BANKINTER ADR's market value is the price at which a share of BANKINTER ADR trades on a public exchange. It measures the collective expectations of BANKINTER ADR 2007 investors about its performance. BANKINTER ADR is trading at 9.75 as of the 16th of March 2025. This is a 1.04% up since the beginning of the trading day. The stock's lowest day price was 9.75. With this module, you can estimate the performance of a buy and hold strategy of BANKINTER ADR 2007 and determine expected loss or profit from investing in BANKINTER ADR over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
BANKINTER
BANKINTER ADR '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 BANKINTER ADR'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 BANKINTER ADR.
0.00
12/16/2024
No Change 0.00
0.0
In 2 months and 31 days
03/16/2025
0.00
If you would invest 0.00 in BANKINTER ADR on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding BANKINTER ADR 2007 or generate 0.0% return on investment in BANKINTER ADR over 90 days.
BANKINTER ADR 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 BANKINTER ADR'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 BANKINTER ADR 2007 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANKINTER ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANKINTER ADR's standard deviation. In reality, there are many statistical measures that can use BANKINTER ADR historical prices to predict the future BANKINTER ADR's volatility.
BANKINTER ADR appears to be not too volatile, given 3 months investment horizon. BANKINTER ADR 2007 secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the company had a 0.31 % return per unit of risk over the last 3 months. By examining BANKINTER ADR's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of BANKINTER ADR's Coefficient Of Variation of 367.59, semi deviation of 1.2, and Mean Deviation of 1.27 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BANKINTER ADR holds a performance score of 24. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BANKINTER ADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding BANKINTER ADR is expected to be smaller as well. Please check BANKINTER ADR's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether BANKINTER ADR's price patterns will revert.
Auto-correlation
0.83
Very good predictability
BANKINTER ADR 2007 has very good predictability. Overlapping area represents the amount of predictability between BANKINTER ADR 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 BANKINTER ADR 2007 price movement. The serial correlation of 0.83 indicates that around 83.0% of current BANKINTER ADR price fluctuation can be explain by its past prices.
Correlation Coefficient
0.83
Spearman Rank Test
0.9
Residual Average
0.0
Price Variance
0.35
BANKINTER ADR 2007 lagged returns against current returns
Autocorrelation, which is BANKINTER ADR 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 BANKINTER ADR's stock expected returns. We can calculate the autocorrelation of BANKINTER ADR returns to help us make a trade decision. For example, suppose you find that BANKINTER ADR 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
BANKINTER ADR 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 BANKINTER ADR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANKINTER ADR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANKINTER ADR stock over time.
Current vs Lagged Prices
Timeline
BANKINTER ADR Lagged Returns
When evaluating BANKINTER ADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANKINTER ADR stock have on its future price. BANKINTER ADR 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, BANKINTER ADR autocorrelation shows the relationship between BANKINTER ADR stock current value and its past values and can show if there is a momentum factor associated with investing in BANKINTER ADR 2007.