BankUnited (Germany) Market Value
| BNU Stock | EUR 39.80 0.80 1.97% |
| Symbol | BankUnited |
BankUnited '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 BankUnited'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 BankUnited.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in BankUnited on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding BankUnited or generate 0.0% return on investment in BankUnited over 30 days. BankUnited is related to or competes with Fifth Third, Huntington Bancshares, Superior Plus, NMI Holdings, SIVERS SEMICONDUCTORS, Talanx AG, and 2G ENERGY. BankUnited, Inc. operates as the bank holding company for BankUnited, National Association that provides a range of bank... More
BankUnited 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 BankUnited'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 BankUnited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.0711 | |||
| Maximum Drawdown | 21.69 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 3.2 |
BankUnited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BankUnited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BankUnited's standard deviation. In reality, there are many statistical measures that can use BankUnited historical prices to predict the future BankUnited's volatility.| Risk Adjusted Performance | 0.0962 | |||
| Jensen Alpha | 0.3081 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0936 | |||
| Treynor Ratio | 6.52 |
BankUnited Backtested Returns
BankUnited appears to be very steady, given 3 months investment horizon. BankUnited secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BankUnited, which you can use to evaluate the volatility of the firm. Please makes use of BankUnited's Risk Adjusted Performance of 0.0962, mean deviation of 1.73, and Downside Deviation of 2.12 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BankUnited holds a performance score of 9. The firm shows a Beta (market volatility) of 0.0481, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BankUnited's returns are expected to increase less than the market. However, during the bear market, the loss of holding BankUnited is expected to be smaller as well. Please check BankUnited's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether BankUnited's price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
BankUnited has very good predictability. Overlapping area represents the amount of predictability between BankUnited time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 BankUnited price movement. The serial correlation of 0.81 indicates that around 81.0% of current BankUnited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
BankUnited lagged returns against current returns
Autocorrelation, which is BankUnited 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 BankUnited's stock expected returns. We can calculate the autocorrelation of BankUnited returns to help us make a trade decision. For example, suppose you find that BankUnited 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 |
BankUnited 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 BankUnited stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BankUnited stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BankUnited stock over time.
Current vs Lagged Prices |
| Timeline |
BankUnited Lagged Returns
When evaluating BankUnited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BankUnited stock have on its future price. BankUnited 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, BankUnited autocorrelation shows the relationship between BankUnited stock current value and its past values and can show if there is a momentum factor associated with investing in BankUnited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in BankUnited Stock
When determining whether BankUnited is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if BankUnited Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Bankunited Stock. Highlighted below are key reports to facilitate an investment decision about Bankunited Stock:Check out BankUnited Correlation, BankUnited Volatility and BankUnited Alpha and Beta module to complement your research on BankUnited. For more detail on how to invest in BankUnited Stock please use our How to Invest in BankUnited guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
BankUnited technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.