TBC Bank (UK) Market Value
| TBCG Stock | 4,190 30.00 0.71% |
| Symbol | TBC |
TBC 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 TBC Bank'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 TBC Bank.
| 02/12/2025 |
| 03/14/2025 |
If you would invest 0.00 in TBC Bank on February 12, 2025 and sell it all today you would earn a total of 0.00 from holding TBC Bank Group or generate 0.0% return on investment in TBC Bank over 30 days. TBC Bank is related to or competes with BlackRock Frontiers, Vietnam Enterprise, Edinburgh Investment, Lindsell Train, Host Hotels, Scottish American, and Indutrade. TBC Bank is entity of United Kingdom. It is traded as Stock on LSE exchange. More
TBC 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 TBC Bank'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 TBC Bank Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.3041 | |||
| Maximum Drawdown | 12.62 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 3.99 |
TBC Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TBC Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TBC Bank's standard deviation. In reality, there are many statistical measures that can use TBC Bank historical prices to predict the future TBC Bank's volatility.| Risk Adjusted Performance | 0.2115 | |||
| Jensen Alpha | 0.589 | |||
| Total Risk Alpha | 0.808 | |||
| Sortino Ratio | 0.4238 | |||
| Treynor Ratio | 0.6756 |
TBC Bank Group Backtested Returns
TBC Bank appears to be very steady, given 3 months investment horizon. TBC Bank Group retains Efficiency (Sharpe Ratio) of 0.25, which indicates the company had a 0.25 % return per unit of volatility over the last 3 months. By evaluating TBC Bank's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review TBC Bank's Market Risk Adjusted Performance of 0.6856, standard deviation of 2.05, and Mean Deviation of 1.51 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TBC Bank holds a performance score of 19. The firm owns a Beta (Systematic Risk) of 0.73, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TBC Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding TBC Bank is expected to be smaller as well. Please check TBC Bank's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether TBC Bank's current price history will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
TBC Bank Group has modest reverse predictability. Overlapping area represents the amount of predictability between TBC Bank time series from 12th of February 2025 to 27th of February 2025 and 27th of February 2025 to 14th 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 TBC Bank Group price movement. The serial correlation of -0.49 indicates that about 49.0% of current TBC Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 8179.34 |
TBC Bank Group lagged returns against current returns
Autocorrelation, which is TBC Bank 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 TBC Bank's stock expected returns. We can calculate the autocorrelation of TBC Bank returns to help us make a trade decision. For example, suppose you find that TBC Bank 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 |
TBC 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 TBC Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TBC Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TBC Bank stock over time.
Current vs Lagged Prices |
| Timeline |
TBC Bank Lagged Returns
When evaluating TBC Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TBC Bank stock have on its future price. TBC 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, TBC Bank autocorrelation shows the relationship between TBC Bank stock current value and its past values and can show if there is a momentum factor associated with investing in TBC Bank Group.
Regressed Prices |
| Timeline |
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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 TBC Stock Analysis
When running TBC Bank's price analysis, check to measure TBC 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 TBC Bank is operating at the current time. Most of TBC Bank's value examination focuses on studying past and present price action to predict the probability of TBC 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 TBC Bank's price. Additionally, you may evaluate how the addition of TBC Bank to your portfolios can decrease your overall portfolio volatility.