BBVA Sociedad (Peru) Market Value
| FIBPRIME | 5.00 0.00 0.00% |
| Symbol | BBVA |
BBVA Sociedad '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 BBVA Sociedad'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 BBVA Sociedad.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in BBVA Sociedad on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding BBVA Sociedad Titulizadora or generate 0.0% return on investment in BBVA Sociedad over 30 days.
BBVA Sociedad 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 BBVA Sociedad'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 BBVA Sociedad Titulizadora upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 11.44 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 1.0 |
BBVA Sociedad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBVA Sociedad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BBVA Sociedad's standard deviation. In reality, there are many statistical measures that can use BBVA Sociedad historical prices to predict the future BBVA Sociedad's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | (1.40) |
BBVA Sociedad Tituli Backtested Returns
BBVA Sociedad Tituli secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15% return per unit of volatility over the last 3 months. BBVA Sociedad Titulizadora exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BBVA Sociedad's Mean Deviation of 0.8362, variance of 2.84, and Market Risk Adjusted Performance of (1.39) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BBVA Sociedad's returns are expected to increase less than the market. However, during the bear market, the loss of holding BBVA Sociedad is expected to be smaller as well. At this point, BBVA Sociedad Tituli has a negative expected return of -0.15%. Please make sure to confirm BBVA Sociedad's total risk alpha and rate of daily change , to decide if BBVA Sociedad Tituli performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
BBVA Sociedad Titulizadora has no correlation between past and present. Overlapping area represents the amount of predictability between BBVA Sociedad time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 BBVA Sociedad Tituli price movement. The serial correlation of 0.0 indicates that just 0.0% of current BBVA Sociedad price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BBVA Sociedad Tituli lagged returns against current returns
Autocorrelation, which is BBVA Sociedad 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 BBVA Sociedad's stock expected returns. We can calculate the autocorrelation of BBVA Sociedad returns to help us make a trade decision. For example, suppose you find that BBVA Sociedad 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 |
BBVA Sociedad 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 BBVA Sociedad stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BBVA Sociedad stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BBVA Sociedad stock over time.
Current vs Lagged Prices |
| Timeline |
BBVA Sociedad Lagged Returns
When evaluating BBVA Sociedad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BBVA Sociedad stock have on its future price. BBVA Sociedad 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, BBVA Sociedad autocorrelation shows the relationship between BBVA Sociedad stock current value and its past values and can show if there is a momentum factor associated with investing in BBVA Sociedad Titulizadora.
Regressed Prices |
| Timeline |
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