MBank SA (Germany) Technical Analysis
| BRU Stock | EUR 245.30 4.60 1.84% |
As of the 25th of February, MBank SA secures the Mean Deviation of 1.32, semi deviation of 1.69, and Downside Deviation of 1.76. mBank SA technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the entity's future prices. Please verify mBank SA mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and information ratio to decide if mBank SA is priced favorably, providing market reflects its recent price of 245.3 per share.
MBank SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as MBank, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MBankMBank |
MBank SA '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 MBank SA'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 MBank SA.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in MBank SA on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding mBank SA or generate 0.0% return on investment in MBank SA over 90 days. MBank SA is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Samsung Electronics, ASTRA INTERNATIONAL, PT Astra, and ASTRA INTERNATIONAL. mBank S.A. provides various banking and financial services in Poland, the Czech Republic, Slovakia, and internationally More
MBank SA 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 MBank SA'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 mBank SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.84 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.52 |
MBank SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MBank SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MBank SA's standard deviation. In reality, there are many statistical measures that can use MBank SA historical prices to predict the future MBank SA's volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1486 |
MBank SA February 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0308 | |||
| Market Risk Adjusted Performance | 0.1586 | |||
| Mean Deviation | 1.32 | |||
| Semi Deviation | 1.69 | |||
| Downside Deviation | 1.76 | |||
| Coefficient Of Variation | 3063.8 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.14 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1486 | |||
| Maximum Drawdown | 10.84 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.52 | |||
| Downside Variance | 3.11 | |||
| Semi Variance | 2.85 | |||
| Expected Short fall | (1.34) | |||
| Skewness | 0.4036 | |||
| Kurtosis | 1.99 |
mBank SA Backtested Returns
At this point, MBank SA is very steady. mBank SA has Sharpe Ratio of 0.0122, which conveys that the company had a 0.0122 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for MBank SA, which you can use to evaluate the volatility of the entity. Please verify MBank SA's Mean Deviation of 1.32, semi deviation of 1.69, and Downside Deviation of 1.76 to check out if the risk estimate we provide is consistent with the expected return of 0.0218%. The firm secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MBank SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding MBank SA is expected to be smaller as well. mBank SA presently secures a risk of 1.79%. Please verify mBank SA information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if mBank SA will be following its current price movements.
Auto-correlation | 0.56 |
Modest predictability
mBank SA has modest predictability. Overlapping area represents the amount of predictability between MBank SA time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of mBank SA price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current MBank SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 38.91 |
MBank SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
mBank SA Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Normalized Average True Range is used to analyze tradable apportunities for mBank SA across different markets.
About MBank SA Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of mBank SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of mBank SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on mBank SA price pattern first instead of the macroeconomic environment surrounding mBank SA. By analyzing MBank SA's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of MBank SA's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to MBank SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
MBank SA February 25, 2026 Technical Indicators
Most technical analysis of MBank help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for MBank from various momentum indicators to cycle indicators. When you analyze MBank charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0308 | |||
| Market Risk Adjusted Performance | 0.1586 | |||
| Mean Deviation | 1.32 | |||
| Semi Deviation | 1.69 | |||
| Downside Deviation | 1.76 | |||
| Coefficient Of Variation | 3063.8 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.14 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1486 | |||
| Maximum Drawdown | 10.84 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.52 | |||
| Downside Variance | 3.11 | |||
| Semi Variance | 2.85 | |||
| Expected Short fall | (1.34) | |||
| Skewness | 0.4036 | |||
| Kurtosis | 1.99 |
MBank SA February 25, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as MBank stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 245.30 | ||
| Day Typical Price | 245.30 | ||
| Price Action Indicator | (2.30) |
Complementary Tools for MBank Stock analysis
When running MBank SA's price analysis, check to measure MBank SA'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 MBank SA is operating at the current time. Most of MBank SA's value examination focuses on studying past and present price action to predict the probability of MBank SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MBank SA's price. Additionally, you may evaluate how the addition of MBank SA to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Stocks Directory Find actively traded stocks across global markets | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |