Bank of the (Philippines) Market Value
| BPI Stock | 136.00 0.90 0.66% |
| Symbol | Bank |
Bank of the '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 the'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 Bank of the.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Bank of the on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bank of the or generate 0.0% return on investment in Bank of the over 90 days. Bank of the is related to or competes with Suntrust Home, Philex Mining, Atlas Consolidated, East West, Apex Mining, Converge Information, and Union Bank. More
Bank of the 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 the'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 Bank of the upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.0674 | |||
| Maximum Drawdown | 9.63 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 2.97 |
Bank of the Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of the's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of the's standard deviation. In reality, there are many statistical measures that can use Bank of the historical prices to predict the future Bank of the's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | 0.0619 | |||
| Total Risk Alpha | 0.2721 | |||
| Sortino Ratio | 0.0574 | |||
| Treynor Ratio | 0.0702 |
Bank of the Backtested Returns
At this point, Bank of the is very steady. Bank of the secures Sharpe Ratio (or Efficiency) of 0.0173, which signifies that the company had a 0.0173 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bank of the, which you can use to evaluate the volatility of the firm. Please confirm Bank of the's Mean Deviation of 1.43, downside deviation of 2.32, and Risk Adjusted Performance of 0.0207 to double-check if the risk estimate we provide is consistent with the expected return of 0.0343%. Bank of the has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bank of the's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of the is expected to be smaller as well. Bank of the right now shows a risk of 1.98%. Please confirm Bank of the total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Bank of the will be following its price patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
Bank of the has modest reverse predictability. Overlapping area represents the amount of predictability between Bank of the 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 Bank of the price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Bank of the price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 12.23 |
Bank of the lagged returns against current returns
Autocorrelation, which is Bank of the 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 Bank of the's stock expected returns. We can calculate the autocorrelation of Bank of the returns to help us make a trade decision. For example, suppose you find that Bank of the 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 |
Bank of the 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 the stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of the stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of the stock over time.
Current vs Lagged Prices |
| Timeline |
Bank of the Lagged Returns
When evaluating Bank of the's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of the stock have on its future price. Bank of the 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 the autocorrelation shows the relationship between Bank of the stock current value and its past values and can show if there is a momentum factor associated with investing in Bank of the.
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 Information and Resources on Investing in Bank Stock
When determining whether Bank of the is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Bank Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Bank Of The Stock. Highlighted below are key reports to facilitate an investment decision about Bank Of The Stock:Check out Bank of the Correlation, Bank of the Volatility and Bank of the Alpha and Beta module to complement your research on Bank of the. For information on how to trade Bank Stock refer to our How to Trade Bank Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Bank of the 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.