Bankinter (Spain) Market Value
| BKT Stock | EUR 7.66 0.13 1.73% |
| 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.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Bankinter on January 31, 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 300 days. Bankinter is related to or competes with Banco De, Caixabank, Mapfre, Acerinox, and ACS Actividades. Bankinter, S.A. provides various banking products and services to individuals and corporate customers, and small- and me... 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.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 1.9 |
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 | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.8618 |
Bankinter Backtested Returns
Bankinter secures Sharpe Ratio (or Efficiency) of -0.0397, which signifies that the company had a -0.0397% return per unit of risk over the last 3 months. Bankinter exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bankinter's Standard Deviation of 1.5, mean deviation of 1.13, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0806, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bankinter are expected to decrease at a much lower rate. During the bear market, Bankinter is likely to outperform the market. At this point, Bankinter has a negative expected return of -0.0595%. Please make sure to confirm Bankinter's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Bankinter performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Bankinter has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bankinter time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 -0.2 indicates that over 20.0% of current Bankinter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Bankinter Stock
Bankinter financial ratios help investors to determine whether Bankinter Stock 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 Bankinter with respect to the benefits of owning Bankinter security.