Bentley Stock Market Value

BSY
 Stock
  

USD 40.73  0.32  0.78%   

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


Is Bentley Systems' 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 Bentley Systems. If investors know Bentley 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 Bentley Systems listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.013
Market Capitalization
11.8 B
Quarterly Revenue Growth YOY
0.24
Return On Assets
0.0334
Return On Equity
0.23
The market value of Bentley Systems Inco is measured differently than its book value, which is the value of Bentley that is recorded on the company's balance sheet. Investors also form their own opinion of Bentley Systems' value that differs from its market value or its book value, called intrinsic value, which is Bentley Systems' 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 Bentley Systems' market value can be influenced by many factors that don't directly affect Bentley Systems' 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 Bentley Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine Bentley Systems value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bentley Systems' 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.

Bentley Systems '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 Bentley Systems' 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 Bentley Systems.
0.00
06/09/2022
No Change 0.00  0.0 
In 2 months and 2 days
08/08/2022
0.00
If you would invest  0.00  in Bentley Systems on June 9, 2022 and sell it all today you would earn a total of 0.00 from holding Bentley Systems Incorporated or generate 0.0% return on investment in Bentley Systems over 60 days. Bentley Systems is related to or competes with La Z. Bentley Systems, Incorporated, together with its subsidiaries, provides infrastructure engineering software solutions in...More

Bentley Systems 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 Bentley Systems' 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 Bentley Systems Incorporated upside and downside potential and time the market with a certain degree of confidence.

Bentley Systems Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bentley Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bentley Systems' standard deviation. In reality, there are many statistical measures that can use Bentley Systems historical prices to predict the future Bentley Systems' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Bentley Systems' 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 Bentley Systems in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
36.9940.5344.07
Details
Intrinsic
Valuation
LowReal ValueHigh
36.6648.3851.92
Details
Naive
Forecast
LowNext ValueHigh
38.4842.0245.56
Details
3 Analysts
Consensus
LowTarget PriceHigh
49.0065.2572.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bentley Systems. Your research has to be compared to or analyzed against Bentley Systems' peers to derive any actionable benefits. When done correctly, Bentley Systems' 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 Bentley Systems Inco.

Bentley Systems Inco Backtested Returns

Bentley Systems appears to be very steady, given 3 months investment horizon. Bentley Systems Inco secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had 0.14% 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 Bentley Systems Incorporated, which you can use to evaluate the future volatility of the firm. Please makes use of Bentley Systems' Downside Deviation of 4.14, risk adjusted performance of 0.027, and Mean Deviation of 2.92 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Bentley Systems holds a performance score of 10. The firm shows a Beta (market volatility) of 1.556, which signifies a somewhat significant risk relative to the market. Let's try to break down what Bentley's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bentley Systems will likely underperform. Although it is vital to follow Bentley Systems Inco historical returns, it is good to be conservative about what you can do with the information regarding equity 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 Bentley Systems Inco technical indicators, you can presently evaluate if the expected return of 0.49% will be sustainable into the future. Please makes use of Bentley Systems Inco coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and skewness to make a quick decision on whether Bentley Systems price patterns will revert.

Auto-correlation

    
  0.73  

Good predictability

Bentley Systems Incorporated has good predictability. Overlapping area represents the amount of predictability between Bentley Systems time series from 9th of June 2022 to 9th of July 2022 and 9th of July 2022 to 8th of August 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 Bentley Systems Inco price movement. The serial correlation of 0.73 indicates that around 73.0% of current Bentley Systems price fluctuation can be explain by its past prices.
Correlation Coefficient0.73
Spearman Rank Test0.65
Residual Average0.0
Price Variance6.81

Bentley Systems Inco lagged returns against current returns

Autocorrelation, which is Bentley Systems 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 Bentley Systems' stock expected returns. We can calculate the autocorrelation of Bentley Systems returns to help us make a trade decision. For example, suppose you find that Bentley Systems 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  

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

Bentley Systems Lagged Returns

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

Bentley Systems Investors Sentiment

The influence of Bentley Systems' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Bentley. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Bentley Systems Implied Volatility

    
  72.47  
Bentley Systems' implied volatility exposes the market's sentiment of Bentley Systems Incorporated stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Bentley Systems' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Bentley Systems stock will not fluctuate a lot when Bentley Systems' options are near their expiration.
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 Bentley Systems 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, Bentley Systems' short interest history, or implied volatility extrapolated from Bentley Systems options trading.

Pair Trading with Bentley Systems

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 Bentley Systems 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 Bentley Systems will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Bentley Systems could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bentley Systems 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 Bentley Systems - 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 Bentley Systems Incorporated to buy it.
The correlation of Bentley Systems 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 Bentley Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bentley Systems Inco 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 Bentley Systems 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 Bentley Systems Hype Analysis, Bentley Systems Correlation, Bentley Systems Valuation, Bentley Systems Volatility, as well as analyze Bentley Systems Alpha and Beta and Bentley Systems Performance. Note that the Bentley Systems Inco information on this page should be used as a complementary analysis to other Bentley Systems' 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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

Complementary Tools for Bentley Stock analysis

When running Bentley Systems Inco price analysis, check to measure Bentley Systems' 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 Bentley Systems is operating at the current time. Most of Bentley Systems' value examination focuses on studying past and present price action to predict the probability of Bentley Systems' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Bentley Systems' price. Additionally, you may evaluate how the addition of Bentley Systems to your portfolios can decrease your overall portfolio volatility.
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Bentley Systems 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 Bentley Systems technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Bentley Systems 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...