Commerzbank Ag Stock Market Value
| CRZBF Stock | USD 25.93 1.26 5.11% |
| Symbol | Commerzbank |
Commerzbank '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 Commerzbank'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 Commerzbank.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Commerzbank on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Commerzbank AG or generate 0.0% return on investment in Commerzbank over 90 days. Commerzbank is related to or competes with Investar Holding, Colony Bankcorp, Southern Missouri, First Northwest, Community West, First Financial, and Great Southern. Commerzbank AG provides banking and capital market services to private and small business customers, multinational group... More
Commerzbank 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 Commerzbank'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 Commerzbank AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3153 | |||
| Maximum Drawdown | 16.34 | |||
| Potential Upside | 6.15 |
Commerzbank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commerzbank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commerzbank's standard deviation. In reality, there are many statistical measures that can use Commerzbank historical prices to predict the future Commerzbank's volatility.| Risk Adjusted Performance | 0.2536 | |||
| Jensen Alpha | 0.9245 | |||
| Total Risk Alpha | 1.25 | |||
| Treynor Ratio | 1.48 |
Commerzbank AG Backtested Returns
Commerzbank appears to be not too volatile, given 3 months investment horizon. Commerzbank AG secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the company had a 0.3 % return per unit of risk over the last 3 months. By analyzing Commerzbank's technical indicators, you can evaluate if the expected return of 0.96% is justified by implied risk. Please makes use of Commerzbank's Standard Deviation of 3.08, risk adjusted performance of 0.2536, and Mean Deviation of 1.65 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Commerzbank holds a performance score of 23. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Commerzbank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Commerzbank is expected to be smaller as well. Please check Commerzbank's total risk alpha, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Commerzbank's price patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
Commerzbank AG has excellent predictability. Overlapping area represents the amount of predictability between Commerzbank 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 Commerzbank AG price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Commerzbank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 6.69 |
Commerzbank AG lagged returns against current returns
Autocorrelation, which is Commerzbank 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 Commerzbank's pink sheet expected returns. We can calculate the autocorrelation of Commerzbank returns to help us make a trade decision. For example, suppose you find that Commerzbank 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 |
Commerzbank 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 Commerzbank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Commerzbank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Commerzbank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Commerzbank Lagged Returns
When evaluating Commerzbank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Commerzbank pink sheet have on its future price. Commerzbank 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, Commerzbank autocorrelation shows the relationship between Commerzbank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Commerzbank AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Commerzbank Pink Sheet
Commerzbank financial ratios help investors to determine whether Commerzbank Pink Sheet 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 Commerzbank with respect to the benefits of owning Commerzbank security.