Standard Bank's market value is the price at which a share of Standard Bank trades on a public exchange. It measures the collective expectations of Standard Bank Group investors about its performance. Standard Bank is trading at 18.59 as of the 26th of December 2025. This is a 11.32 percent increase since the beginning of the trading day. The stock's lowest day price was 17.0. With this module, you can estimate the performance of a buy and hold strategy of Standard Bank Group and determine expected loss or profit from investing in Standard Bank over a given investment horizon. Check out Standard Bank Correlation, Standard Bank Volatility and Standard Bank Alpha and Beta module to complement your research on Standard Bank.
Please note, there is a significant difference between Standard Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Standard Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Standard Bank'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.
Standard 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 Standard Bank's pink sheet 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 Standard Bank.
0.00
11/26/2025
No Change 0.00
0.0
In 30 days
12/26/2025
0.00
If you would invest 0.00 in Standard Bank on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Standard Bank Group or generate 0.0% return on investment in Standard Bank over 30 days. Standard Bank is related to or competes with Malayan Banking, Powszechna Kasa, Grupo Financiero, Bank Mandiri, Grupo Financiero, Powszechna Kasa, and First Citizens. Standard Bank Group Limited provides banking and financial products and services in Africa and internationally More
Standard 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 Standard Bank's pink sheet 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 Standard Bank Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Standard Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Standard Bank's standard deviation. In reality, there are many statistical measures that can use Standard Bank historical prices to predict the future Standard Bank's volatility.
Standard Bank is moderately volatile given 3 months investment horizon. Standard Bank Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use Standard Bank Group Semi Deviation of 8.01, coefficient of variation of 1205.22, and Risk Adjusted Performance of 0.0677 to evaluate company specific risk that cannot be diversified away. Standard Bank holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of 1.14, which indicates a somewhat significant risk relative to the market. Standard Bank returns are very sensitive to returns on the market. As the market goes up or down, Standard Bank is expected to follow. Use Standard Bank Group downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Standard Bank Group.
Auto-correlation
-0.17
Insignificant reverse predictability
Standard Bank Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Standard Bank time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 Standard Bank Group price movement. The serial correlation of -0.17 indicates that over 17.0% of current Standard Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.17
Spearman Rank Test
0.06
Residual Average
0.0
Price Variance
2.39
Standard Bank Group lagged returns against current returns
Autocorrelation, which is Standard Bank pink sheet'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 Standard Bank's pink sheet expected returns. We can calculate the autocorrelation of Standard Bank returns to help us make a trade decision. For example, suppose you find that Standard Bank has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Standard 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 Standard Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Standard Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Standard Bank pink sheet over time.
Current vs Lagged Prices
Timeline
Standard Bank Lagged Returns
When evaluating Standard Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Standard Bank pink sheet have on its future price. Standard 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, Standard Bank autocorrelation shows the relationship between Standard Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Standard Bank Group.
Other Information on Investing in Standard Pink Sheet
Standard Bank financial ratios help investors to determine whether Standard Pink Sheet 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 Standard with respect to the benefits of owning Standard Bank security.