Banco Bpm's market value is the price at which a share of Banco Bpm trades on a public exchange. It measures the collective expectations of Banco Bpm SpA investors about its performance. Banco Bpm is trading at 14.77 as of the 26th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 14.77. With this module, you can estimate the performance of a buy and hold strategy of Banco Bpm SpA and determine expected loss or profit from investing in Banco Bpm over a given investment horizon. Check out Banco Bpm Correlation, Banco Bpm Volatility and Banco Bpm Alpha and Beta module to complement your research on Banco Bpm.
Please note, there is a significant difference between Banco Bpm's value and its price as these two are different measures arrived at by different means. Investors typically determine if Banco Bpm is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Banco Bpm'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.
Banco Bpm '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 Banco Bpm's otc 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 Banco Bpm.
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11/26/2025
No Change 0.00
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In 31 days
12/26/2025
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If you would invest 0.00 in Banco Bpm on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Banco Bpm SpA or generate 0.0% return on investment in Banco Bpm over 30 days. Banco Bpm is related to or competes with Bper Banca, Banco Do, First Citizens, Bank Mandiri, AIB Group, China Everbright, and Standard Bank. Banco BPM S.p.A., through its subsidiaries, provides banking and financial products and services to individual, business... More
Banco Bpm 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 Banco Bpm's otc 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 Banco Bpm SpA 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 Banco Bpm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Bpm's standard deviation. In reality, there are many statistical measures that can use Banco Bpm historical prices to predict the future Banco Bpm's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Banco Bpm. Your research has to be compared to or analyzed against Banco Bpm's peers to derive any actionable benefits. When done correctly, Banco Bpm's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Banco Bpm SpA.
Banco Bpm SpA Backtested Returns
At this point, Banco Bpm is very steady. Banco Bpm SpA secures Sharpe Ratio (or Efficiency) of 0.012, which signifies that the company had a 0.012 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Banco Bpm SpA, which you can use to evaluate the volatility of the firm. Please confirm Banco Bpm's Risk Adjusted Performance of 0.0921, standard deviation of 3.29, and Mean Deviation of 1.02 to double-check if the risk estimate we provide is consistent with the expected return of 0.0137%. The firm shows a Beta (market volatility) of -0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Banco Bpm are expected to decrease at a much lower rate. During the bear market, Banco Bpm is likely to outperform the market. Banco Bpm SpA right now shows a risk of 1.14%. Please confirm Banco Bpm SpA variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Banco Bpm SpA will be following its price patterns.
Auto-correlation
Huge
Perfect predictability
Banco Bpm SpA has perfect predictability. Overlapping area represents the amount of predictability between Banco Bpm time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Banco Bpm SpA price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Banco Bpm price fluctuation can be explain by its past prices.
Correlation Coefficient
92233.7 T
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
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Banco Bpm SpA lagged returns against current returns
Autocorrelation, which is Banco Bpm otc 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 Banco Bpm's otc stock expected returns. We can calculate the autocorrelation of Banco Bpm returns to help us make a trade decision. For example, suppose you find that Banco Bpm has exhibited high autocorrelation historically, and you observe that the otc 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
Banco Bpm 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 Banco Bpm otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco Bpm otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco Bpm otc stock over time.
Current vs Lagged Prices
Timeline
Banco Bpm Lagged Returns
When evaluating Banco Bpm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco Bpm otc stock have on its future price. Banco Bpm 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, Banco Bpm autocorrelation shows the relationship between Banco Bpm otc stock current value and its past values and can show if there is a momentum factor associated with investing in Banco Bpm SpA.
Banco Bpm financial ratios help investors to determine whether Banco OTC 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 Banco with respect to the benefits of owning Banco Bpm security.