Bank Of Communications Stock Market Value
| BKFCF Stock | USD 0.88 0.00 0.00% |
| Symbol | Bank |
Bank of Communications Co '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 Communications Co'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 Communications Co.
| 11/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Bank of Communications Co on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Bank of Communications or generate 0.0% return on investment in Bank of Communications Co over 60 days. Bank of Communications Co is related to or competes with Postal Savings, Barclays PLC, Postal Savings, ING Groep, ANZ Group, Westpac Banking, and NatWest Group. Bank of Communications Co., Ltd. provides commercial banking products and services More
Bank of Communications Co 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 Communications Co'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 Bank of Communications upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 13.05 | |||
| Value At Risk | (2.25) |
Bank of Communications Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of Communications Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of Communications Co's standard deviation. In reality, there are many statistical measures that can use Bank of Communications Co historical prices to predict the future Bank of Communications Co's volatility.| Risk Adjusted Performance | 0.0024 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bank of Communications Co's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bank of Communications Co Backtested Returns
At this point, Bank of Communications Co is very risky. Bank of Communications Co secures Sharpe Ratio (or Efficiency) of 0.0194, which signifies that the company had a 0.0194 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Bank of Communications, which you can use to evaluate the volatility of the firm. Please confirm Bank of Communications Co's Mean Deviation of 0.4099, standard deviation of 1.54, and Risk Adjusted Performance of 0.0024 to double-check if the risk estimate we provide is consistent with the expected return of 0.0306%. Bank of Communications Co has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.097, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank of Communications Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of Communications Co is expected to be smaller as well. Bank of Communications Co right now shows a risk of 1.58%. Please confirm Bank of Communications Co maximum drawdown, as well as the relationship between the kurtosis and day typical price , to decide if Bank of Communications Co will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Bank of Communications has no correlation between past and present. Overlapping area represents the amount of predictability between Bank of Communications Co time series from 9th of November 2025 to 9th of December 2025 and 9th of December 2025 to 8th of January 2026. 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 Communications Co price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bank of Communications Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bank of Communications Co lagged returns against current returns
Autocorrelation, which is Bank of Communications Co 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 Communications Co's pink sheet expected returns. We can calculate the autocorrelation of Bank of Communications Co returns to help us make a trade decision. For example, suppose you find that Bank of Communications Co 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 Communications Co 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 Communications Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of Communications Co 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 Communications Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bank of Communications Co Lagged Returns
When evaluating Bank of Communications Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of Communications Co pink sheet have on its future price. Bank of Communications Co 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 Communications Co autocorrelation shows the relationship between Bank of Communications Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bank of Communications.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bank Pink Sheet
Bank of Communications Co financial ratios help investors to determine whether Bank Pink Sheet 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 Bank with respect to the benefits of owning Bank of Communications Co security.