Komercni Banka (UK) Market Value
| 0IKH Stock | 534.00 0.00 0.00% |
| Symbol | Komercni |
Komercni Banka '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 Komercni Banka'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 Komercni Banka.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Komercni Banka on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Komercni Banka or generate 0.0% return on investment in Komercni Banka over 90 days. Komercni Banka is related to or competes with New Residential, Livermore Investments, Aurora Investment, OneSavings Bank, Capital Drilling, Lowland Investment, and Fortune Brands. Komercni Banka is entity of United Kingdom More
Komercni Banka 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 Komercni Banka'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 Komercni Banka upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0519 | |||
| Maximum Drawdown | 105.14 |
Komercni Banka Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Komercni Banka's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Komercni Banka's standard deviation. In reality, there are many statistical measures that can use Komercni Banka historical prices to predict the future Komercni Banka's volatility.| Risk Adjusted Performance | 0.0452 | |||
| Jensen Alpha | 0.393 | |||
| Total Risk Alpha | 1.57 | |||
| Treynor Ratio | 4.27 |
Komercni Banka Backtested Returns
Komercni Banka appears to be very steady, given 3 months investment horizon. Komercni Banka has Sharpe Ratio of 0.0424, which conveys that the firm had a 0.0424 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Komercni Banka, which you can use to evaluate the volatility of the firm. Please exercise Komercni Banka's Standard Deviation of 9.49, mean deviation of 1.97, and Risk Adjusted Performance of 0.0452 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Komercni Banka holds a performance score of 3. The company secures a Beta (Market Risk) of 0.0898, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Komercni Banka's returns are expected to increase less than the market. However, during the bear market, the loss of holding Komercni Banka is expected to be smaller as well. Please check Komercni Banka's coefficient of variation, variance, treynor ratio, as well as the relationship between the standard deviation and information ratio , to make a quick decision on whether Komercni Banka's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Komercni Banka has no correlation between past and present. Overlapping area represents the amount of predictability between Komercni Banka time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Komercni Banka price movement. The serial correlation of 0.0 indicates that just 0.0% of current Komercni Banka price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Komercni Banka lagged returns against current returns
Autocorrelation, which is Komercni Banka 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 Komercni Banka's stock expected returns. We can calculate the autocorrelation of Komercni Banka returns to help us make a trade decision. For example, suppose you find that Komercni Banka 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 |
Komercni Banka 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 Komercni Banka stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Komercni Banka stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Komercni Banka stock over time.
Current vs Lagged Prices |
| Timeline |
Komercni Banka Lagged Returns
When evaluating Komercni Banka's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Komercni Banka stock have on its future price. Komercni Banka 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, Komercni Banka autocorrelation shows the relationship between Komercni Banka stock current value and its past values and can show if there is a momentum factor associated with investing in Komercni Banka.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Komercni Stock Analysis
When running Komercni Banka's price analysis, check to measure Komercni Banka'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 Komercni Banka is operating at the current time. Most of Komercni Banka's value examination focuses on studying past and present price action to predict the probability of Komercni Banka's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Komercni Banka's price. Additionally, you may evaluate how the addition of Komercni Banka to your portfolios can decrease your overall portfolio volatility.