Bambuser (Sweden) Market Value
| BUSER Stock | SEK 0.59 0.02 3.51% |
| Symbol | Bambuser |
Bambuser '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 Bambuser'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 Bambuser.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Bambuser on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Bambuser AB or generate 0.0% return on investment in Bambuser over 360 days. Bambuser is related to or competes with G5 Entertainment, Catena Media, Crunchfish, and FormPipe Software. Bambuser AB develops and provides solutions for live streaming in Sweden More
Bambuser 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 Bambuser'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 Bambuser AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 32.63 | |||
| Value At Risk | (8.77) | |||
| Potential Upside | 10.39 |
Bambuser Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bambuser's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bambuser's standard deviation. In reality, there are many statistical measures that can use Bambuser historical prices to predict the future Bambuser's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.69) | |||
| Total Risk Alpha | (1.67) | |||
| Treynor Ratio | 3.26 |
Bambuser AB Backtested Returns
Bambuser AB 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. Bambuser AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bambuser's Standard Deviation of 5.65, risk adjusted performance of (0.09), and Mean Deviation of 3.97 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bambuser are expected to decrease at a much lower rate. During the bear market, Bambuser is likely to outperform the market. At this point, Bambuser AB has a negative expected return of -0.61%. Please make sure to confirm Bambuser's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Bambuser AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.56 |
Modest predictability
Bambuser AB has modest predictability. Overlapping area represents the amount of predictability between Bambuser time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Bambuser AB price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Bambuser price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Bambuser AB lagged returns against current returns
Autocorrelation, which is Bambuser 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 Bambuser's stock expected returns. We can calculate the autocorrelation of Bambuser returns to help us make a trade decision. For example, suppose you find that Bambuser 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 |
Bambuser 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 Bambuser stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bambuser stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bambuser stock over time.
Current vs Lagged Prices |
| Timeline |
Bambuser Lagged Returns
When evaluating Bambuser's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bambuser stock have on its future price. Bambuser 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, Bambuser autocorrelation shows the relationship between Bambuser stock current value and its past values and can show if there is a momentum factor associated with investing in Bambuser AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bambuser Stock Analysis
When running Bambuser's price analysis, check to measure Bambuser'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 Bambuser is operating at the current time. Most of Bambuser's value examination focuses on studying past and present price action to predict the probability of Bambuser's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bambuser's price. Additionally, you may evaluate how the addition of Bambuser to your portfolios can decrease your overall portfolio volatility.