Bunge Stock Market Value

BG
 Stock
  

USD 88.13  3.74  4.43%   

Bunge's market value is the price at which a share of Bunge stock trades on a public exchange. It measures the collective expectations of Bunge investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Bunge and determine expected loss or profit from investing in Bunge over a given investment horizon. Continue to Bunge Correlation, Bunge Volatility and Bunge Alpha and Beta module to complement your research on Bunge.
Symbol


Is Bunge'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 Bunge. If investors know Bunge 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 Bunge 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 Bunge is measured differently than its book value, which is the value of Bunge that is recorded on the company's balance sheet. Investors also form their own opinion of Bunge's value that differs from its market value or its book value, called intrinsic value, which is Bunge'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 Bunge's market value can be influenced by many factors that don't directly affect Bunge'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 Bunge's value and its price as these two are different measures arrived at by different means. Investors typically determine Bunge value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bunge'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.

Bunge '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 Bunge'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 Bunge.
0.00
09/04/2022
No Change 0.00  0.0 
In 31 days
10/04/2022
0.00
If you would invest  0.00  in Bunge on September 4, 2022 and sell it all today you would earn a total of 0.00 from holding Bunge or generate 0.0% return on investment in Bunge over 30 days. Bunge is related to or competes with Vroom. Bunge Limited operates as an agribusiness and food company worldwide More

Bunge 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 Bunge'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 Bunge upside and downside potential and time the market with a certain degree of confidence.

Bunge Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bunge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bunge's standard deviation. In reality, there are many statistical measures that can use Bunge historical prices to predict the future Bunge's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Bunge'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. Please use the tools below to analyze the current value of Bunge in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
85.7287.6489.56
Details
Intrinsic
Valuation
LowReal ValueHigh
80.3482.2696.46
Details
5 Analysts
Consensus
LowTarget PriceHigh
86.00100.50110.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bunge. Your research has to be compared to or analyzed against Bunge's peers to derive any actionable benefits. When done correctly, Bunge's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Bunge.

Bunge Backtested Returns

We consider Bunge very steady. Bunge secures Sharpe Ratio (or Efficiency) of 0.0304, which signifies that the company had 0.0304% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Bunge, which you can use to evaluate the future volatility of the firm. Please confirm Bunge risk adjusted performance of (0.011985), and Mean Deviation of 1.6 to double-check if the risk estimate we provide is consistent with the expected return of 0.0607%.
Bunge has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.778, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Bunge's beta means in this case. As returns on the market increase, Bunge returns are expected to increase less than the market. However, during the bear market, the loss on holding Bunge will be expected to be smaller as well. Although it is important to respect Bunge historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Bunge technical indicators, you can presently evaluate if the expected return of 0.0607% will be sustainable into the future. Bunge right now shows a risk of 2.0%. Please confirm Bunge maximum drawdown, semi variance, and the relationship between the jensen alpha and potential upside to decide if Bunge will be following its price patterns.

Auto-correlation

    
  0.72  

Good predictability

Bunge has good predictability. Overlapping area represents the amount of predictability between Bunge time series from 4th of September 2022 to 19th of September 2022 and 19th of September 2022 to 4th of October 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bunge price movement. The serial correlation of 0.72 indicates that around 72.0% of current Bunge price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.5
Residual Average0.0
Price Variance12.98

Bunge lagged returns against current returns

Autocorrelation, which is Bunge 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 Bunge's stock expected returns. We can calculate the autocorrelation of Bunge returns to help us make a trade decision. For example, suppose you find that Bunge stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Bunge 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 Bunge stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bunge stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bunge stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Bunge Lagged Returns

When evaluating Bunge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bunge stock have on its future price. Bunge 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, Bunge autocorrelation shows the relationship between Bunge stock current value and its past values and can show if there is a momentum factor associated with investing in Bunge.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Bunge in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Bunge's short interest history, or implied volatility extrapolated from Bunge options trading.

Pair Trading with Bunge

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Bunge position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Bunge will appreciate offsetting losses from the drop in the long position's value.

Moving together with Bunge

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+0.83AAPLApple Inc Fiscal Year End 27th of October 2022 PairCorr
The ability to find closely correlated positions to Bunge could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bunge when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bunge - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bunge to buy it.
The correlation of Bunge is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bunge moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bunge moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Bunge can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Bunge Correlation, Bunge Volatility and Bunge Alpha and Beta module to complement your research on Bunge. Note that the Bunge information on this page should be used as a complementary analysis to other Bunge'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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for Bunge Stock analysis

When running Bunge price analysis, check to measure Bunge'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 Bunge is operating at the current time. Most of Bunge's value examination focuses on studying past and present price action to predict the probability of Bunge's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Bunge's price. Additionally, you may evaluate how the addition of Bunge to your portfolios can decrease your overall portfolio volatility.
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Bunge 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.
A focus of Bunge technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Bunge trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...