Beacon Rise (UK) Market Value
| BRS Stock | 160.00 0.00 0.00% |
| Symbol | Beacon |
Beacon Rise '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 Beacon Rise'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 Beacon Rise.
| 09/09/2025 |
| 12/08/2025 |
If you would invest 0.00 in Beacon Rise on September 9, 2025 and sell it all today you would earn a total of 0.00 from holding Beacon Rise Holdings or generate 0.0% return on investment in Beacon Rise over 90 days. Beacon Rise is related to or competes with Games Workshop, Hochschild Mining, Travel Leisure, Broadridge Financial, Gaztransport, JD Sports, and Trainline Plc. Beacon Rise is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Beacon Rise 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 Beacon Rise'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 Beacon Rise Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1032 | |||
| Maximum Drawdown | 181.67 |
Beacon Rise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beacon Rise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beacon Rise's standard deviation. In reality, there are many statistical measures that can use Beacon Rise historical prices to predict the future Beacon Rise's volatility.| Risk Adjusted Performance | 0.0834 | |||
| Jensen Alpha | 2.09 | |||
| Total Risk Alpha | 0.1635 | |||
| Treynor Ratio | 1.33 |
Beacon Rise Holdings Backtested Returns
Beacon Rise is not too volatile given 3 months investment horizon. Beacon Rise Holdings secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for sixteen different technical indicators, which can help you to evaluate if expected returns of 2.28% are justified by taking the suggested risk. Use Beacon Rise risk adjusted performance of 0.0834, and Mean Deviation of 4.98 to evaluate company specific risk that cannot be diversified away. Beacon Rise holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.65, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Beacon Rise will likely underperform. Use Beacon Rise information ratio, and the relationship between the coefficient of variation and skewness , to analyze future returns on Beacon Rise.
Auto-correlation | 0.00 |
No correlation between past and present
Beacon Rise Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Beacon Rise time series from 9th of September 2025 to 24th of October 2025 and 24th of October 2025 to 8th of December 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 Beacon Rise Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Beacon Rise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Beacon Rise Holdings lagged returns against current returns
Autocorrelation, which is Beacon Rise 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 Beacon Rise's stock expected returns. We can calculate the autocorrelation of Beacon Rise returns to help us make a trade decision. For example, suppose you find that Beacon Rise 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 |
Beacon Rise 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 Beacon Rise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beacon Rise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beacon Rise stock over time.
Current vs Lagged Prices |
| Timeline |
Beacon Rise Lagged Returns
When evaluating Beacon Rise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beacon Rise stock have on its future price. Beacon Rise 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, Beacon Rise autocorrelation shows the relationship between Beacon Rise stock current value and its past values and can show if there is a momentum factor associated with investing in Beacon Rise Holdings.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Beacon Stock
Beacon Rise financial ratios help investors to determine whether Beacon Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Beacon with respect to the benefits of owning Beacon Rise security.