Bank Of East Stock Market Value
| BKEAY Stock | USD 1.50 0.02 1.35% |
| Symbol | Bank |
Bank of East '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 Bank of East's pink sheet 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 Bank of East.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bank of East on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bank of East or generate 0.0% return on investment in Bank of East over 90 days. Bank of East is related to or competes with First Foundation, Metropolitan Bank, MT Bank, Regions Financial, Fifth Third, and KeyCorp. The Bank of East Asia, Limited, together with its subsidiaries, provides various banking and related financial services More
Bank of East 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 Bank of East's pink sheet 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 Bank of East upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.2267 | |||
| Maximum Drawdown | 12.15 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.42 |
Bank of East Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of East's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of East's standard deviation. In reality, there are many statistical measures that can use Bank of East historical prices to predict the future Bank of East's volatility.| Risk Adjusted Performance | 0.154 | |||
| Jensen Alpha | 0.2882 | |||
| Total Risk Alpha | 0.5169 | |||
| Sortino Ratio | 0.1927 | |||
| Treynor Ratio | (5.33) |
Bank of East Backtested Returns
Bank of East appears to be very risky, given 3 months investment horizon. Bank of East secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bank of East, which you can use to evaluate the volatility of the firm. Please makes use of Bank of East's Risk Adjusted Performance of 0.154, mean deviation of 1.14, and Downside Deviation of 2.09 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bank of East holds a performance score of 14. The firm shows a Beta (market volatility) of -0.0552, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bank of East are expected to decrease at a much lower rate. During the bear market, Bank of East is likely to outperform the market. Please check Bank of East's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Bank of East's price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
Bank of East has very weak predictability. Overlapping area represents the amount of predictability between Bank of East time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Bank of East price movement. The serial correlation of 0.19 indicates that over 19.0% of current Bank of East price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bank of East lagged returns against current returns
Autocorrelation, which is Bank of East pink sheet'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 Bank of East's pink sheet expected returns. We can calculate the autocorrelation of Bank of East returns to help us make a trade decision. For example, suppose you find that Bank of East has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Bank of East 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 Bank of East pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of East pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of East pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bank of East Lagged Returns
When evaluating Bank of East's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of East pink sheet have on its future price. Bank of East 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, Bank of East autocorrelation shows the relationship between Bank of East pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bank of East.
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.Additional Tools for Bank Pink Sheet Analysis
When running Bank of East's price analysis, check to measure Bank of East'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 Bank of East is operating at the current time. Most of Bank of East's value examination focuses on studying past and present price action to predict the probability of Bank of East's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of East's price. Additionally, you may evaluate how the addition of Bank of East to your portfolios can decrease your overall portfolio volatility.