Svb T Corp Stock Market Value
| SVBT Stock | USD 42.25 0.15 0.35% |
| Symbol | SVB |
SVB T '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 T's otc 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 T.
| 10/04/2023 |
| 11/27/2024 |
If you would invest 0.00 in SVB T on October 4, 2023 and sell it all today you would earn a total of 0.00 from holding SVB T Corp or generate 0.0% return on investment in SVB T over 420 days. SVB T is related to or competes with Israel Discount, Baraboo Bancorporation, Danske Bank, Jyske Bank, and Absa Group. SVB T Corporation operates as a financial holding company for Springs Valley Bank Trust Company that provides banking an... More
SVB T 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 T's otc 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 T Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.93 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.7595 |
SVB T Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SVB T's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SVB T's standard deviation. In reality, there are many statistical measures that can use SVB T historical prices to predict the future SVB T's volatility.| Risk Adjusted Performance | 0.1352 | |||
| Jensen Alpha | 0.0885 | |||
| Total Risk Alpha | 0.0036 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 2.19 |
SVB T Corp Backtested Returns
Currently, SVB T Corp is very steady. SVB T Corp retains Efficiency (Sharpe Ratio) of 0.17, which indicates the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for SVB T, which you can use to evaluate the volatility of the company. Please validate SVB T's risk adjusted performance of 0.1352, and Downside Deviation of 1.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.0965%. SVB T has a performance score of 13 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.0428, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SVB T's returns are expected to increase less than the market. However, during the bear market, the loss of holding SVB T is expected to be smaller as well. SVB T Corp currently owns a risk of 0.57%. Please validate SVB T Corp value at risk, and the relationship between the jensen alpha and skewness , to decide if SVB T Corp will be following its current price history.
Auto-correlation | -0.18 |
Insignificant reverse predictability
SVB T Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between SVB T time series from 4th of October 2023 to 1st of May 2024 and 1st of May 2024 to 27th 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 T Corp price movement. The serial correlation of -0.18 indicates that over 18.0% of current SVB T price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
SVB T Corp lagged returns against current returns
Autocorrelation, which is SVB T otc 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 T's otc stock expected returns. We can calculate the autocorrelation of SVB T returns to help us make a trade decision. For example, suppose you find that SVB T has exhibited high autocorrelation historically, and you observe that the otc 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 T 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 T otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SVB T otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SVB T otc stock over time.
Current vs Lagged Prices |
| Timeline |
SVB T Lagged Returns
When evaluating SVB T's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SVB T otc stock have on its future price. SVB T 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 T autocorrelation shows the relationship between SVB T otc stock current value and its past values and can show if there is a momentum factor associated with investing in SVB T Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SVB OTC Stock Analysis
When running SVB T's price analysis, check to measure SVB T'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 SVB T is operating at the current time. Most of SVB T's value examination focuses on studying past and present price action to predict the probability of SVB T's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SVB T's price. Additionally, you may evaluate how the addition of SVB T to your portfolios can decrease your overall portfolio volatility.