BankInvest Emerging (Denmark) Market Value
| BAIEMOAKA | DKK 177.35 0.15 0.08% |
| Symbol | BankInvest |
Please note, there is a significant difference between BankInvest Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if BankInvest Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BankInvest Emerging'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.
BankInvest Emerging '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 BankInvest Emerging's fund 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 BankInvest Emerging.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in BankInvest Emerging on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding BankInvest Emerging or generate 0.0% return on investment in BankInvest Emerging over 90 days. More
BankInvest Emerging 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 BankInvest Emerging's fund 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 BankInvest Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4097 | |||
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 1.58 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.4272 |
BankInvest Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BankInvest Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BankInvest Emerging's standard deviation. In reality, there are many statistical measures that can use BankInvest Emerging historical prices to predict the future BankInvest Emerging's volatility.| Risk Adjusted Performance | 0.0632 | |||
| Jensen Alpha | 0.0262 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | (0.35) |
BankInvest Emerging Backtested Returns
At this point, BankInvest Emerging is very steady. BankInvest Emerging secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BankInvest Emerging, which you can use to evaluate the volatility of the entity. Please confirm BankInvest Emerging's Downside Deviation of 0.4097, risk adjusted performance of 0.0632, and Mean Deviation of 0.1483 to double-check if the risk estimate we provide is consistent with the expected return of 0.0288%. The fund shows a Beta (market volatility) of -0.0569, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BankInvest Emerging are expected to decrease at a much lower rate. During the bear market, BankInvest Emerging is likely to outperform the market.
Auto-correlation | 0.22 |
Weak predictability
BankInvest Emerging has weak predictability. Overlapping area represents the amount of predictability between BankInvest Emerging time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BankInvest Emerging price movement. The serial correlation of 0.22 indicates that over 22.0% of current BankInvest Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
BankInvest Emerging lagged returns against current returns
Autocorrelation, which is BankInvest Emerging fund'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 BankInvest Emerging's fund expected returns. We can calculate the autocorrelation of BankInvest Emerging returns to help us make a trade decision. For example, suppose you find that BankInvest Emerging has exhibited high autocorrelation historically, and you observe that the fund 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 |
BankInvest Emerging 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 BankInvest Emerging fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BankInvest Emerging fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BankInvest Emerging fund over time.
Current vs Lagged Prices |
| Timeline |
BankInvest Emerging Lagged Returns
When evaluating BankInvest Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BankInvest Emerging fund have on its future price. BankInvest Emerging 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, BankInvest Emerging autocorrelation shows the relationship between BankInvest Emerging fund current value and its past values and can show if there is a momentum factor associated with investing in BankInvest Emerging.
Regressed Prices |
| Timeline |
Other Information on Investing in BankInvest Fund
BankInvest Emerging financial ratios help investors to determine whether BankInvest Fund 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 BankInvest with respect to the benefits of owning BankInvest Emerging security.
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