Berner Kantonalbank's market value is the price at which a share of Berner Kantonalbank trades on a public exchange. It measures the collective expectations of Berner Kantonalbank AG investors about its performance. Berner Kantonalbank is selling for under 238.00 as of the 8th of January 2025; that is 1.28 percent increase since the beginning of the trading day. The stock's lowest day price was 238.0. With this module, you can estimate the performance of a buy and hold strategy of Berner Kantonalbank AG and determine expected loss or profit from investing in Berner Kantonalbank over a given investment horizon. Check out Berner Kantonalbank Correlation, Berner Kantonalbank Volatility and Berner Kantonalbank Alpha and Beta module to complement your research on Berner Kantonalbank.
Please note, there is a significant difference between Berner Kantonalbank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Berner Kantonalbank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Berner Kantonalbank'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.
Berner Kantonalbank '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 Berner Kantonalbank'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 Berner Kantonalbank.
0.00
12/09/2024
No Change 0.00
0.0
In 30 days
01/08/2025
0.00
If you would invest 0.00 in Berner Kantonalbank on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Berner Kantonalbank AG or generate 0.0% return on investment in Berner Kantonalbank over 30 days. Berner Kantonalbank is related to or competes with Walmart, BYD, Volkswagen, Volkswagen, Deutsche Post, Compass Group, and United Parcel. Berner Kantonalbank is entity of United Kingdom More
Berner Kantonalbank 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 Berner Kantonalbank'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 Berner Kantonalbank AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berner Kantonalbank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berner Kantonalbank's standard deviation. In reality, there are many statistical measures that can use Berner Kantonalbank historical prices to predict the future Berner Kantonalbank's volatility.
Currently, Berner Kantonalbank AG is very steady. Berner Kantonalbank secures Sharpe Ratio (or Efficiency) of 0.0695, which signifies that the company had a 0.0695% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Berner Kantonalbank AG, which you can use to evaluate the volatility of the firm. Please confirm Berner Kantonalbank's Risk Adjusted Performance of 0.0412, downside deviation of 0.8389, and Mean Deviation of 0.4481 to double-check if the risk estimate we provide is consistent with the expected return of 0.0438%. Berner Kantonalbank has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Berner Kantonalbank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Berner Kantonalbank is expected to be smaller as well. Berner Kantonalbank right now shows a risk of 0.63%. Please confirm Berner Kantonalbank coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Berner Kantonalbank will be following its price patterns.
Auto-correlation
0.15
Insignificant predictability
Berner Kantonalbank AG has insignificant predictability. Overlapping area represents the amount of predictability between Berner Kantonalbank time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Berner Kantonalbank price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Berner Kantonalbank price fluctuation can be explain by its past prices.
Correlation Coefficient
0.15
Spearman Rank Test
0.19
Residual Average
0.0
Price Variance
1.98
Berner Kantonalbank lagged returns against current returns
Autocorrelation, which is Berner Kantonalbank 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 Berner Kantonalbank's stock expected returns. We can calculate the autocorrelation of Berner Kantonalbank returns to help us make a trade decision. For example, suppose you find that Berner Kantonalbank 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
Berner Kantonalbank 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 Berner Kantonalbank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berner Kantonalbank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berner Kantonalbank stock over time.
Current vs Lagged Prices
Timeline
Berner Kantonalbank Lagged Returns
When evaluating Berner Kantonalbank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berner Kantonalbank stock have on its future price. Berner Kantonalbank 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, Berner Kantonalbank autocorrelation shows the relationship between Berner Kantonalbank stock current value and its past values and can show if there is a momentum factor associated with investing in Berner Kantonalbank AG.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Berner Kantonalbank's price analysis, check to measure Berner Kantonalbank'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 Berner Kantonalbank is operating at the current time. Most of Berner Kantonalbank's value examination focuses on studying past and present price action to predict the probability of Berner Kantonalbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Berner Kantonalbank's price. Additionally, you may evaluate how the addition of Berner Kantonalbank to your portfolios can decrease your overall portfolio volatility.