Banco De Sabadell Stock Market Value
| BNDSF Stock | USD 2.28 0.08 3.64% |
| Symbol | Banco |
Banco De '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 De'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 Banco De.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Banco De on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Banco de Sabadell or generate 0.0% return on investment in Banco De over 30 days. Banco De is related to or competes with ABN AMRO, Barclays PLC, Bank of America, Bank of America, Banco Bilbao, Agricultural Bank, and Banco Santander. Banco de Sabadell, S.A. provides banking products and services to personal, business, and private customers in Spain and... More
Banco De 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 De'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 Banco de Sabadell upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.06 | |||
| Information Ratio | 0.0854 | |||
| Maximum Drawdown | 14.06 | |||
| Value At Risk | (5.18) | |||
| Potential Upside | 5.29 |
Banco De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco De's standard deviation. In reality, there are many statistical measures that can use Banco De historical prices to predict the future Banco De's volatility.| Risk Adjusted Performance | 0.1016 | |||
| Jensen Alpha | 0.3626 | |||
| Total Risk Alpha | 0.0787 | |||
| Sortino Ratio | 0.0606 | |||
| Treynor Ratio | (0.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Banco De'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.
Banco de Sabadell Backtested Returns
Banco De appears to be very risky, given 3 months investment horizon. Banco de Sabadell secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Banco de Sabadell, which you can use to evaluate the volatility of the firm. Please makes use of Banco De's Mean Deviation of 1.67, risk adjusted performance of 0.1016, and Downside Deviation of 4.06 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Banco De holds a performance score of 8. The firm shows a Beta (market volatility) of -0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Banco De are expected to decrease at a much lower rate. During the bear market, Banco De is likely to outperform the market. Please check Banco De's potential upside, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Banco De's price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Banco de Sabadell has good predictability. Overlapping area represents the amount of predictability between Banco De time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 de Sabadell price movement. The serial correlation of 0.79 indicates that around 79.0% of current Banco De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Banco de Sabadell lagged returns against current returns
Autocorrelation, which is Banco De 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 Banco De's pink sheet expected returns. We can calculate the autocorrelation of Banco De returns to help us make a trade decision. For example, suppose you find that Banco De 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 |
Banco De 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 De pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco De pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco De pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Banco De Lagged Returns
When evaluating Banco De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco De pink sheet have on its future price. Banco De 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 De autocorrelation shows the relationship between Banco De pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Banco de Sabadell.
Regressed Prices |
| Timeline |
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Other Information on Investing in Banco Pink Sheet
Banco De financial ratios help investors to determine whether Banco 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 Banco with respect to the benefits of owning Banco De security.