BBVA Banco (Germany) Market Value
| BFP Stock | EUR 16.90 0.10 0.59% |
| Symbol | BBVA |
BBVA Banco '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 BBVA Banco'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 BBVA Banco.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in BBVA Banco on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding BBVA Banco Frances or generate 0.0% return on investment in BBVA Banco over 90 days. BBVA Banco is related to or competes with Tradegate, FAST RETAIL, Tradeweb Markets, Nordic Semiconductor, SIDETRADE, and H2O Retailing. Banco BBVA Argentina S.A. provides various banking products and services to individuals and companies in Argentina More
BBVA Banco 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 BBVA Banco'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 BBVA Banco Frances upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.55 | |||
| Information Ratio | 0.0493 | |||
| Maximum Drawdown | 33.19 | |||
| Value At Risk | (7.21) | |||
| Potential Upside | 8.14 |
BBVA Banco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBVA Banco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BBVA Banco's standard deviation. In reality, there are many statistical measures that can use BBVA Banco historical prices to predict the future BBVA Banco's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.211 | |||
| Total Risk Alpha | 0.9066 | |||
| Sortino Ratio | 0.063 | |||
| Treynor Ratio | 0.582 |
BBVA Banco Frances Backtested Returns
At this point, BBVA Banco is somewhat reliable. BBVA Banco Frances secures Sharpe Ratio (or Efficiency) of 0.0323, which signifies that the company had a 0.0323 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for BBVA Banco Frances, which you can use to evaluate the volatility of the entity. Please confirm BBVA Banco's Market Risk Adjusted Performance of 0.592, coefficient of variation of 3099.65, and Mean Deviation of 3.97 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. BBVA Banco has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BBVA Banco's returns are expected to increase less than the market. However, during the bear market, the loss of holding BBVA Banco is expected to be smaller as well. BBVA Banco Frances now shows a risk of 5.82%. Please confirm BBVA Banco Frances treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if BBVA Banco Frances will be following its price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
BBVA Banco Frances has good reverse predictability. Overlapping area represents the amount of predictability between BBVA Banco 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 BBVA Banco Frances price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current BBVA Banco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.24 |
BBVA Banco Frances lagged returns against current returns
Autocorrelation, which is BBVA Banco 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 BBVA Banco's stock expected returns. We can calculate the autocorrelation of BBVA Banco returns to help us make a trade decision. For example, suppose you find that BBVA Banco 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 |
BBVA Banco 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 BBVA Banco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BBVA Banco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BBVA Banco stock over time.
Current vs Lagged Prices |
| Timeline |
BBVA Banco Lagged Returns
When evaluating BBVA Banco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BBVA Banco stock have on its future price. BBVA Banco 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, BBVA Banco autocorrelation shows the relationship between BBVA Banco stock current value and its past values and can show if there is a momentum factor associated with investing in BBVA Banco Frances.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in BBVA Stock
When determining whether BBVA Banco Frances is a strong investment it is important to analyze BBVA Banco's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BBVA Banco's future performance. For an informed investment choice regarding BBVA Stock, refer to the following important reports:Check out BBVA Banco Correlation, BBVA Banco Volatility and BBVA Banco Alpha and Beta module to complement your research on BBVA Banco. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
BBVA Banco technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.