BANK RAKYAT (Germany) Market Value
| BYRA Stock | EUR 0.21 0.00 0.00% |
| Symbol | BANK |
BANK RAKYAT '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 RAKYAT'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 RAKYAT.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in BANK RAKYAT on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding BANK RAKYAT IND or generate 0.0% return on investment in BANK RAKYAT over 90 days. BANK RAKYAT is related to or competes with REVO INSURANCE, Peoples Insurance, HANOVER INSURANCE, SBM OFFSHORE, Vienna Insurance, Perdoceo Education, and Q2M Managementberatu. More
BANK RAKYAT 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 RAKYAT'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 RAKYAT IND upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.53 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 45.61 | |||
| Value At Risk | (4.35) |
BANK RAKYAT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANK RAKYAT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANK RAKYAT's standard deviation. In reality, there are many statistical measures that can use BANK RAKYAT historical prices to predict the future BANK RAKYAT's volatility.| Risk Adjusted Performance | 0.0265 | |||
| Jensen Alpha | 0.1655 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.12) |
BANK RAKYAT IND Backtested Returns
Currently, BANK RAKYAT IND is out of control. BANK RAKYAT IND secures Sharpe Ratio (or Efficiency) of 0.0201, which signifies that the company had a 0.0201 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for BANK RAKYAT IND, which you can use to evaluate the volatility of the entity. Please confirm BANK RAKYAT's Semi Deviation of 2.12, mean deviation of 1.24, and Coefficient Of Variation of 5043.92 to double-check if the risk estimate we provide is consistent with the expected return of 0.0929%. BANK RAKYAT has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BANK RAKYAT are expected to decrease at a much lower rate. During the bear market, BANK RAKYAT is likely to outperform the market. BANK RAKYAT IND at this time shows a risk of 4.61%. Please confirm BANK RAKYAT IND information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if BANK RAKYAT IND will be following its price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
BANK RAKYAT IND has poor reverse predictability. Overlapping area represents the amount of predictability between BANK RAKYAT 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 BANK RAKYAT IND price movement. The serial correlation of -0.38 indicates that just about 38.0% of current BANK RAKYAT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BANK RAKYAT IND lagged returns against current returns
Autocorrelation, which is BANK RAKYAT 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 RAKYAT's stock expected returns. We can calculate the autocorrelation of BANK RAKYAT returns to help us make a trade decision. For example, suppose you find that BANK RAKYAT 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 |
BANK RAKYAT 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 RAKYAT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANK RAKYAT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANK RAKYAT stock over time.
Current vs Lagged Prices |
| Timeline |
BANK RAKYAT Lagged Returns
When evaluating BANK RAKYAT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANK RAKYAT stock have on its future price. BANK RAKYAT 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 RAKYAT autocorrelation shows the relationship between BANK RAKYAT stock current value and its past values and can show if there is a momentum factor associated with investing in BANK RAKYAT IND.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for BANK Stock Analysis
When running BANK RAKYAT's price analysis, check to measure BANK RAKYAT'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 RAKYAT is operating at the current time. Most of BANK RAKYAT's value examination focuses on studying past and present price action to predict the probability of BANK RAKYAT'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 RAKYAT's price. Additionally, you may evaluate how the addition of BANK RAKYAT to your portfolios can decrease your overall portfolio volatility.