Banco Internacional (Peru) Market Value
| INTERBC1 | 1.59 0.07 4.61% |
| Symbol | Banco |
Please note, there is a significant difference between Banco Internacional's value and its price as these two are different measures arrived at by different means. Investors typically determine if Banco Internacional is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Banco Internacional's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Banco Internacional '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 Banco Internacional'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 Banco Internacional.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Banco Internacional on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Banco Internacional del or generate 0.0% return on investment in Banco Internacional over 180 days. More
Banco Internacional 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 Banco Internacional'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 Banco Internacional del upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 12.79 | |||
| Potential Upside | 1.97 |
Banco Internacional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco Internacional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Internacional's standard deviation. In reality, there are many statistical measures that can use Banco Internacional historical prices to predict the future Banco Internacional's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | 0.4928 |
Banco Internacional del Backtested Returns
At this point, Banco Internacional is somewhat reliable. Banco Internacional del secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of risk over the last 3 months. We have found twenty technical indicators for Banco Internacional del, which you can use to evaluate the volatility of the firm. Please confirm Banco Internacional's Mean Deviation of 0.5854, standard deviation of 1.83, and Risk Adjusted Performance of (0.05) to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Banco Internacional has a performance score of 17 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Banco Internacional are expected to decrease at a much lower rate. During the bear market, Banco Internacional is likely to outperform the market. Banco Internacional del right now shows a risk of 0.55%. Please confirm Banco Internacional del variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if Banco Internacional del will be following its price patterns.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Banco Internacional del has insignificant reverse predictability. Overlapping area represents the amount of predictability between Banco Internacional time series from 1st of June 2024 to 30th of August 2024 and 30th of August 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 Banco Internacional del price movement. The serial correlation of -0.19 indicates that over 19.0% of current Banco Internacional price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Banco Internacional del lagged returns against current returns
Autocorrelation, which is Banco Internacional 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 Banco Internacional's stock expected returns. We can calculate the autocorrelation of Banco Internacional returns to help us make a trade decision. For example, suppose you find that Banco Internacional 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 |
Banco Internacional 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 Banco Internacional stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco Internacional stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco Internacional stock over time.
Current vs Lagged Prices |
| Timeline |
Banco Internacional Lagged Returns
When evaluating Banco Internacional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco Internacional stock have on its future price. Banco Internacional 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, Banco Internacional autocorrelation shows the relationship between Banco Internacional stock current value and its past values and can show if there is a momentum factor associated with investing in Banco Internacional del.
Regressed Prices |
| Timeline |
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Banco Internacional financial ratios help investors to determine whether Banco 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 Banco with respect to the benefits of owning Banco Internacional security.