Aktia Bank (Finland) Market Value
| AKTIA Stock | EUR 10.80 0.06 0.56% |
| Symbol | Aktia |
Aktia 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 Aktia 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 Aktia Bank.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Aktia Bank on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Aktia Bank Abp or generate 0.0% return on investment in Aktia Bank over 90 days. Aktia Bank is related to or competes with Sampo Oyj, Tokmanni Group, Nordea Bank, TietoEVRY Corp, and CapMan Oyj. Aktia Pankki Oyj provides range of solutions within banking, asset management, and personal insurance in Finland More
Aktia 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 Aktia 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 Aktia Bank Abp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8316 | |||
| Information Ratio | 0.4055 | |||
| Maximum Drawdown | 3.77 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.9 |
Aktia Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aktia Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aktia Bank's standard deviation. In reality, there are many statistical measures that can use Aktia Bank historical prices to predict the future Aktia Bank's volatility.| Risk Adjusted Performance | 0.2448 | |||
| Jensen Alpha | 0.2311 | |||
| Total Risk Alpha | 0.317 | |||
| Sortino Ratio | 0.3914 | |||
| Treynor Ratio | 1.61 |
Aktia Bank Abp Backtested Returns
Aktia Bank appears to be very steady, given 3 months investment horizon. Aktia Bank Abp secures Sharpe Ratio (or Efficiency) of 0.39, which signifies that the company had a 0.39 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Aktia Bank Abp, which you can use to evaluate the volatility of the firm. Please makes use of Aktia Bank's Risk Adjusted Performance of 0.2448, downside deviation of 0.8316, and Mean Deviation of 0.5863 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aktia Bank holds a performance score of 30. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aktia Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aktia Bank is expected to be smaller as well. Please check Aktia Bank's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Aktia Bank's price patterns will revert.
Auto-correlation | 0.89 |
Very good predictability
Aktia Bank Abp has very good predictability. Overlapping area represents the amount of predictability between Aktia Bank time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Aktia Bank Abp price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Aktia Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Aktia Bank Abp lagged returns against current returns
Autocorrelation, which is Aktia 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 Aktia Bank's stock expected returns. We can calculate the autocorrelation of Aktia Bank returns to help us make a trade decision. For example, suppose you find that Aktia 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 |
Aktia 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 Aktia Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aktia Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aktia Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Aktia Bank Lagged Returns
When evaluating Aktia Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aktia Bank stock have on its future price. Aktia 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, Aktia Bank autocorrelation shows the relationship between Aktia Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Aktia Bank Abp.
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.Other Information on Investing in Aktia Stock
Aktia Bank financial ratios help investors to determine whether Aktia Stock 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 Aktia with respect to the benefits of owning Aktia Bank security.