Raiffeisen Bank International Stock Market Value
| RAIFY Stock | USD 5.10 0.05 0.97% |
| Symbol | Raiffeisen |
Raiffeisen 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 Raiffeisen Bank'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 Raiffeisen Bank.
| 06/21/2024 |
| 12/18/2024 |
If you would invest 0.00 in Raiffeisen Bank on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Raiffeisen Bank International or generate 0.0% return on investment in Raiffeisen Bank over 180 days. Raiffeisen Bank is related to or competes with Morningstar Unconstrained, Bondbloxx ETF, Spring Valley, Bondbloxx ETF, First Physicians, CarMax, and SEI Investments. Raiffeisen Bank International AG, together with its subsidiaries, provides corporate, retail, and investment banking ser... More
Raiffeisen 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 Raiffeisen Bank'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 Raiffeisen Bank International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.0 | |||
| Information Ratio | 0.0359 | |||
| Maximum Drawdown | 19.16 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 6.7 |
Raiffeisen Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raiffeisen Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raiffeisen Bank's standard deviation. In reality, there are many statistical measures that can use Raiffeisen Bank historical prices to predict the future Raiffeisen Bank's volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | 0.1708 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | 0.8803 |
Raiffeisen Bank Inte Backtested Returns
At this stage we consider Raiffeisen Pink Sheet to be relatively risky. Raiffeisen Bank Inte maintains Sharpe Ratio (i.e., Efficiency) of 0.0274, which implies the firm had a 0.0274% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Raiffeisen Bank Inte, which you can use to evaluate the volatility of the company. Please check Raiffeisen Bank's Coefficient Of Variation of 1806.54, risk adjusted performance of 0.048, and Semi Deviation of 2.68 to confirm if the risk estimate we provide is consistent with the expected return of 0.0958%. Raiffeisen Bank has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Raiffeisen Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Raiffeisen Bank is expected to be smaller as well. Raiffeisen Bank Inte right now holds a risk of 3.5%. Please check Raiffeisen Bank Inte maximum drawdown, as well as the relationship between the skewness and price action indicator , to decide if Raiffeisen Bank Inte will be following its historical price patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Raiffeisen Bank International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Raiffeisen Bank time series from 21st of June 2024 to 19th of September 2024 and 19th of September 2024 to 18th 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 Raiffeisen Bank Inte price movement. The serial correlation of -0.17 indicates that over 17.0% of current Raiffeisen Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Raiffeisen Bank Inte lagged returns against current returns
Autocorrelation, which is Raiffeisen Bank 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 Raiffeisen Bank's pink sheet expected returns. We can calculate the autocorrelation of Raiffeisen Bank returns to help us make a trade decision. For example, suppose you find that Raiffeisen Bank 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 |
Raiffeisen 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 Raiffeisen Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raiffeisen Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raiffeisen Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Raiffeisen Bank Lagged Returns
When evaluating Raiffeisen Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raiffeisen Bank pink sheet have on its future price. Raiffeisen 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, Raiffeisen Bank autocorrelation shows the relationship between Raiffeisen Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Raiffeisen Bank International.
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 Tools for Raiffeisen Pink Sheet Analysis
When running Raiffeisen Bank's price analysis, check to measure Raiffeisen 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 Raiffeisen Bank is operating at the current time. Most of Raiffeisen Bank's value examination focuses on studying past and present price action to predict the probability of Raiffeisen 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 Raiffeisen Bank's price. Additionally, you may evaluate how the addition of Raiffeisen Bank to your portfolios can decrease your overall portfolio volatility.