Bcp Investment Corp Stock Market Value
| BCIC Stock | 13.03 0.13 1.01% |
| Symbol | BCP |
BCP Investment Corp Price To Book Ratio
Is Asset Management space 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 BCP Investment. If investors know BCP 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 BCP Investment 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 BCP Investment Corp is measured differently than its book value, which is the value of BCP that is recorded on the company's balance sheet. Investors also form their own opinion of BCP Investment's value that differs from its market value or its book value, called intrinsic value, which is BCP Investment'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 BCP Investment's market value can be influenced by many factors that don't directly affect BCP Investment'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 BCP Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if BCP Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BCP Investment'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.
BCP Investment '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 BCP Investment'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 BCP Investment.
| 09/01/2025 |
| 11/30/2025 |
If you would invest 0.00 in BCP Investment on September 1, 2025 and sell it all today you would earn a total of 0.00 from holding BCP Investment Corp or generate 0.0% return on investment in BCP Investment over 90 days. BCP Investment is related to or competes with BlackRock, Brookfield Asset, Bank of New York, Apollo Global, Investor, Investor, and Ares Management. BCP Investment is entity of United States More
BCP Investment 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 BCP Investment'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 BCP Investment Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0758 | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.38 |
BCP Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BCP Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BCP Investment's standard deviation. In reality, there are many statistical measures that can use BCP Investment historical prices to predict the future BCP Investment's volatility.| Risk Adjusted Performance | 0.0907 | |||
| Jensen Alpha | 0.1322 | |||
| Total Risk Alpha | 0.0396 | |||
| Sortino Ratio | 0.0715 | |||
| Treynor Ratio | 0.2642 |
BCP Investment Corp Backtested Returns
At this point, BCP Investment is very steady. BCP Investment Corp 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 BCP Investment Corp, which you can use to evaluate the volatility of the entity. Please confirm BCP Investment's Mean Deviation of 1.11, semi deviation of 1.37, and Coefficient Of Variation of 798.36 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. BCP Investment has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BCP Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding BCP Investment is expected to be smaller as well. BCP Investment Corp at this time shows a risk of 1.48%. Please confirm BCP Investment Corp maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if BCP Investment Corp will be following its price patterns.
Auto-correlation | -0.86 |
Excellent reverse predictability
BCP Investment Corp has excellent reverse predictability. Overlapping area represents the amount of predictability between BCP Investment time series from 1st of September 2025 to 16th of October 2025 and 16th of October 2025 to 30th of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BCP Investment Corp price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current BCP Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
BCP Investment Corp lagged returns against current returns
Autocorrelation, which is BCP Investment 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 BCP Investment's stock expected returns. We can calculate the autocorrelation of BCP Investment returns to help us make a trade decision. For example, suppose you find that BCP Investment 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 |
BCP Investment 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 BCP Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BCP Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BCP Investment stock over time.
Current vs Lagged Prices |
| Timeline |
BCP Investment Lagged Returns
When evaluating BCP Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BCP Investment stock have on its future price. BCP Investment 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, BCP Investment autocorrelation shows the relationship between BCP Investment stock current value and its past values and can show if there is a momentum factor associated with investing in BCP Investment Corp.
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 BCP Investment Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BCP Investment'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 Bcp Investment Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bcp Investment Corp Stock:Check out BCP Investment Correlation, BCP Investment Volatility and BCP Investment Alpha and Beta module to complement your research on BCP Investment. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
BCP Investment 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.