Bluerush Media Group Stock Market Value
| BTV Stock | CAD 0.01 0.00 0.00% |
| Symbol | BLUERUSH |
BLUERUSH Media '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 BLUERUSH Media'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 BLUERUSH Media.
| 12/29/2023 |
| 12/23/2024 |
If you would invest 0.00 in BLUERUSH Media on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding BLUERUSH Media Group or generate 0.0% return on investment in BLUERUSH Media over 360 days. BLUERUSH Media is related to or competes with Avante Logixx, NamSys, Redishred Capital, and Biosyent. BlueRush Inc., through its subsidiary BlueRush Digital Media Corp., provides software as a service based marketing and s... More
BLUERUSH Media 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 BLUERUSH Media'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 BLUERUSH Media Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0599 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) |
BLUERUSH Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BLUERUSH Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BLUERUSH Media's standard deviation. In reality, there are many statistical measures that can use BLUERUSH Media historical prices to predict the future BLUERUSH Media's volatility.| Risk Adjusted Performance | 0.0582 | |||
| Jensen Alpha | 1.6 | |||
| Total Risk Alpha | 0.8118 | |||
| Treynor Ratio | (0.33) |
BLUERUSH Media Group Backtested Returns
BLUERUSH Media appears to be out of control, given 3 months investment horizon. BLUERUSH Media Group secures Sharpe Ratio (or Efficiency) of 0.0377, which signifies that the company had a 0.0377% return per unit of volatility over the last 3 months. By analyzing BLUERUSH Media's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please makes use of BLUERUSH Media's risk adjusted performance of 0.0582, and Mean Deviation of 8.95 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BLUERUSH Media holds a performance score of 2. The firm shows a Beta (market volatility) of -4.5, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning BLUERUSH Media are expected to decrease by larger amounts. On the other hand, during market turmoil, BLUERUSH Media is expected to outperform it. Please check BLUERUSH Media's jensen alpha and kurtosis , to make a quick decision on whether BLUERUSH Media's price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
BLUERUSH Media Group has below average predictability. Overlapping area represents the amount of predictability between BLUERUSH Media time series from 29th of December 2023 to 26th of June 2024 and 26th of June 2024 to 23rd 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 BLUERUSH Media Group price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current BLUERUSH Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BLUERUSH Media Group lagged returns against current returns
Autocorrelation, which is BLUERUSH Media 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 BLUERUSH Media's stock expected returns. We can calculate the autocorrelation of BLUERUSH Media returns to help us make a trade decision. For example, suppose you find that BLUERUSH Media 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 |
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BLUERUSH Media 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 BLUERUSH Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BLUERUSH Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BLUERUSH Media stock over time.
Current vs Lagged Prices |
| Timeline |
BLUERUSH Media Lagged Returns
When evaluating BLUERUSH Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BLUERUSH Media stock have on its future price. BLUERUSH Media 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, BLUERUSH Media autocorrelation shows the relationship between BLUERUSH Media stock current value and its past values and can show if there is a momentum factor associated with investing in BLUERUSH Media Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BLUERUSH Stock Analysis
When running BLUERUSH Media's price analysis, check to measure BLUERUSH Media's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BLUERUSH Media is operating at the current time. Most of BLUERUSH Media's value examination focuses on studying past and present price action to predict the probability of BLUERUSH Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BLUERUSH Media's price. Additionally, you may evaluate how the addition of BLUERUSH Media to your portfolios can decrease your overall portfolio volatility.