Bankinter (Germany) Market Value
| BAKA Stock | EUR 7.68 0.18 2.29% |
| Symbol | Bankinter |
Bankinter '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 Bankinter'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 Bankinter.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Bankinter on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Bankinter SA or generate 0.0% return on investment in Bankinter over 30 days. Bankinter is related to or competes with Retail Estates, SHELF DRILLING, Ross Stores, MARKET VECTR, GOODYEAR T, and Compagnie Plastic. More
Bankinter 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 Bankinter'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 Bankinter SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 6.69 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 2.2 |
Bankinter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bankinter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bankinter's standard deviation. In reality, there are many statistical measures that can use Bankinter historical prices to predict the future Bankinter's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.63) |
Bankinter SA Backtested Returns
Bankinter SA secures Sharpe Ratio (or Efficiency) of -0.0215, which signifies that the company had a -0.0215% return per unit of risk over the last 3 months. Bankinter SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bankinter's Risk Adjusted Performance of (0.01), standard deviation of 1.44, and Mean Deviation of 1.02 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0463, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bankinter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bankinter is expected to be smaller as well. At this point, Bankinter SA has a negative expected return of -0.0311%. Please make sure to confirm Bankinter's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Bankinter SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Bankinter SA has good predictability. Overlapping area represents the amount of predictability between Bankinter time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 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 Bankinter SA price movement. The serial correlation of 0.73 indicates that around 73.0% of current Bankinter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Bankinter SA lagged returns against current returns
Autocorrelation, which is Bankinter 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 Bankinter's stock expected returns. We can calculate the autocorrelation of Bankinter returns to help us make a trade decision. For example, suppose you find that Bankinter 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 |
Bankinter 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 Bankinter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bankinter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bankinter stock over time.
Current vs Lagged Prices |
| Timeline |
Bankinter Lagged Returns
When evaluating Bankinter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bankinter stock have on its future price. Bankinter 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, Bankinter autocorrelation shows the relationship between Bankinter stock current value and its past values and can show if there is a momentum factor associated with investing in Bankinter SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Bankinter Stock Analysis
When running Bankinter's price analysis, check to measure Bankinter'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 Bankinter is operating at the current time. Most of Bankinter's value examination focuses on studying past and present price action to predict the probability of Bankinter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bankinter's price. Additionally, you may evaluate how the addition of Bankinter to your portfolios can decrease your overall portfolio volatility.