Barings Bdc Stock Market Value
| BBDC Stock | USD 9.80 0.09 0.91% |
| Symbol | Barings |
Is Barings BDC's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Barings BDC. If investors know Barings will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Barings BDC listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Barings BDC is measured differently than its book value, which is the value of Barings that is recorded on the company's balance sheet. Investors also form their own opinion of Barings BDC's value that differs from its market value or its book value, called intrinsic value, which is Barings BDC's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Barings BDC's market value can be influenced by many factors that don't directly affect Barings BDC's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Barings BDC's value and its price as these two are different measures arrived at by different means. Investors typically determine if Barings BDC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Barings BDC's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Barings BDC '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 Barings BDC'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 Barings BDC.
| 02/22/2024 |
| 05/22/2024 |
If you would invest 0.00 in Barings BDC on February 22, 2024 and sell it all today you would earn a total of 0.00 from holding Barings BDC or generate 0.0% return on investment in Barings BDC over 90 days. Barings BDC is related to or competes with Runway Growth, OneMain Holdings, Navient Corp, Oaktree Specialty, Ally Financial, Green Dot, and Federal Agricultural. Barings BDC, Inc. is a publicly traded, externally managed investment company that has elected to be treated as a busine... More
Barings BDC 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 Barings BDC'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 Barings BDC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.0577 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.69 |
Barings BDC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barings BDC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barings BDC's standard deviation. In reality, there are many statistical measures that can use Barings BDC historical prices to predict the future Barings BDC's volatility.| Risk Adjusted Performance | 0.0739 | |||
| Jensen Alpha | 0.0839 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0591 | |||
| Treynor Ratio | 0.1669 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Barings BDC'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.
Barings BDC Backtested Returns
We consider Barings BDC not too volatile. Barings BDC secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Barings BDC, which you can use to evaluate the volatility of the firm. Please confirm Barings BDC's Risk Adjusted Performance of 0.0739, mean deviation of 0.9579, and Downside Deviation of 1.24 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Barings BDC has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.85, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Barings BDC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barings BDC is expected to be smaller as well. Barings BDC right now shows a risk of 1.27%. Please confirm Barings BDC value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Barings BDC will be following its price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Barings BDC has modest reverse predictability. Overlapping area represents the amount of predictability between Barings BDC time series from 22nd of February 2024 to 7th of April 2024 and 7th of April 2024 to 22nd of May 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 Barings BDC price movement. The serial correlation of -0.5 indicates that about 50.0% of current Barings BDC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Barings BDC lagged returns against current returns
Autocorrelation, which is Barings BDC 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 Barings BDC's stock expected returns. We can calculate the autocorrelation of Barings BDC returns to help us make a trade decision. For example, suppose you find that Barings BDC 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 |
Barings BDC 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 Barings BDC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barings BDC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barings BDC stock over time.
Current vs Lagged Prices |
| Timeline |
Barings BDC Lagged Returns
When evaluating Barings BDC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barings BDC stock have on its future price. Barings BDC 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, Barings BDC autocorrelation shows the relationship between Barings BDC stock current value and its past values and can show if there is a momentum factor associated with investing in Barings BDC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Barings BDC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Barings BDC's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Barings Bdc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Barings Bdc Stock:Check out Barings BDC Correlation, Barings BDC Volatility and Barings BDC Alpha and Beta module to complement your research on Barings BDC. For information on how to trade Barings Stock refer to our How to Trade Barings Stock guide.Note that the Barings BDC information on this page should be used as a complementary analysis to other Barings BDC's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Barings Stock analysis
When running Barings BDC's price analysis, check to measure Barings BDC'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 Barings BDC is operating at the current time. Most of Barings BDC's value examination focuses on studying past and present price action to predict the probability of Barings BDC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Barings BDC's price. Additionally, you may evaluate how the addition of Barings BDC to your portfolios can decrease your overall portfolio volatility.
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |
Barings BDC technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.