International Bancshares (Germany) Market Value
| IB4 Stock | EUR 63.50 0.50 0.78% |
| Symbol | International |
International Bancshares '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 International Bancshares' 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 International Bancshares.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in International Bancshares on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding International Bancshares or generate 0.0% return on investment in International Bancshares over 30 days. International Bancshares is related to or competes with Magnachip Semiconductor, Brockhaus Capital, Sims Metal, ELMOS SEMICONDUCTOR, MagnaChip Semiconductor, BE Semiconductor, and CeoTronics. International Bancshares Corporation, a multibank financial holding company, provides commercial and retail banking serv... More
International Bancshares 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 International Bancshares' 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 International Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0742 | |||
| Maximum Drawdown | 19.29 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 3.91 |
International Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Bancshares' standard deviation. In reality, there are many statistical measures that can use International Bancshares historical prices to predict the future International Bancshares' volatility.| Risk Adjusted Performance | 0.0807 | |||
| Jensen Alpha | 0.2086 | |||
| Total Risk Alpha | 0.1417 | |||
| Sortino Ratio | 0.0962 | |||
| Treynor Ratio | 0.4572 |
International Bancshares Backtested Returns
International Bancshares appears to be very steady, given 3 months investment horizon. International Bancshares holds Efficiency (Sharpe) Ratio of 0.0876, which attests that the entity had a 0.0876 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for International Bancshares, which you can use to evaluate the volatility of the firm. Please utilize International Bancshares' Market Risk Adjusted Performance of 0.4672, risk adjusted performance of 0.0807, and Downside Deviation of 2.03 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, International Bancshares holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding International Bancshares is expected to be smaller as well. Please check International Bancshares' sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether International Bancshares' current trending patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
International Bancshares has below average predictability. Overlapping area represents the amount of predictability between International Bancshares time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of International Bancshares price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current International Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.27 |
International Bancshares lagged returns against current returns
Autocorrelation, which is International Bancshares 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 International Bancshares' stock expected returns. We can calculate the autocorrelation of International Bancshares returns to help us make a trade decision. For example, suppose you find that International Bancshares 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 |
International Bancshares 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 International Bancshares stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Bancshares stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Bancshares stock over time.
Current vs Lagged Prices |
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International Bancshares Lagged Returns
When evaluating International Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Bancshares stock have on its future price. International Bancshares 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, International Bancshares autocorrelation shows the relationship between International Bancshares stock current value and its past values and can show if there is a momentum factor associated with investing in International Bancshares.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in International Stock
When determining whether International Bancshares offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of International Bancshares' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of International Bancshares Stock. Outlined below are crucial reports that will aid in making a well-informed decision on International Bancshares Stock:Check out International Bancshares Correlation, International Bancshares Volatility and International Bancshares Alpha and Beta module to complement your research on International Bancshares. For more detail on how to invest in International Stock please use our How to Invest in International Bancshares guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
International Bancshares 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.