Banco Santander (Austria) Market Value
| SAN Stock | EUR 6.21 0.34 5.79% |
| Symbol | Banco |
Banco Santander '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 Banco Santander'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 Banco Santander.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Banco Santander on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Banco Santander SA or generate 0.0% return on investment in Banco Santander over 90 days. Banco Santander is related to or competes with Erste Group, UNIQA Insurance, Vienna Insurance, SBM Offshore, and Raiffeisen Bank. More
Banco Santander 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 Banco Santander'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 Banco Santander SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.2651 | |||
| Maximum Drawdown | 13.62 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 3.31 |
Banco Santander Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco Santander's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Santander's standard deviation. In reality, there are many statistical measures that can use Banco Santander historical prices to predict the future Banco Santander's volatility.| Risk Adjusted Performance | 0.1953 | |||
| Jensen Alpha | 0.539 | |||
| Total Risk Alpha | 0.7053 | |||
| Sortino Ratio | 0.2651 | |||
| Treynor Ratio | 0.5099 |
Banco Santander SA Backtested Returns
Banco Santander appears to be somewhat reliable, given 3 months investment horizon. Banco Santander SA secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27 % return per unit of risk over the last 3 months. By analyzing Banco Santander's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Banco Santander's Mean Deviation of 1.43, risk adjusted performance of 0.1953, and Downside Deviation of 2.09 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Banco Santander holds a performance score of 21. The firm shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Banco Santander returns are very sensitive to returns on the market. As the market goes up or down, Banco Santander is expected to follow. Please check Banco Santander's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Banco Santander's price patterns will revert.
Auto-correlation | 0.70 |
Good predictability
Banco Santander SA has good predictability. Overlapping area represents the amount of predictability between Banco Santander 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 Banco Santander SA price movement. The serial correlation of 0.7 indicates that around 70.0% of current Banco Santander price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Banco Santander SA lagged returns against current returns
Autocorrelation, which is Banco Santander 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 Banco Santander's stock expected returns. We can calculate the autocorrelation of Banco Santander returns to help us make a trade decision. For example, suppose you find that Banco Santander 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 |
Banco Santander 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 Banco Santander stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco Santander stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco Santander stock over time.
Current vs Lagged Prices |
| Timeline |
Banco Santander Lagged Returns
When evaluating Banco Santander's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco Santander stock have on its future price. Banco Santander 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, Banco Santander autocorrelation shows the relationship between Banco Santander stock current value and its past values and can show if there is a momentum factor associated with investing in Banco Santander SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Banco Stock
When determining whether Banco Santander SA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Banco Santander's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Banco Santander Sa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Banco Santander Sa Stock:Check out Banco Santander Correlation, Banco Santander Volatility and Banco Santander Alpha and Beta module to complement your research on Banco Santander. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Banco Santander technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.