Raiffeisen Bank (Austria) Market Value
| RBI Stock | EUR 17.94 0.09 0.50% |
| Symbol | Raiffeisen |
Raiffeisen 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 Raiffeisen 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 Raiffeisen Bank.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Raiffeisen Bank on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Raiffeisen Bank International or generate 0.0% return on investment in Raiffeisen Bank over 30 days. Raiffeisen Bank is related to or competes with Wiener Privatbank, Oberbank, Erste Group, Vienna Insurance, Addiko Bank, and UNIQA Insurance. Raiffeisen Bank International AG, together with its subsidiaries, provides corporate, retail, and investment banking ser... More
Raiffeisen 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 Raiffeisen 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 Raiffeisen Bank International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.56 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.73 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 2.46 |
Raiffeisen Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raiffeisen Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raiffeisen Bank's standard deviation. In reality, there are many statistical measures that can use Raiffeisen Bank historical prices to predict the future Raiffeisen Bank's volatility.| Risk Adjusted Performance | 0.0286 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0367 |
Raiffeisen Bank Inte Backtested Returns
Raiffeisen Bank is not too volatile at the moment. Raiffeisen Bank Inte maintains Sharpe Ratio (i.e., Efficiency) of 0.0235, which implies the firm had a 0.0235% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Raiffeisen Bank Inte, which you can use to evaluate the volatility of the company. Please check Raiffeisen Bank's Coefficient Of Variation of 3437.66, semi deviation of 2.4, and Risk Adjusted Performance of 0.0286 to confirm if the risk estimate we provide is consistent with the expected return of 0.0487%. Raiffeisen Bank has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 1.35, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Raiffeisen Bank will likely underperform. Raiffeisen Bank Inte right now holds a risk of 2.08%. Please check Raiffeisen Bank Inte sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Raiffeisen Bank Inte will be following its historical price patterns.
Auto-correlation | 0.30 |
Below average predictability
Raiffeisen Bank International has below average predictability. Overlapping area represents the amount of predictability between Raiffeisen Bank time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Raiffeisen Bank Inte price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Raiffeisen Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Raiffeisen Bank Inte lagged returns against current returns
Autocorrelation, which is Raiffeisen 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 Raiffeisen Bank's stock expected returns. We can calculate the autocorrelation of Raiffeisen Bank returns to help us make a trade decision. For example, suppose you find that Raiffeisen 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 |
Raiffeisen 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 Raiffeisen Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raiffeisen Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raiffeisen Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Raiffeisen Bank Lagged Returns
When evaluating Raiffeisen Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raiffeisen Bank stock have on its future price. Raiffeisen 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, Raiffeisen Bank autocorrelation shows the relationship between Raiffeisen Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Raiffeisen Bank International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Raiffeisen Stock
Raiffeisen Bank financial ratios help investors to determine whether Raiffeisen 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 Raiffeisen with respect to the benefits of owning Raiffeisen Bank security.