Samba Bank (Pakistan) Market Value
| SBL Stock | 14.26 0.64 4.30% |
| Symbol | Samba |
Samba 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 Samba 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 Samba Bank.
| 01/10/2024 |
| 12/30/2025 |
If you would invest 0.00 in Samba Bank on January 10, 2024 and sell it all today you would earn a total of 0.00 from holding Samba Bank or generate 0.0% return on investment in Samba Bank over 720 days. Samba Bank is related to or competes with Security Investment, Orient Rental, ORIX Leasing, JS Investments, and Hi Tech. More
Samba 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 Samba 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 Samba Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.73 | |||
| Information Ratio | 0.1256 | |||
| Maximum Drawdown | 16.61 | |||
| Value At Risk | (3.91) | |||
| Potential Upside | 10.0 |
Samba Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samba Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samba Bank's standard deviation. In reality, there are many statistical measures that can use Samba Bank historical prices to predict the future Samba Bank's volatility.| Risk Adjusted Performance | 0.1107 | |||
| Jensen Alpha | 0.6022 | |||
| Total Risk Alpha | 0.1625 | |||
| Sortino Ratio | 0.1909 | |||
| Treynor Ratio | (6.08) |
Samba Bank Backtested Returns
Samba Bank appears to be somewhat reliable, given 3 months investment horizon. Samba Bank owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Samba Bank, which you can use to evaluate the volatility of the company. Please review Samba Bank's Risk Adjusted Performance of 0.1107, semi deviation of 2.21, and Coefficient Of Variation of 686.62 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Samba Bank holds a performance score of 9. The entity has a beta of -0.0978, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samba Bank are expected to decrease at a much lower rate. During the bear market, Samba Bank is likely to outperform the market. Please check Samba Bank's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Samba Bank's existing price patterns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
Samba Bank has poor reverse predictability. Overlapping area represents the amount of predictability between Samba Bank time series from 10th of January 2024 to 4th of January 2025 and 4th of January 2025 to 30th 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 Samba Bank price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Samba Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
Samba Bank lagged returns against current returns
Autocorrelation, which is Samba 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 Samba Bank's stock expected returns. We can calculate the autocorrelation of Samba Bank returns to help us make a trade decision. For example, suppose you find that Samba 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 |
Samba 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 Samba Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samba Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samba Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Samba Bank Lagged Returns
When evaluating Samba Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samba Bank stock have on its future price. Samba 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, Samba Bank autocorrelation shows the relationship between Samba Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Samba Bank.
Regressed Prices |
| Timeline |
Pair Trading with Samba Bank
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Samba Bank position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Samba Bank will appreciate offsetting losses from the drop in the long position's value.Moving against Samba Stock
The ability to find closely correlated positions to Samba Bank could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Samba Bank when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Samba Bank - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Samba Bank to buy it.
The correlation of Samba Bank is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Samba Bank moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Samba Bank moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Samba Bank can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Samba Stock Analysis
When running Samba Bank's price analysis, check to measure Samba 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 Samba Bank is operating at the current time. Most of Samba Bank's value examination focuses on studying past and present price action to predict the probability of Samba 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 Samba Bank's price. Additionally, you may evaluate how the addition of Samba Bank to your portfolios can decrease your overall portfolio volatility.