BankInvest Hojrentelande (Denmark) Market Value

BAIEMOBA  DKK 53.58  0.20  0.37%   
BankInvest Hojrentelande's market value is the price at which a share of BankInvest Hojrentelande trades on a public exchange. It measures the collective expectations of BankInvest Hojrentelande investors about its performance. BankInvest Hojrentelande is trading at 53.58 as of the 15th of March 2025, a 0.37 percent decrease since the beginning of the trading day. The fund's open price was 53.78.
With this module, you can estimate the performance of a buy and hold strategy of BankInvest Hojrentelande and determine expected loss or profit from investing in BankInvest Hojrentelande over a given investment horizon. Check out BankInvest Hojrentelande Correlation, BankInvest Hojrentelande Volatility and BankInvest Hojrentelande Alpha and Beta module to complement your research on BankInvest Hojrentelande.
Symbol

Please note, there is a significant difference between BankInvest Hojrentelande's value and its price as these two are different measures arrived at by different means. Investors typically determine if BankInvest Hojrentelande is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BankInvest Hojrentelande's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

BankInvest Hojrentelande '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 BankInvest Hojrentelande's fund 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 BankInvest Hojrentelande.
0.00
12/15/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/15/2025
0.00
If you would invest  0.00  in BankInvest Hojrentelande on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding BankInvest Hojrentelande or generate 0.0% return on investment in BankInvest Hojrentelande over 90 days. More

BankInvest Hojrentelande 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 BankInvest Hojrentelande's fund 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 BankInvest Hojrentelande upside and downside potential and time the market with a certain degree of confidence.

BankInvest Hojrentelande Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for BankInvest Hojrentelande's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BankInvest Hojrentelande's standard deviation. In reality, there are many statistical measures that can use BankInvest Hojrentelande historical prices to predict the future BankInvest Hojrentelande's volatility.
Hype
Prediction
LowEstimatedHigh
53.4553.7854.11
Details
Intrinsic
Valuation
LowRealHigh
48.4056.2856.61
Details

BankInvest Hojrentelande Backtested Returns

At this point, BankInvest Hojrentelande is very steady. BankInvest Hojrentelande secures Sharpe Ratio (or Efficiency) of 0.0432, which signifies that the fund had a 0.0432 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for BankInvest Hojrentelande, which you can use to evaluate the volatility of the entity. Please confirm BankInvest Hojrentelande's Semi Deviation of 0.2944, coefficient of variation of 2732.63, and Risk Adjusted Performance of 0.0148 to double-check if the risk estimate we provide is consistent with the expected return of 0.0143%. The fund shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and BankInvest Hojrentelande are completely uncorrelated.

Auto-correlation

    
  -0.04  

Very weak reverse predictability

BankInvest Hojrentelande has very weak reverse predictability. Overlapping area represents the amount of predictability between BankInvest Hojrentelande time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 BankInvest Hojrentelande price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current BankInvest Hojrentelande price fluctuation can be explain by its past prices.
Correlation Coefficient-0.04
Spearman Rank Test0.04
Residual Average0.0
Price Variance0.08

BankInvest Hojrentelande lagged returns against current returns

Autocorrelation, which is BankInvest Hojrentelande fund'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 BankInvest Hojrentelande's fund expected returns. We can calculate the autocorrelation of BankInvest Hojrentelande returns to help us make a trade decision. For example, suppose you find that BankInvest Hojrentelande has exhibited high autocorrelation historically, and you observe that the fund 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  

BankInvest Hojrentelande 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 BankInvest Hojrentelande fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BankInvest Hojrentelande fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BankInvest Hojrentelande fund over time.
   Current vs Lagged Prices   
       Timeline  

BankInvest Hojrentelande Lagged Returns

When evaluating BankInvest Hojrentelande's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BankInvest Hojrentelande fund have on its future price. BankInvest Hojrentelande 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, BankInvest Hojrentelande autocorrelation shows the relationship between BankInvest Hojrentelande fund current value and its past values and can show if there is a momentum factor associated with investing in BankInvest Hojrentelande.
   Regressed Prices   
       Timeline  

Other Information on Investing in BankInvest Fund

BankInvest Hojrentelande financial ratios help investors to determine whether BankInvest Fund 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 BankInvest with respect to the benefits of owning BankInvest Hojrentelande security.
Bonds Directory
Find actively traded corporate debentures issued by US companies
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Fundamental Analysis
View fundamental data based on most recent published financial statements
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.