PT Bank (Germany) Market Value
| NKX Stock | EUR 0.09 0.00 0.00% |
| Symbol | NKX |
PT 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 PT Bank'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 PT Bank.
| 01/18/2025 |
| 01/13/2026 |
If you would invest 0.00 in PT Bank on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding PT Bank CIMB or generate 0.0% return on investment in PT Bank over 360 days. PT Bank is related to or competes with UNIVERSAL DISPLAY, COLUMBIA SPORTSWEAR, Sixt Leasing, and BORR DRILLING. More
PT 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 PT Bank'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 PT Bank CIMB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.076 | |||
| Maximum Drawdown | 9.09 |
PT Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Bank's standard deviation. In reality, there are many statistical measures that can use PT Bank historical prices to predict the future PT Bank's volatility.| Risk Adjusted Performance | 0.1224 | |||
| Jensen Alpha | 0.1734 | |||
| Total Risk Alpha | 0.0396 | |||
| Treynor Ratio | 10.6 |
PT Bank CIMB Backtested Returns
PT Bank appears to be out of control, given 3 months investment horizon. PT Bank CIMB retains Efficiency (Sharpe Ratio) of 0.17, which implies the firm had a 0.17 % return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for PT Bank, which you can use to evaluate the volatility of the company. Please evaluate PT Bank's market risk adjusted performance of 10.61, and Information Ratio of 0.076 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PT Bank holds a performance score of 13. The company owns a Beta (Systematic Risk) of 0.0165, which implies not very significant fluctuations relative to the market. As returns on the market increase, PT Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Bank is expected to be smaller as well. Please check PT Bank's standard deviation and the relationship between the treynor ratio and day typical price , to make a quick decision on whether PT Bank's current price history will revert.
Auto-correlation | 0.78 |
Good predictability
PT Bank CIMB has good predictability. Overlapping area represents the amount of predictability between PT Bank time series from 18th of January 2025 to 17th of July 2025 and 17th of July 2025 to 13th 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 PT Bank CIMB price movement. The serial correlation of 0.78 indicates that around 78.0% of current PT Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PT Bank CIMB lagged returns against current returns
Autocorrelation, which is PT Bank 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 PT Bank's stock expected returns. We can calculate the autocorrelation of PT Bank returns to help us make a trade decision. For example, suppose you find that PT Bank 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 |
PT Bank 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 PT Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Bank stock over time.
Current vs Lagged Prices |
| Timeline |
PT Bank Lagged Returns
When evaluating PT Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Bank stock have on its future price. PT Bank 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, PT Bank autocorrelation shows the relationship between PT Bank stock current value and its past values and can show if there is a momentum factor associated with investing in PT Bank CIMB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for NKX Stock Analysis
When running PT Bank's price analysis, check to measure PT Bank'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 PT Bank is operating at the current time. Most of PT Bank's value examination focuses on studying past and present price action to predict the probability of PT Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PT Bank's price. Additionally, you may evaluate how the addition of PT Bank to your portfolios can decrease your overall portfolio volatility.