Banco De Sabadell Stock Market Value
| BNDSY Stock | USD 5.65 0.34 5.68% |
| Symbol | Banco |
Banco De '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 De'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 Banco De.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Banco De on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Banco de Sabadell or generate 0.0% return on investment in Banco De over 90 days. Banco De is related to or competes with Banco Bilbao, ABN AMRO, Bank of America, Bank of China, Bank of America, Bank of Communications, and Banco Santander. Banco de Sabadell, S.A. provides banking products and services to personal, business, and private customers in Spain and... More
Banco De 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 De'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 Banco de Sabadell upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2348 | |||
| Maximum Drawdown | 25.16 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 8.49 |
Banco De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco De's standard deviation. In reality, there are many statistical measures that can use Banco De historical prices to predict the future Banco De's volatility.| Risk Adjusted Performance | 0.1872 | |||
| Jensen Alpha | 0.695 | |||
| Total Risk Alpha | 1.15 | |||
| Treynor Ratio | (5.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Banco De's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Banco de Sabadell Backtested Returns
Banco De appears to be slightly risky, given 3 months investment horizon. Banco de Sabadell 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. By analyzing Banco De's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please makes use of Banco De's Mean Deviation of 1.59, risk adjusted performance of 0.1872, and Standard Deviation of 3.48 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Banco De holds a performance score of 14. 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 De are expected to decrease at a much lower rate. During the bear market, Banco De is likely to outperform the market. Please check Banco De's information ratio, skewness, as well as the relationship between the Skewness and price action indicator , to make a quick decision on whether Banco De's price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Banco de Sabadell has good reverse predictability. Overlapping area represents the amount of predictability between Banco De 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 Banco de Sabadell price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Banco De price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Banco de Sabadell lagged returns against current returns
Autocorrelation, which is Banco De 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 Banco De's pink sheet expected returns. We can calculate the autocorrelation of Banco De returns to help us make a trade decision. For example, suppose you find that Banco De 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 |
Banco De 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 De pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco De pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco De pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Banco De Lagged Returns
When evaluating Banco De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco De pink sheet have on its future price. Banco De 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 De autocorrelation shows the relationship between Banco De pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Banco de Sabadell.
Regressed Prices |
| Timeline |
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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 Banco Pink Sheet Analysis
When running Banco De's price analysis, check to measure Banco De'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 De is operating at the current time. Most of Banco De's value examination focuses on studying past and present price action to predict the probability of Banco De'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 De's price. Additionally, you may evaluate how the addition of Banco De to your portfolios can decrease your overall portfolio volatility.