Santander Bank (Germany) Market Value
| BZI Stock | EUR 101.60 0.40 0.39% |
| Symbol | Santander |
Santander Bank '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 Santander Bank'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 Santander Bank.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Santander Bank on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Santander Bank Polska or generate 0.0% return on investment in Santander Bank over 30 days. Santander Bank is related to or competes with Nippon Steel, Entravision Communications, NIPPON STEEL, Consolidated Communications, and Bank of America. Bank Zachodni WBK S.A., together with its subsidiaries, provides various banking products and services More
Santander Bank 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 Santander Bank'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 Santander Bank Polska upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 13.72 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 4.16 |
Santander Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Santander Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Santander Bank's standard deviation. In reality, there are many statistical measures that can use Santander Bank historical prices to predict the future Santander Bank's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.48) |
Santander Bank Polska Backtested Returns
Santander Bank Polska owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0893, which indicates the firm had a -0.0893% return per unit of risk over the last 3 months. Santander Bank Polska exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Santander Bank's Coefficient Of Variation of (1,209), risk adjusted performance of (0.06), and Variance of 6.22 to confirm the risk estimate we provide. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Santander Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Santander Bank is expected to be smaller as well. At this point, Santander Bank Polska has a negative expected return of -0.23%. Please make sure to validate Santander Bank's total risk alpha, skewness, day median price, as well as the relationship between the maximum drawdown and daily balance of power , to decide if Santander Bank Polska performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.49 |
Modest reverse predictability
Santander Bank Polska has modest reverse predictability. Overlapping area represents the amount of predictability between Santander Bank 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 Santander Bank Polska price movement. The serial correlation of -0.49 indicates that about 49.0% of current Santander Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 6.44 |
Santander Bank Polska lagged returns against current returns
Autocorrelation, which is Santander Bank 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 Santander Bank's stock expected returns. We can calculate the autocorrelation of Santander Bank returns to help us make a trade decision. For example, suppose you find that Santander Bank 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 |
Santander Bank 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 Santander Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Santander Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Santander Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Santander Bank Lagged Returns
When evaluating Santander Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Santander Bank stock have on its future price. Santander Bank 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, Santander Bank autocorrelation shows the relationship between Santander Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Santander Bank Polska.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Santander Stock
Santander Bank financial ratios help investors to determine whether Santander 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 Santander with respect to the benefits of owning Santander Bank security.