Tbc Bank Group Stock Market Value
| TBCCF Stock | USD 54.60 1.92 3.64% |
| Symbol | TBC |
TBC 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 TBC 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 TBC Bank.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in TBC Bank on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding TBC Bank Group or generate 0.0% return on investment in TBC Bank over 30 days. TBC Bank is related to or competes with Sparebanken Vest, Hachijuni Bank, Cembra Money, and Commercial International. TBC Bank Group PLC, through its subsidiaries, provides banking, leasing, brokerage, and card processing services to corp... More
TBC 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 TBC 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 TBC Bank Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 14.7 |
TBC Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TBC Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TBC Bank's standard deviation. In reality, there are many statistical measures that can use TBC Bank historical prices to predict the future TBC Bank's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TBC Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
TBC Bank Group Backtested Returns
TBC Bank Group retains Efficiency (Sharpe Ratio) of -0.0827, which indicates the company had a -0.0827 % return per unit of volatility over the last 3 months. TBC Bank exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TBC Bank's Market Risk Adjusted Performance of (0.60), information ratio of (0.13), and Mean Deviation of 0.4192 to confirm the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TBC Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding TBC Bank is expected to be smaller as well. At this point, TBC Bank Group has a negative expected return of -0.15%. Please make sure to validate TBC Bank's skewness, and the relationship between the information ratio and rate of daily change , to decide if TBC Bank Group performance from the past will be repeated in the future.
Auto-correlation | -0.67 |
Very good reverse predictability
TBC Bank Group has very good reverse predictability. Overlapping area represents the amount of predictability between TBC 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 TBC Bank Group price movement. The serial correlation of -0.67 indicates that around 67.0% of current TBC Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
TBC Bank Group lagged returns against current returns
Autocorrelation, which is TBC 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 TBC Bank's pink sheet expected returns. We can calculate the autocorrelation of TBC Bank returns to help us make a trade decision. For example, suppose you find that TBC 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 |
TBC 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 TBC Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TBC 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 TBC Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TBC Bank Lagged Returns
When evaluating TBC Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TBC Bank pink sheet have on its future price. TBC 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, TBC Bank autocorrelation shows the relationship between TBC Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TBC Bank Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in TBC Pink Sheet
TBC Bank financial ratios help investors to determine whether TBC 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 TBC with respect to the benefits of owning TBC Bank security.