Commonwealth Bank (Australia) Market Value
| CBAPI Preferred Stock | 102.20 0.25 0.24% |
| Symbol | Commonwealth |
Commonwealth 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 Commonwealth Bank's preferred 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 Commonwealth Bank.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Commonwealth Bank on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Commonwealth Bank of or generate 0.0% return on investment in Commonwealth Bank over 90 days. Commonwealth Bank is related to or competes with Perpetual Equity, MFF Capital, Australian United, BKI Investment, Aristocrat Leisure, and Charter Hall. More
Commonwealth 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 Commonwealth Bank's preferred 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 Commonwealth Bank of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2606 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4122 |
Commonwealth Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commonwealth Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commonwealth Bank's standard deviation. In reality, there are many statistical measures that can use Commonwealth Bank historical prices to predict the future Commonwealth Bank's volatility.| Risk Adjusted Performance | 0.019 | |||
| Jensen Alpha | 0.0078 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | (0.04) |
Commonwealth Bank January 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.019 | |||
| Market Risk Adjusted Performance | (0.03) | |||
| Mean Deviation | 0.1761 | |||
| Semi Deviation | 0.2026 | |||
| Downside Deviation | 0.2606 | |||
| Coefficient Of Variation | 1849.81 | |||
| Standard Deviation | 0.2393 | |||
| Variance | 0.0573 | |||
| Information Ratio | (0.27) | |||
| Jensen Alpha | 0.0078 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | (0.04) | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4122 | |||
| Downside Variance | 0.0679 | |||
| Semi Variance | 0.041 | |||
| Expected Short fall | (0.21) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.7338 |
Commonwealth Bank Backtested Returns
At this point, Commonwealth Bank is very steady. Commonwealth Bank secures Sharpe Ratio (or Efficiency) of 0.0593, which signifies that the company had a 0.0593 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Commonwealth Bank of, which you can use to evaluate the volatility of the firm. Please confirm Commonwealth Bank's Risk Adjusted Performance of 0.019, downside deviation of 0.2606, and Mean Deviation of 0.1761 to double-check if the risk estimate we provide is consistent with the expected return of 0.0145%. Commonwealth Bank has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0716, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Commonwealth Bank are expected to decrease at a much lower rate. During the bear market, Commonwealth Bank is likely to outperform the market. Commonwealth Bank right now shows a risk of 0.24%. Please confirm Commonwealth Bank total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Commonwealth Bank will be following its price patterns.
Auto-correlation | -0.06 |
Very weak reverse predictability
Commonwealth Bank of has very weak reverse predictability. Overlapping area represents the amount of predictability between Commonwealth Bank time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Commonwealth Bank price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Commonwealth Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Thematic Opportunities
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Other Information on Investing in Commonwealth Preferred Stock
Commonwealth Bank financial ratios help investors to determine whether Commonwealth Preferred 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 Commonwealth with respect to the benefits of owning Commonwealth Bank security.