Santander Bank's market value is the price at which a share of Santander Bank trades on a public exchange. It measures the collective expectations of Santander Bank Polska investors about its performance. Santander Bank is trading at 106.80 as of the 31st of December 2024. This is a 0.05% down since the beginning of the trading day. The stock's lowest day price was 106.8. With this module, you can estimate the performance of a buy and hold strategy of Santander Bank Polska and determine expected loss or profit from investing in Santander Bank over a given investment horizon. Check out Santander Bank Correlation, Santander Bank Volatility and Santander Bank Alpha and Beta module to complement your research on Santander Bank.
Please note, there is a significant difference between Santander Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Santander Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Santander Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Santander 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 Santander Bank'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 Santander Bank.
0.00
07/04/2024
No Change 0.00
0.0
In 5 months and 30 days
12/31/2024
0.00
If you would invest 0.00 in Santander Bank on July 4, 2024 and sell it all today you would earn a total of 0.00 from holding Santander Bank Polska or generate 0.0% return on investment in Santander Bank over 180 days. Santander Bank is related to or competes with DNB BANK, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, and NorAm Drilling. Bank Zachodni WBK S.A., together with its subsidiaries, provides various banking products and services More
Santander 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 Santander Bank'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 Santander Bank Polska upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Santander Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Santander Bank's standard deviation. In reality, there are many statistical measures that can use Santander Bank historical prices to predict the future Santander Bank's volatility.
At this point, Santander Bank is very steady. Santander Bank Polska owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0261, which indicates the firm had a 0.0261% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Santander Bank Polska, which you can use to evaluate the volatility of the company. Please validate Santander Bank's Coefficient Of Variation of 14829.27, semi deviation of 1.97, and Risk Adjusted Performance of 0.0121 to confirm if the risk estimate we provide is consistent with the expected return of 0.0654%. Santander Bank has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Santander Bank are expected to decrease at a much lower rate. During the bear market, Santander Bank is likely to outperform the market. Santander Bank Polska right now has a risk of 2.51%. Please validate Santander Bank maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Santander Bank will be following its existing price patterns.
Auto-correlation
-0.36
Poor reverse predictability
Santander Bank Polska has poor reverse predictability. Overlapping area represents the amount of predictability between Santander Bank time series from 4th of July 2024 to 2nd of October 2024 and 2nd of October 2024 to 31st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Santander Bank Polska price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Santander Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.36
Spearman Rank Test
-0.22
Residual Average
0.0
Price Variance
11.6
Santander Bank Polska lagged returns against current returns
Autocorrelation, which is Santander Bank 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 Santander Bank's stock expected returns. We can calculate the autocorrelation of Santander Bank returns to help us make a trade decision. For example, suppose you find that Santander Bank 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
Santander 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 Santander Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Santander Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Santander Bank stock over time.
Current vs Lagged Prices
Timeline
Santander Bank Lagged Returns
When evaluating Santander Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Santander Bank stock have on its future price. Santander 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, Santander Bank autocorrelation shows the relationship between Santander Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Santander Bank Polska.
Santander Bank financial ratios help investors to determine whether Santander Stock 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 Santander with respect to the benefits of owning Santander Bank security.