Banco Bilbao (Germany) Market Value
| BBVA Stock | 13.40 0.80 6.35% |
| Symbol | Banco |
Banco Bilbao '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 Banco Bilbao'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 Banco Bilbao.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Banco Bilbao on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Banco Bilbao Vizcaya or generate 0.0% return on investment in Banco Bilbao over 90 days. Banco Bilbao is related to or competes with NORWEGIAN AIR, Commercial Vehicle, Westinghouse Air, Norwegian Air, and Wizz Air. More
Banco Bilbao 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 Banco Bilbao'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 Banco Bilbao Vizcaya upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.2504 | |||
| Maximum Drawdown | 14.32 | |||
| Value At Risk | (3.97) | |||
| Potential Upside | 5.88 |
Banco Bilbao Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco Bilbao's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Bilbao's standard deviation. In reality, there are many statistical measures that can use Banco Bilbao historical prices to predict the future Banco Bilbao's volatility.| Risk Adjusted Performance | 0.1931 | |||
| Jensen Alpha | 0.5586 | |||
| Total Risk Alpha | 0.914 | |||
| Sortino Ratio | 0.259 | |||
| Treynor Ratio | (4.37) |
Banco Bilbao Vizcaya Backtested Returns
Banco Bilbao appears to be not too volatile, given 3 months investment horizon. Banco Bilbao Vizcaya secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. By analyzing Banco Bilbao's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please makes use of Banco Bilbao's Downside Deviation of 2.63, risk adjusted performance of 0.1931, and Mean Deviation of 1.99 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Banco Bilbao holds a performance score of 17. 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, returns on owning Banco Bilbao are expected to decrease at a much lower rate. During the bear market, Banco Bilbao is likely to outperform the market. Please check Banco Bilbao's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Banco Bilbao's price patterns will revert.
Auto-correlation | 0.74 |
Good predictability
Banco Bilbao Vizcaya has good predictability. Overlapping area represents the amount of predictability between Banco Bilbao 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 Banco Bilbao Vizcaya price movement. The serial correlation of 0.74 indicates that around 74.0% of current Banco Bilbao price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Banco Bilbao Vizcaya lagged returns against current returns
Autocorrelation, which is Banco Bilbao 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 Banco Bilbao's stock expected returns. We can calculate the autocorrelation of Banco Bilbao returns to help us make a trade decision. For example, suppose you find that Banco Bilbao 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 |
Banco Bilbao 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 Banco Bilbao stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco Bilbao stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco Bilbao stock over time.
Current vs Lagged Prices |
| Timeline |
Banco Bilbao Lagged Returns
When evaluating Banco Bilbao's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco Bilbao stock have on its future price. Banco Bilbao 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, Banco Bilbao autocorrelation shows the relationship between Banco Bilbao stock current value and its past values and can show if there is a momentum factor associated with investing in Banco Bilbao Vizcaya.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Banco Stock Analysis
When running Banco Bilbao's price analysis, check to measure Banco Bilbao'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 Banco Bilbao is operating at the current time. Most of Banco Bilbao's value examination focuses on studying past and present price action to predict the probability of Banco Bilbao's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banco Bilbao's price. Additionally, you may evaluate how the addition of Banco Bilbao to your portfolios can decrease your overall portfolio volatility.