Bravura Solutions Limited Stock Market Value
| BVSFF Stock | USD 2.09 0.00 0.00% |
| Symbol | Bravura |
Bravura Solutions '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 Bravura Solutions' pink sheet 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 Bravura Solutions.
| 09/06/2025 |
| 12/05/2025 |
If you would invest 0.00 in Bravura Solutions on September 6, 2025 and sell it all today you would earn a total of 0.00 from holding Bravura Solutions Limited or generate 0.0% return on investment in Bravura Solutions over 90 days. Bravura Solutions is related to or competes with TFS Financial, Angel Oak, Chiba Bank, Exchange Bankshares, Arrow Financial, and Quipt Home. Bravura Solutions Limited engages in the development, licensing, and maintenance of administration and management softwa... More
Bravura Solutions 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 Bravura Solutions' pink sheet 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 Bravura Solutions Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.158 | |||
| Maximum Drawdown | 66.38 | |||
| Potential Upside | 2.96 |
Bravura Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bravura Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bravura Solutions' standard deviation. In reality, there are many statistical measures that can use Bravura Solutions historical prices to predict the future Bravura Solutions' volatility.| Risk Adjusted Performance | 0.126 | |||
| Jensen Alpha | 1.42 | |||
| Total Risk Alpha | 0.483 | |||
| Treynor Ratio | (15.79) |
Bravura Solutions Backtested Returns
Bravura Solutions is extremely dangerous given 3 months investment horizon. Bravura Solutions secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for seventeen different technical indicators, which can help you to evaluate if expected returns of 1.47% are justified by taking the suggested risk. Use Bravura Solutions risk adjusted performance of 0.126, and Mean Deviation of 2.65 to evaluate company specific risk that cannot be diversified away. Bravura Solutions holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.0895, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bravura Solutions are expected to decrease at a much lower rate. During the bear market, Bravura Solutions is likely to outperform the market. Use Bravura Solutions standard deviation, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Bravura Solutions.
Auto-correlation | 0.00 |
No correlation between past and present
Bravura Solutions Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Bravura Solutions time series from 6th of September 2025 to 21st of October 2025 and 21st of October 2025 to 5th 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 Bravura Solutions price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bravura Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bravura Solutions lagged returns against current returns
Autocorrelation, which is Bravura Solutions pink sheet'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 Bravura Solutions' pink sheet expected returns. We can calculate the autocorrelation of Bravura Solutions returns to help us make a trade decision. For example, suppose you find that Bravura Solutions has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Bravura Solutions 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 Bravura Solutions pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bravura Solutions pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bravura Solutions pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bravura Solutions Lagged Returns
When evaluating Bravura Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bravura Solutions pink sheet have on its future price. Bravura Solutions 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, Bravura Solutions autocorrelation shows the relationship between Bravura Solutions pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bravura Solutions Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bravura Pink Sheet
Bravura Solutions financial ratios help investors to determine whether Bravura Pink Sheet 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 Bravura with respect to the benefits of owning Bravura Solutions security.