Instabank ASA (Norway) Market Value
| INSTA Stock | NOK 2.19 0.04 1.86% |
| Symbol | Instabank |
Instabank ASA '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 Instabank ASA'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 Instabank ASA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Instabank ASA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Instabank ASA or generate 0.0% return on investment in Instabank ASA over 90 days. Instabank ASA is related to or competes with Helgeland Sparebank, Odfjell Technology, Goodtech, Melhus Sparebank, Nidaros Sparebank, Sparebank, and Aasen Sparebank. Instabank ASA provides various banking products and services in Norway More
Instabank ASA 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 Instabank ASA'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 Instabank ASA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.173 | |||
| Maximum Drawdown | 8.34 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 2.97 |
Instabank ASA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Instabank ASA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Instabank ASA's standard deviation. In reality, there are many statistical measures that can use Instabank ASA historical prices to predict the future Instabank ASA's volatility.| Risk Adjusted Performance | 0.0962 | |||
| Jensen Alpha | 0.1391 | |||
| Total Risk Alpha | 0.3305 | |||
| Sortino Ratio | 0.1565 | |||
| Treynor Ratio | (2.33) |
Instabank ASA Backtested Returns
As of now, Instabank Stock is moderately volatile. Instabank ASA holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Instabank ASA, which you can use to evaluate the volatility of the firm. Please check out Instabank ASA's Risk Adjusted Performance of 0.0962, market risk adjusted performance of (2.32), and Downside Deviation of 1.63 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Instabank ASA has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0626, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Instabank ASA are expected to decrease at a much lower rate. During the bear market, Instabank ASA is likely to outperform the market. Instabank ASA right now retains a risk of 1.53%. Please check out Instabank ASA maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Instabank ASA will be following its current trending patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
Instabank ASA has modest reverse predictability. Overlapping area represents the amount of predictability between Instabank ASA 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 Instabank ASA price movement. The serial correlation of -0.48 indicates that about 48.0% of current Instabank ASA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Instabank ASA lagged returns against current returns
Autocorrelation, which is Instabank ASA 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 Instabank ASA's stock expected returns. We can calculate the autocorrelation of Instabank ASA returns to help us make a trade decision. For example, suppose you find that Instabank ASA 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 |
Instabank ASA 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 Instabank ASA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Instabank ASA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Instabank ASA stock over time.
Current vs Lagged Prices |
| Timeline |
Instabank ASA Lagged Returns
When evaluating Instabank ASA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Instabank ASA stock have on its future price. Instabank ASA 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, Instabank ASA autocorrelation shows the relationship between Instabank ASA stock current value and its past values and can show if there is a momentum factor associated with investing in Instabank ASA.
Regressed Prices |
| Timeline |
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Instabank ASA financial ratios help investors to determine whether Instabank 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 Instabank with respect to the benefits of owning Instabank ASA security.