Piraeus Bank Sa Stock Market Value
| BPIRY Stock | USD 4.82 0.06 1.23% |
| Symbol | Piraeus |
Piraeus Bank '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 Piraeus Bank's otc 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 Piraeus Bank.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Piraeus Bank on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Piraeus Bank SA or generate 0.0% return on investment in Piraeus Bank over 30 days. Piraeus Bank is related to or competes with Bankinter, JAPAN POST, JAPAN POST, Eurobank Ergasias, PT Bank, Bank Mandiri, and PT Bank. Piraeus Financial Holdings S.A. provides banking products and services in Greece and internationally More
Piraeus Bank 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 Piraeus Bank's otc 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 Piraeus Bank SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.86 | |||
| Information Ratio | 0.179 | |||
| Maximum Drawdown | 13.55 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 4.3 |
Piraeus Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Piraeus Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Piraeus Bank's standard deviation. In reality, there are many statistical measures that can use Piraeus Bank historical prices to predict the future Piraeus Bank's volatility.| Risk Adjusted Performance | 0.1399 | |||
| Jensen Alpha | 0.474 | |||
| Total Risk Alpha | 0.4969 | |||
| Sortino Ratio | 0.1678 | |||
| Treynor Ratio | 4.59 |
Piraeus Bank SA Backtested Returns
Piraeus Bank appears to be slightly risky, given 3 months investment horizon. Piraeus Bank SA maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Piraeus Bank SA, which you can use to evaluate the volatility of the company. Please evaluate Piraeus Bank's Semi Deviation of 2.54, coefficient of variation of 554.7, and Risk Adjusted Performance of 0.1399 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Piraeus Bank holds a performance score of 14. The company holds a Beta of 0.1, which implies not very significant fluctuations relative to the market. As returns on the market increase, Piraeus Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Piraeus Bank is expected to be smaller as well. Please check Piraeus Bank's value at risk, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Piraeus Bank's historical price patterns will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
Piraeus Bank SA has modest reverse predictability. Overlapping area represents the amount of predictability between Piraeus Bank time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Piraeus Bank SA price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Piraeus Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Piraeus Bank SA lagged returns against current returns
Autocorrelation, which is Piraeus Bank otc 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 Piraeus Bank's otc stock expected returns. We can calculate the autocorrelation of Piraeus Bank returns to help us make a trade decision. For example, suppose you find that Piraeus Bank has exhibited high autocorrelation historically, and you observe that the otc 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 |
Piraeus Bank 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 Piraeus Bank otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Piraeus Bank otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Piraeus Bank otc stock over time.
Current vs Lagged Prices |
| Timeline |
Piraeus Bank Lagged Returns
When evaluating Piraeus Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Piraeus Bank otc stock have on its future price. Piraeus Bank 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, Piraeus Bank autocorrelation shows the relationship between Piraeus Bank otc stock current value and its past values and can show if there is a momentum factor associated with investing in Piraeus Bank SA.
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 Piraeus OTC Stock Analysis
When running Piraeus Bank's price analysis, check to measure Piraeus Bank'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 Piraeus Bank is operating at the current time. Most of Piraeus Bank's value examination focuses on studying past and present price action to predict the probability of Piraeus Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Piraeus Bank's price. Additionally, you may evaluate how the addition of Piraeus Bank to your portfolios can decrease your overall portfolio volatility.