BANKPSU (India) Market Value
| BANKPSU Stock | 71.45 0.36 0.50% |
| Symbol | BANKPSU |
Please note, there is a significant difference between BANKPSU's value and its price as these two are different measures arrived at by different means. Investors typically determine if BANKPSU is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BANKPSU's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BANKPSU '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 BANKPSU'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 BANKPSU.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in BANKPSU on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding BANKPSU or generate 0.0% return on investment in BANKPSU over 90 days. BANKPSU is related to or competes with Reliance Industries, HDFC Bank, Tata Consultancy, and Bharti Airtel. BANKPSU is entity of India. It is traded as Stock on NSE exchange. More
BANKPSU 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 BANKPSU'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 BANKPSU upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.0342 | |||
| Maximum Drawdown | 7.67 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.5 |
BANKPSU Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANKPSU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANKPSU's standard deviation. In reality, there are many statistical measures that can use BANKPSU historical prices to predict the future BANKPSU's volatility.| Risk Adjusted Performance | 0.1294 | |||
| Jensen Alpha | 0.183 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0326 | |||
| Treynor Ratio | (5.25) |
BANKPSU Backtested Returns
Currently, BANKPSU is very steady. BANKPSU secures Sharpe Ratio (or Efficiency) of 0.0799, which signifies that the company had a 0.0799 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BANKPSU, which you can use to evaluate the volatility of the entity. Please confirm BANKPSU's Semi Deviation of 1.2, mean deviation of 0.998, and Coefficient Of Variation of 740.8 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. BANKPSU has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.034, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BANKPSU are expected to decrease at a much lower rate. During the bear market, BANKPSU is likely to outperform the market. BANKPSU at this time shows a risk of 1.36%. Please confirm BANKPSU semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if BANKPSU will be following its price patterns.
Auto-correlation | 0.71 |
Good predictability
BANKPSU has good predictability. Overlapping area represents the amount of predictability between BANKPSU time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 BANKPSU price movement. The serial correlation of 0.71 indicates that around 71.0% of current BANKPSU price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 1.61 |
BANKPSU lagged returns against current returns
Autocorrelation, which is BANKPSU 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 BANKPSU's stock expected returns. We can calculate the autocorrelation of BANKPSU returns to help us make a trade decision. For example, suppose you find that BANKPSU 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 |
BANKPSU 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 BANKPSU stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANKPSU stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANKPSU stock over time.
Current vs Lagged Prices |
| Timeline |
BANKPSU Lagged Returns
When evaluating BANKPSU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANKPSU stock have on its future price. BANKPSU 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, BANKPSU autocorrelation shows the relationship between BANKPSU stock current value and its past values and can show if there is a momentum factor associated with investing in BANKPSU.
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 BANKPSU Stock Analysis
When running BANKPSU's price analysis, check to measure BANKPSU'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 BANKPSU is operating at the current time. Most of BANKPSU's value examination focuses on studying past and present price action to predict the probability of BANKPSU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BANKPSU's price. Additionally, you may evaluate how the addition of BANKPSU to your portfolios can decrease your overall portfolio volatility.