BANK OF CHINA -H- - Dusse (Germany) Market Value
| W8V Stock | EUR 0.52 0.01 1.89% |
| Symbol | BANK |
BANK OF CHINA -H- - Dusse '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 BANK OF CHINA -H- - Dusse'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 BANK OF CHINA -H- - Dusse.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in BANK OF CHINA -H- - Dusse on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding BANK OF CHINA or generate 0.0% return on investment in BANK OF CHINA -H- - Dusse over 90 days. BANK OF CHINA -H- - Dusse is related to or competes with Collins Foods, Infrastrutture Wireless, Nomad Foods, COFCO Joycome, OFFICE DEPOT, and Tyson Foods. More
BANK OF CHINA -H- - Dusse 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 BANK OF CHINA -H- - Dusse'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 BANK OF CHINA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | 0.2209 | |||
| Maximum Drawdown | 35.06 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 3.03 |
BANK OF CHINA -H- - Dusse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANK OF CHINA -H- - Dusse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANK OF CHINA -H- - Dusse's standard deviation. In reality, there are many statistical measures that can use BANK OF CHINA -H- - Dusse historical prices to predict the future BANK OF CHINA -H- - Dusse's volatility.| Risk Adjusted Performance | 0.1687 | |||
| Jensen Alpha | 0.6758 | |||
| Total Risk Alpha | 1.44 | |||
| Sortino Ratio | 0.3461 | |||
| Treynor Ratio | (0.80) |
BANK OF CHINA -H- - Dusse Backtested Returns
BANK OF CHINA -H- - Dusse appears to be out of control, given 3 months investment horizon. BANK OF CHINA -H- - Dusse secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. By examining BANK OF CHINA -H- - Dusse's technical indicators, you can evaluate if the expected return of 0.8% is justified by implied risk. Please makes use of BANK OF CHINA -H- - Dusse's Coefficient Of Variation of 517.69, semi deviation of 0.7627, and Mean Deviation of 1.91 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BANK OF CHINA -H- - Dusse holds a performance score of 14. The firm shows a Beta (market volatility) of -1.01, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning BANK OF CHINA -H- - Dusse are expected to decrease slowly. On the other hand, during market turmoil, BANK OF CHINA -H- - Dusse is expected to outperform it slightly. Please check BANK OF CHINA -H- - Dusse's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether BANK OF CHINA -H- - Dusse's price patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
BANK OF CHINA has very good predictability. Overlapping area represents the amount of predictability between BANK OF CHINA -H- - Dusse time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 BANK OF CHINA -H- - Dusse price movement. The serial correlation of 0.85 indicates that around 85.0% of current BANK OF CHINA -H- - Dusse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BANK OF CHINA -H- - Dusse lagged returns against current returns
Autocorrelation, which is BANK OF CHINA -H- - Dusse 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 BANK OF CHINA -H- - Dusse's stock expected returns. We can calculate the autocorrelation of BANK OF CHINA -H- - Dusse returns to help us make a trade decision. For example, suppose you find that BANK OF CHINA -H- - Dusse 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 |
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BANK OF CHINA -H- - Dusse 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 BANK OF CHINA -H- - Dusse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANK OF CHINA -H- - Dusse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANK OF CHINA -H- - Dusse stock over time.
Current vs Lagged Prices |
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BANK OF CHINA -H- - Dusse Lagged Returns
When evaluating BANK OF CHINA -H- - Dusse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANK OF CHINA -H- - Dusse stock have on its future price. BANK OF CHINA -H- - Dusse 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, BANK OF CHINA -H- - Dusse autocorrelation shows the relationship between BANK OF CHINA -H- - Dusse stock current value and its past values and can show if there is a momentum factor associated with investing in BANK OF CHINA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BANK Stock Analysis
When running BANK OF CHINA -H- - Dusse's price analysis, check to measure BANK OF CHINA -H- - Dusse'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 BANK OF CHINA -H- - Dusse is operating at the current time. Most of BANK OF CHINA -H- - Dusse's value examination focuses on studying past and present price action to predict the probability of BANK OF CHINA -H- - Dusse's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BANK OF CHINA -H- - Dusse's price. Additionally, you may evaluate how the addition of BANK OF CHINA -H- - Dusse to your portfolios can decrease your overall portfolio volatility.