BANKINTER ADR (Germany) Market Value
| BAK Stock | 14.40 0.30 2.13% |
| Symbol | BANKINTER |
BANKINTER ADR '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 BANKINTER ADR'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 BANKINTER ADR.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in BANKINTER ADR on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding BANKINTER ADR 2007 or generate 0.0% return on investment in BANKINTER ADR over 90 days.
BANKINTER ADR 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 BANKINTER ADR'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 BANKINTER ADR 2007 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.1248 | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.31 |
BANKINTER ADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANKINTER ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANKINTER ADR's standard deviation. In reality, there are many statistical measures that can use BANKINTER ADR historical prices to predict the future BANKINTER ADR's volatility.| Risk Adjusted Performance | 0.1239 | |||
| Jensen Alpha | 0.2378 | |||
| Total Risk Alpha | 0.1378 | |||
| Sortino Ratio | 0.1044 | |||
| Treynor Ratio | 0.9933 |
BANKINTER ADR January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1239 | |||
| Market Risk Adjusted Performance | 1.0 | |||
| Mean Deviation | 1.27 | |||
| Semi Deviation | 1.32 | |||
| Downside Deviation | 1.91 | |||
| Coefficient Of Variation | 612.74 | |||
| Standard Deviation | 1.6 | |||
| Variance | 2.55 | |||
| Information Ratio | 0.1248 | |||
| Jensen Alpha | 0.2378 | |||
| Total Risk Alpha | 0.1378 | |||
| Sortino Ratio | 0.1044 | |||
| Treynor Ratio | 0.9933 | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.31 | |||
| Downside Variance | 3.65 | |||
| Semi Variance | 1.73 | |||
| Expected Short fall | (1.62) | |||
| Skewness | (0.16) | |||
| Kurtosis | (0.20) |
BANKINTER ADR 2007 Backtested Returns
BANKINTER ADR appears to be not too volatile, given 3 months investment horizon. BANKINTER ADR 2007 secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BANKINTER ADR 2007, which you can use to evaluate the volatility of the entity. Please makes use of BANKINTER ADR's Mean Deviation of 1.27, coefficient of variation of 612.74, and Semi Deviation of 1.32 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BANKINTER ADR holds a performance score of 12. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BANKINTER ADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding BANKINTER ADR is expected to be smaller as well. Please check BANKINTER ADR's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether BANKINTER ADR's price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
BANKINTER ADR 2007 has modest predictability. Overlapping area represents the amount of predictability between BANKINTER ADR time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BANKINTER ADR 2007 price movement. The serial correlation of 0.5 indicates that about 50.0% of current BANKINTER ADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |