The Bank Of Stock Market Value
| BKEAF Stock | USD 1.65 0.00 0.00% |
| Symbol | Bank |
Bank of East Asia Limited '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 Bank of East Asia Limited's pink sheet 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 Bank of East Asia Limited.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Bank of East Asia Limited on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding The Bank of or generate 0.0% return on investment in Bank of East Asia Limited over 180 days. Bank of East Asia Limited is related to or competes with Jyske Bank, TMB Bank, Bank Of Cyprus Holdings P, Santander Bank, First National, Fukuoka Financial, and EFG International. The Bank of East Asia, Limited, together with its subsidiaries, provides various banking and related financial services More
Bank of East Asia Limited 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 Bank of East Asia Limited's pink sheet 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 The Bank of upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.088 | |||
| Maximum Drawdown | 6.96 | |||
| Potential Upside | 1.24 |
Bank of East Asia Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of East Asia Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of East Asia Limited's standard deviation. In reality, there are many statistical measures that can use Bank of East Asia Limited historical prices to predict the future Bank of East Asia Limited's volatility.| Risk Adjusted Performance | 0.1223 | |||
| Jensen Alpha | 0.1473 | |||
| Total Risk Alpha | 0.0587 | |||
| Treynor Ratio | 1.18 |
Bank of East Asia Limited Backtested Returns
At this point, Bank of East Asia Limited is moderately volatile. Bank of East Asia Limited secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for The Bank of, which you can use to evaluate the volatility of the firm. Please confirm Bank of East Asia Limited's Mean Deviation of 0.4227, coefficient of variation of 589.02, and Risk Adjusted Performance of 0.1223 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Bank of East Asia Limited has a performance score of 13 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank of East Asia Limited's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of East Asia Limited is expected to be smaller as well. Bank of East Asia Limited right now shows a risk of 0.98%. Please confirm Bank of East Asia Limited jensen alpha, kurtosis, and the relationship between the variance and potential upside , to decide if Bank of East Asia Limited will be following its price patterns.
Auto-correlation | 0.58 |
Modest predictability
The Bank of has modest predictability. Overlapping area represents the amount of predictability between Bank of East Asia Limited time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Bank of East Asia Limited price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Bank of East Asia Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bank of East Asia Limited lagged returns against current returns
Autocorrelation, which is Bank of East Asia Limited pink sheet'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 Bank of East Asia Limited's pink sheet expected returns. We can calculate the autocorrelation of Bank of East Asia Limited returns to help us make a trade decision. For example, suppose you find that Bank of East Asia Limited has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Bank of East Asia Limited 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 Bank of East Asia Limited pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of East Asia Limited pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of East Asia Limited pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bank of East Asia Limited Lagged Returns
When evaluating Bank of East Asia Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of East Asia Limited pink sheet have on its future price. Bank of East Asia Limited 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, Bank of East Asia Limited autocorrelation shows the relationship between Bank of East Asia Limited pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The Bank of.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Bank Pink Sheet
When determining whether Bank of East Asia Limited is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Bank Pink Sheet is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about The Bank Of Stock. Highlighted below are key reports to facilitate an investment decision about The Bank Of Stock:Check out Bank of East Asia Limited Correlation, Bank of East Asia Limited Volatility and Bank of East Asia Limited Alpha and Beta module to complement your research on Bank of East Asia Limited. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Bank of East Asia Limited technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.