CSB Bank (India) Market Value
| CSBBANK Stock | 430.80 2.75 0.64% |
| Symbol | CSB |
CSB Bank '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 CSB Bank'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 CSB Bank.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in CSB Bank on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding CSB Bank Limited or generate 0.0% return on investment in CSB Bank over 90 days. CSB Bank is related to or competes with Varun Beverages, Indian Metals, Transport, OnMobile Global, Datamatics Global, Ankit Metal, and One 97. CSB Bank is entity of India. It is traded as Stock on NSE exchange. More
CSB Bank 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 CSB Bank'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 CSB Bank Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1719 | |||
| Maximum Drawdown | 7.41 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 4.39 |
CSB Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSB Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CSB Bank's standard deviation. In reality, there are many statistical measures that can use CSB Bank historical prices to predict the future CSB Bank's volatility.| Risk Adjusted Performance | 0.2456 | |||
| Jensen Alpha | 0.4408 | |||
| Total Risk Alpha | 0.1827 | |||
| Sortino Ratio | 0.2528 | |||
| Treynor Ratio | (1.77) |
CSB Bank Limited Backtested Returns
CSB Bank appears to be very steady, given 3 months investment horizon. CSB Bank Limited retains Efficiency (Sharpe Ratio) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CSB Bank, which you can use to evaluate the volatility of the firm. Please makes use of CSB Bank's market risk adjusted performance of (1.76), and Coefficient Of Variation of 386.95 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CSB Bank holds a performance score of 15. The firm owns a Beta (Systematic Risk) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CSB Bank are expected to decrease at a much lower rate. During the bear market, CSB Bank is likely to outperform the market. Please check CSB Bank's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether CSB Bank's current price history will revert.
Auto-correlation | 0.65 |
Good predictability
CSB Bank Limited has good predictability. Overlapping area represents the amount of predictability between CSB Bank time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 CSB Bank Limited price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current CSB Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 257.45 |
CSB Bank Limited lagged returns against current returns
Autocorrelation, which is CSB Bank 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 CSB Bank's stock expected returns. We can calculate the autocorrelation of CSB Bank returns to help us make a trade decision. For example, suppose you find that CSB Bank 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 |
CSB Bank 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 CSB Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CSB Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CSB Bank stock over time.
Current vs Lagged Prices |
| Timeline |
CSB Bank Lagged Returns
When evaluating CSB Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CSB Bank stock have on its future price. CSB Bank 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, CSB Bank autocorrelation shows the relationship between CSB Bank stock current value and its past values and can show if there is a momentum factor associated with investing in CSB Bank Limited.
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 CSB Stock
CSB Bank financial ratios help investors to determine whether CSB Stock 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 CSB with respect to the benefits of owning CSB Bank security.