Bankers Investment (UK) Market Value
| BNKR Fund | 113.80 0.40 0.35% |
| Symbol | Bankers |
Bankers Investment '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 Bankers Investment's fund 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 Bankers Investment.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bankers Investment on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bankers Investment Trust or generate 0.0% return on investment in Bankers Investment over 90 days. Bankers Investment is related to or competes with Brunner Investment. Bankers Investment is entity of United Kingdom More
Bankers Investment 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 Bankers Investment's fund 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 Bankers Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0778 | |||
| Maximum Drawdown | 6.35 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.22 |
Bankers Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bankers Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bankers Investment's standard deviation. In reality, there are many statistical measures that can use Bankers Investment historical prices to predict the future Bankers Investment's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.0002) | |||
| Total Risk Alpha | 0.0937 | |||
| Treynor Ratio | (0.11) |
Bankers Investment Trust Backtested Returns
Bankers Investment Trust secures Sharpe Ratio (or Efficiency) of -0.0113, which signifies that the fund had a -0.0113 % return per unit of risk over the last 3 months. Bankers Investment Trust exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bankers Investment's Mean Deviation of 0.7406, standard deviation of 0.9983, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bankers Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bankers Investment is expected to be smaller as well.
Auto-correlation | -0.85 |
Excellent reverse predictability
Bankers Investment Trust has excellent reverse predictability. Overlapping area represents the amount of predictability between Bankers Investment 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 Bankers Investment Trust price movement. The serial correlation of -0.85 indicates that around 85.0% of current Bankers Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 16.43 |
Bankers Investment Trust lagged returns against current returns
Autocorrelation, which is Bankers Investment fund'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 Bankers Investment's fund expected returns. We can calculate the autocorrelation of Bankers Investment returns to help us make a trade decision. For example, suppose you find that Bankers Investment has exhibited high autocorrelation historically, and you observe that the fund 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 |
Bankers Investment 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 Bankers Investment fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bankers Investment fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bankers Investment fund over time.
Current vs Lagged Prices |
| Timeline |
Bankers Investment Lagged Returns
When evaluating Bankers Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bankers Investment fund have on its future price. Bankers Investment 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, Bankers Investment autocorrelation shows the relationship between Bankers Investment fund current value and its past values and can show if there is a momentum factor associated with investing in Bankers Investment Trust.
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.Other Information on Investing in Bankers Fund
Bankers Investment financial ratios help investors to determine whether Bankers Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bankers with respect to the benefits of owning Bankers Investment security.
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