Graubuendner Kantonalbank (Switzerland) Market Value
| GRKP Stock | CHF 1,750 5.00 0.28% |
| Symbol | Graubuendner |
Graubuendner Kantonalbank '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 Graubuendner Kantonalbank'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 Graubuendner Kantonalbank.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Graubuendner Kantonalbank on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Graubuendner Kantonalbank or generate 0.0% return on investment in Graubuendner Kantonalbank over 30 days. Graubuendner Kantonalbank is related to or competes with Swissquote Group, Banque Cantonale, Barry Callebaut, Vontobel Holding, and Chocoladefabriken. Graubndner Kantonalbank provides various banking and products services to private individuals and companies More
Graubuendner Kantonalbank 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 Graubuendner Kantonalbank'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 Graubuendner Kantonalbank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6668 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.82 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 0.5882 |
Graubuendner Kantonalbank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graubuendner Kantonalbank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graubuendner Kantonalbank's standard deviation. In reality, there are many statistical measures that can use Graubuendner Kantonalbank historical prices to predict the future Graubuendner Kantonalbank's volatility.| Risk Adjusted Performance | 0.0527 | |||
| Jensen Alpha | 0.0451 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.22) |
Graubuendner Kantonalbank Backtested Returns
At this stage we consider Graubuendner Stock to be very steady. Graubuendner Kantonalbank holds Efficiency (Sharpe) Ratio of 0.0675, which attests that the entity had a 0.0675% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Graubuendner Kantonalbank, which you can use to evaluate the volatility of the firm. Please check out Graubuendner Kantonalbank's market risk adjusted performance of (0.21), and Risk Adjusted Performance of 0.0527 to validate if the risk estimate we provide is consistent with the expected return of 0.0371%. Graubuendner Kantonalbank has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Graubuendner Kantonalbank are expected to decrease at a much lower rate. During the bear market, Graubuendner Kantonalbank is likely to outperform the market. Graubuendner Kantonalbank right now retains a risk of 0.55%. Please check out Graubuendner Kantonalbank semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Graubuendner Kantonalbank will be following its current trending patterns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Graubuendner Kantonalbank has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Graubuendner Kantonalbank time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Graubuendner Kantonalbank price movement. The serial correlation of -0.71 indicates that around 71.0% of current Graubuendner Kantonalbank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 93.75 |
Graubuendner Kantonalbank lagged returns against current returns
Autocorrelation, which is Graubuendner Kantonalbank 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 Graubuendner Kantonalbank's stock expected returns. We can calculate the autocorrelation of Graubuendner Kantonalbank returns to help us make a trade decision. For example, suppose you find that Graubuendner Kantonalbank 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 |
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Graubuendner Kantonalbank 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 Graubuendner Kantonalbank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graubuendner Kantonalbank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graubuendner Kantonalbank stock over time.
Current vs Lagged Prices |
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Graubuendner Kantonalbank Lagged Returns
When evaluating Graubuendner Kantonalbank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graubuendner Kantonalbank stock have on its future price. Graubuendner Kantonalbank 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, Graubuendner Kantonalbank autocorrelation shows the relationship between Graubuendner Kantonalbank stock current value and its past values and can show if there is a momentum factor associated with investing in Graubuendner Kantonalbank.
Regressed Prices |
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Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Graubuendner Stock Analysis
When running Graubuendner Kantonalbank's price analysis, check to measure Graubuendner Kantonalbank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Graubuendner Kantonalbank is operating at the current time. Most of Graubuendner Kantonalbank's value examination focuses on studying past and present price action to predict the probability of Graubuendner Kantonalbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graubuendner Kantonalbank's price. Additionally, you may evaluate how the addition of Graubuendner Kantonalbank to your portfolios can decrease your overall portfolio volatility.