Banca Monte Dei Stock Market Value
| BMDPF Stock | USD 6.07 0.00 0.00% |
| Symbol | Banca |
Banca Monte '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 Banca Monte'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 Banca Monte.
| 03/05/2024 |
| 11/30/2024 |
If you would invest 0.00 in Banca Monte on March 5, 2024 and sell it all today you would earn a total of 0.00 from holding Banca Monte dei or generate 0.0% return on investment in Banca Monte over 270 days. Banca Monte is related to or competes with Piraeus Bank, Turkiye Garanti, Delhi Bank, Uwharrie Capital, and Bank Central. Banca Monte dei Paschi di Siena S.p.A. provides retail and commercial banking services primarily in Italy More
Banca Monte 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 Banca Monte'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 Banca Monte dei upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.24 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 18.68 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.26 |
Banca Monte Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banca Monte's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banca Monte's standard deviation. In reality, there are many statistical measures that can use Banca Monte historical prices to predict the future Banca Monte's volatility.| Risk Adjusted Performance | 0.026 | |||
| Jensen Alpha | 0.0799 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.14) |
Banca Monte dei Backtested Returns
At this point, Banca Monte is somewhat reliable. Banca Monte dei secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Banca Monte dei, which you can use to evaluate the volatility of the firm. Please confirm Banca Monte's Risk Adjusted Performance of 0.026, downside deviation of 4.24, and Mean Deviation of 0.6428 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Banca Monte has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Banca Monte are expected to decrease at a much lower rate. During the bear market, Banca Monte is likely to outperform the market. Banca Monte dei right now shows a risk of 1.84%. Please confirm Banca Monte dei potential upside, and the relationship between the sortino ratio and skewness , to decide if Banca Monte dei will be following its price patterns.
Auto-correlation | 0.59 |
Modest predictability
Banca Monte dei has modest predictability. Overlapping area represents the amount of predictability between Banca Monte time series from 5th of March 2024 to 18th of July 2024 and 18th of July 2024 to 30th 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 Banca Monte dei price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Banca Monte price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Banca Monte dei lagged returns against current returns
Autocorrelation, which is Banca Monte 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 Banca Monte's pink sheet expected returns. We can calculate the autocorrelation of Banca Monte returns to help us make a trade decision. For example, suppose you find that Banca Monte 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 |
Banca Monte 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 Banca Monte pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banca Monte pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banca Monte pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Banca Monte Lagged Returns
When evaluating Banca Monte's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banca Monte pink sheet have on its future price. Banca Monte 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, Banca Monte autocorrelation shows the relationship between Banca Monte pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Banca Monte dei.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Banca Pink Sheet
Banca Monte financial ratios help investors to determine whether Banca 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 Banca with respect to the benefits of owning Banca Monte security.