SANTANDER (UK) Market Value
| SANB Stock | 135.50 0.50 0.37% |
| Symbol | SANTANDER |
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 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 SANTANDER.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in SANTANDER on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding SANTANDER UK 8 or generate 0.0% return on investment in SANTANDER over 30 days. SANTANDER is related to or competes with Auction Technology, Hochschild Mining, Vitec Software, Blackrock World, Alfa Financial, Wheaton Precious, and Polar Capital. SANTANDER is entity of United Kingdom. It is traded as Stock on LSE exchange. More
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 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 SANTANDER UK 8 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.67) | |||
| Maximum Drawdown | 1.47 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.369 |
SANTANDER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SANTANDER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SANTANDER's standard deviation. In reality, there are many statistical measures that can use SANTANDER historical prices to predict the future SANTANDER's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.1897 |
SANTANDER UK 8 Backtested Returns
Currently, SANTANDER UK 8 is very steady. SANTANDER UK 8 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.027, which indicates the company had a 0.027% return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for SANTANDER UK 8, which you can use to evaluate the volatility of the entity. Please validate SANTANDER's Standard Deviation of 0.2048, market risk adjusted performance of 0.1997, and Risk Adjusted Performance of (0.03) to confirm if the risk estimate we provide is consistent with the expected return of 0.0054%. SANTANDER has a performance score of 2 on a scale of 0 to 100. The firm has a beta of -0.0534, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SANTANDER are expected to decrease at a much lower rate. During the bear market, SANTANDER is likely to outperform the market. SANTANDER UK 8 currently has a risk of 0.2%. Please validate SANTANDER potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if SANTANDER will be following its existing price patterns.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
SANTANDER UK 8 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SANTANDER time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 UK 8 price movement. The serial correlation of -0.73 indicates that around 73.0% of current SANTANDER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
SANTANDER UK 8 lagged returns against current returns
Autocorrelation, which is 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 SANTANDER's stock expected returns. We can calculate the autocorrelation of SANTANDER returns to help us make a trade decision. For example, suppose you find that 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 |
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 SANTANDER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SANTANDER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SANTANDER stock over time.
Current vs Lagged Prices |
| Timeline |
SANTANDER Lagged Returns
When evaluating SANTANDER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SANTANDER stock have on its future price. 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, SANTANDER autocorrelation shows the relationship between SANTANDER stock current value and its past values and can show if there is a momentum factor associated with investing in SANTANDER UK 8.
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 SANTANDER Stock Analysis
When running SANTANDER's price analysis, check to measure SANTANDER'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 SANTANDER is operating at the current time. Most of SANTANDER's value examination focuses on studying past and present price action to predict the probability of SANTANDER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SANTANDER's price. Additionally, you may evaluate how the addition of SANTANDER to your portfolios can decrease your overall portfolio volatility.