SVB Financial (Brazil) Market Value
| S1IV34 Stock | BRL 120.07 0.00 0.00% |
| Symbol | SVB |
SVB Financial '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 SVB Financial'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 SVB Financial.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in SVB Financial on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding SVB Financial Group or generate 0.0% return on investment in SVB Financial over 30 days. SVB Financial is related to or competes with Fras Le, BTG Pactual, Telefonaktiebolaget, Cable One, Randon SA, and Alphabet. SVB Financial Group, a diversified financial services company, provides various banking and financial products and servi... More
SVB Financial 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 SVB Financial'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 SVB Financial Group upside and downside potential and time the market with a certain degree of confidence.
SVB Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SVB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SVB Financial's standard deviation. In reality, there are many statistical measures that can use SVB Financial historical prices to predict the future SVB Financial's volatility.SVB Financial Group Backtested Returns
We have found three technical indicators for SVB Financial, which you can use to evaluate the volatility of the company. The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SVB Financial are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
SVB Financial Group has perfect predictability. Overlapping area represents the amount of predictability between SVB Financial time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 SVB Financial Group price movement. The serial correlation of 1.0 indicates that 100.0% of current SVB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SVB Financial Group lagged returns against current returns
Autocorrelation, which is SVB Financial 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 SVB Financial's stock expected returns. We can calculate the autocorrelation of SVB Financial returns to help us make a trade decision. For example, suppose you find that SVB Financial 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 |
SVB Financial 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 SVB Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SVB Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SVB Financial stock over time.
Current vs Lagged Prices |
| Timeline |
SVB Financial Lagged Returns
When evaluating SVB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SVB Financial stock have on its future price. SVB Financial 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, SVB Financial autocorrelation shows the relationship between SVB Financial stock current value and its past values and can show if there is a momentum factor associated with investing in SVB Financial Group.
Regressed Prices |
| Timeline |
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.Other Information on Investing in SVB Stock
SVB Financial financial ratios help investors to determine whether SVB 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 SVB with respect to the benefits of owning SVB Financial security.