amount of predictability between Bounce Mobile time series from 29th of September 2024 to 29th of October 2024 and 29th of October 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 Bounce Mobile Systems price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Bounce Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bounce Mobile Systems lagged returns against current returns
Autocorrelation, which is Bounce Mobile 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 Bounce Mobile's pink sheet expected returns. We can calculate the autocorrelation of Bounce Mobile returns to help us make a trade decision. For example, suppose you find that Bounce Mobile 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 |
Bounce Mobile 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 Bounce Mobile pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bounce Mobile pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bounce Mobile pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bounce Mobile Lagged Returns
When evaluating Bounce Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bounce Mobile pink sheet have on its future price. Bounce Mobile 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, Bounce Mobile autocorrelation shows the relationship between Bounce Mobile pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bounce Mobile Systems.
Regressed Prices |
| Timeline |
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Bounce Mobile financial ratios help investors to determine whether Bounce 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 Bounce with respect to the benefits of owning Bounce Mobile security.