BlackWall Property (Australia) Market Value
| BWF Stock | 0.43 0.02 4.88% |
| Symbol | BlackWall |
BlackWall Property '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 BlackWall Property'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 BlackWall Property.
| 01/04/2023 |
| 12/24/2024 |
If you would invest 0.00 in BlackWall Property on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding BlackWall Property Funds or generate 0.0% return on investment in BlackWall Property over 720 days. BlackWall Property is related to or competes with Aneka Tambang, Macquarie, Macquarie Group, Challenger, BHP Group, Block, and Rio Tinto. BlackWall Property is entity of Australia More
BlackWall Property 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 BlackWall Property'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 BlackWall Property Funds upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 18.64 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 7.32 |
BlackWall Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BlackWall Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BlackWall Property's standard deviation. In reality, there are many statistical measures that can use BlackWall Property historical prices to predict the future BlackWall Property's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.30) |
BlackWall Property Funds Backtested Returns
Currently, BlackWall Property Funds is out of control. BlackWall Property Funds secures Sharpe Ratio (or Efficiency) of 7.0E-4, which signifies that the company had a 7.0E-4% return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for BlackWall Property Funds, which you can use to evaluate the volatility of the firm. Please confirm BlackWall Property's mean deviation of 2.66, and Risk Adjusted Performance of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 0.0026%. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BlackWall Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding BlackWall Property is expected to be smaller as well. BlackWall Property Funds right now shows a risk of 3.88%. Please confirm BlackWall Property Funds coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if BlackWall Property Funds will be following its price patterns.
Auto-correlation | 0.25 |
Poor predictability
BlackWall Property Funds has poor predictability. Overlapping area represents the amount of predictability between BlackWall Property time series from 4th of January 2023 to 30th of December 2023 and 30th of December 2023 to 24th 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 BlackWall Property Funds price movement. The serial correlation of 0.25 indicates that over 25.0% of current BlackWall Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BlackWall Property Funds lagged returns against current returns
Autocorrelation, which is BlackWall Property 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 BlackWall Property's stock expected returns. We can calculate the autocorrelation of BlackWall Property returns to help us make a trade decision. For example, suppose you find that BlackWall Property 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 |
BlackWall Property 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 BlackWall Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BlackWall Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BlackWall Property stock over time.
Current vs Lagged Prices |
| Timeline |
BlackWall Property Lagged Returns
When evaluating BlackWall Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BlackWall Property stock have on its future price. BlackWall Property 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, BlackWall Property autocorrelation shows the relationship between BlackWall Property stock current value and its past values and can show if there is a momentum factor associated with investing in BlackWall Property Funds.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BlackWall Stock Analysis
When running BlackWall Property's price analysis, check to measure BlackWall Property'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 BlackWall Property is operating at the current time. Most of BlackWall Property's value examination focuses on studying past and present price action to predict the probability of BlackWall Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BlackWall Property's price. Additionally, you may evaluate how the addition of BlackWall Property to your portfolios can decrease your overall portfolio volatility.