Bank Polska Kasa Stock Beta
| PEO Stock | 139.35 0.20 0.14% |
Bank Polska Kasa fundamentals help investors to digest information that contributes to Bank Polska's financial success or failures. It also enables traders to predict the movement of Bank Stock. The fundamental analysis module provides a way to measure Bank Polska's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Bank Polska stock.
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Bank Polska Kasa Company Beta Analysis
Bank Polska's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Bank Polska Beta | 0.94 |
Most of Bank Polska's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Bank Polska Kasa is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
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In accordance with the recently published financial statements, Bank Polska Kasa has a Beta of 0.9367. This is 14.23% higher than that of the Financial Services sector and significantly higher than that of the Banks-Regional industry. The beta for all Poland stocks is notably lower than that of the firm.
Bank Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Bank Polska's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Bank Polska could also be used in its relative valuation, which is a method of valuing Bank Polska by comparing valuation metrics of similar companies.Bank Polska is currently under evaluation in beta category among its peers.
Bank Polska returns are very sensitive to returns on the market. As the market goes up or down, Bank Polska is expected to follow.
Bank Fundamentals
| Return On Equity | 0.0665 | |||
| Return On Asset | 0.0058 | |||
| Profit Margin | 0.18 % | |||
| Operating Margin | 0.34 % | |||
| Shares Outstanding | 262.47 M | |||
| Shares Owned By Insiders | 32.80 % | |||
| Shares Owned By Institutions | 28.00 % | |||
| Price To Book | 1.08 X | |||
| Price To Sales | 2.60 X | |||
| Revenue | 8.61 B | |||
| Gross Profit | 7.88 B | |||
| EBITDA | 3.86 B | |||
| Net Income | 3 B | |||
| Book Value Per Share | 79.77 X | |||
| Cash Flow From Operations | 850.57 M | |||
| Earnings Per Share | 8.84 X | |||
| Target Price | 105.33 | |||
| Number Of Employees | 14.64 K | |||
| Beta | 0.94 | |||
| Market Capitalization | 24.21 B | |||
| Total Asset | 250.57 B | |||
| Annual Yield | 0.05 % | |||
| Net Asset | 250.57 B | |||
| Last Dividend Paid | 4.3 |
About Bank Polska Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Bank Polska Kasa's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Bank Polska using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Bank Polska Kasa based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Bank Polska
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 Bank Polska 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 Bank Polska will appreciate offsetting losses from the drop in the long position's value.Moving together with Bank Stock
Moving against Bank Stock
| 0.56 | UCG | UniCredit SpA | PairCorr |
| 0.44 | SAN | Banco Santander SA | PairCorr |
| 0.39 | DNP | Dino Polska SA | PairCorr |
| 0.38 | CEZ | CEZ as | PairCorr |
The ability to find closely correlated positions to Bank Polska could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bank Polska 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 Bank Polska - 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 Bank Polska Kasa to buy it.
The correlation of Bank Polska is a statistical measure of how it moves in relation to other instruments. 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 Bank Polska moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bank Polska Kasa 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 Bank Polska 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.Additional Tools for Bank Stock Analysis
When running Bank Polska's price analysis, check to measure Bank Polska'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 Bank Polska is operating at the current time. Most of Bank Polska's value examination focuses on studying past and present price action to predict the probability of Bank Polska's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank Polska's price. Additionally, you may evaluate how the addition of Bank Polska to your portfolios can decrease your overall portfolio volatility.