BANKINTER's market value is the price at which a share of BANKINTER trades on a public exchange. It measures the collective expectations of BANKINTER investors about its performance. BANKINTER is selling for under 7.68 as of the 22nd of November 2024; that is 2.29% down since the beginning of the trading day. The stock's last reported lowest price was 7.68. With this module, you can estimate the performance of a buy and hold strategy of BANKINTER and determine expected loss or profit from investing in BANKINTER over a given investment horizon. Check out BANKINTER Correlation, BANKINTER Volatility and BANKINTER Alpha and Beta module to complement your research on BANKINTER.
Please note, there is a significant difference between BANKINTER's value and its price as these two are different measures arrived at by different means. Investors typically determine if BANKINTER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BANKINTER'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.
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.
0.00
05/26/2024
No Change 0.00
0.0
In 5 months and 29 days
11/22/2024
0.00
If you would invest 0.00 in BANKINTER on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding BANKINTER or generate 0.0% return on investment in BANKINTER over 180 days. BANKINTER is related to or competes with Apple, Apple, Apple, Apple, Microsoft, and Microsoft. 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 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 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.
BANKINTER secures Sharpe Ratio (or Efficiency) of -0.0216, which signifies that the company had a -0.0216% return per unit of risk over the last 3 months. BANKINTER exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BANKINTER's Variance of 2.07, coefficient of variation of (9,503), and Mean Deviation of 1.02 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0473, 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 has a negative expected return of -0.0316%. 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 performance from the past will be repeated in the future.
Auto-correlation
-0.06
Very weak reverse predictability
BANKINTER has very weak reverse predictability. Overlapping area represents the amount of predictability between BANKINTER time series from 26th of May 2024 to 24th of August 2024 and 24th of August 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 price movement. The serial correlation of -0.06 indicates that barely 6.0% of current BANKINTER price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.06
Spearman Rank Test
0.18
Residual Average
0.0
Price Variance
0.05
BANKINTER 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.
Regressed Prices
Timeline
Thematic Opportunities
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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.