KEYBANK NATL ASSN Market Value
| 49327M2K9 | 97.22 2.20 2.21% |
| Symbol | KEYBANK |
KEYBANK '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 KEYBANK's bond 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 KEYBANK.
| 10/25/2023 |
| 12/18/2024 |
If you would invest 0.00 in KEYBANK on October 25, 2023 and sell it all today you would earn a total of 0.00 from holding KEYBANK NATL ASSN or generate 0.0% return on investment in KEYBANK over 420 days. KEYBANK is related to or competes with Q2 Holdings, SmartStop Self, Cadence Design, Ambev SA, Fevertree Drinks, Pinterest, and Infosys. More
KEYBANK 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 KEYBANK's bond 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 KEYBANK NATL ASSN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.325 |
KEYBANK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KEYBANK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KEYBANK's standard deviation. In reality, there are many statistical measures that can use KEYBANK historical prices to predict the future KEYBANK's volatility.| Risk Adjusted Performance | 0.0061 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0385 |
KEYBANK NATL ASSN Backtested Returns
KEYBANK NATL ASSN has Sharpe Ratio of -0.13, which conveys that the entity had a -0.13% return per unit of standard deviation over the last 3 months. KEYBANK exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KEYBANK's Market Risk Adjusted Performance of 0.0485, mean deviation of 0.372, and Risk Adjusted Performance of 0.0061 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KEYBANK are expected to decrease at a much lower rate. During the bear market, KEYBANK is likely to outperform the market.
Auto-correlation | 0.43 |
Average predictability
KEYBANK NATL ASSN has average predictability. Overlapping area represents the amount of predictability between KEYBANK time series from 25th of October 2023 to 22nd of May 2024 and 22nd of May 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 KEYBANK NATL ASSN price movement. The serial correlation of 0.43 indicates that just about 43.0% of current KEYBANK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 1.28 |
KEYBANK NATL ASSN lagged returns against current returns
Autocorrelation, which is KEYBANK bond'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 KEYBANK's bond expected returns. We can calculate the autocorrelation of KEYBANK returns to help us make a trade decision. For example, suppose you find that KEYBANK has exhibited high autocorrelation historically, and you observe that the bond 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 |
KEYBANK 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 KEYBANK bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KEYBANK bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KEYBANK bond over time.
Current vs Lagged Prices |
| Timeline |
KEYBANK Lagged Returns
When evaluating KEYBANK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KEYBANK bond have on its future price. KEYBANK 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, KEYBANK autocorrelation shows the relationship between KEYBANK bond current value and its past values and can show if there is a momentum factor associated with investing in KEYBANK NATL ASSN.
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.Other Information on Investing in KEYBANK Bond
KEYBANK financial ratios help investors to determine whether KEYBANK Bond 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 KEYBANK with respect to the benefits of owning KEYBANK security.