Erste Group Bank Stock Market Value
| EBKOF Stock | USD 130.78 4.38 3.24% |
| Symbol | Erste |
Erste Group '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 Erste Group's pink sheet 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 Erste Group.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Erste Group on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Erste Group Bank or generate 0.0% return on investment in Erste Group over 90 days. Erste Group is related to or competes with DNB Bank, DNB Bank, Danske Bank, Danske Bank, Commerzbank, Skandinaviska Enskilda, and United Overseas. Erste Group Bank AG provides a range of banking and other financial services to retail, corporate, real estate, and publ... More
Erste Group 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 Erste Group's pink sheet 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 Erste Group Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.2123 | |||
| Maximum Drawdown | 9.27 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 3.84 |
Erste Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Erste Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Erste Group's standard deviation. In reality, there are many statistical measures that can use Erste Group historical prices to predict the future Erste Group's volatility.| Risk Adjusted Performance | 0.1852 | |||
| Jensen Alpha | 0.4051 | |||
| Total Risk Alpha | 0.3016 | |||
| Sortino Ratio | 0.2217 | |||
| Treynor Ratio | 1.02 |
Erste Group 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 | 0.1852 | |||
| Market Risk Adjusted Performance | 1.03 | |||
| Mean Deviation | 1.31 | |||
| Semi Deviation | 1.07 | |||
| Downside Deviation | 1.69 | |||
| Coefficient Of Variation | 404.8 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.12 | |||
| Information Ratio | 0.2123 | |||
| Jensen Alpha | 0.4051 | |||
| Total Risk Alpha | 0.3016 | |||
| Sortino Ratio | 0.2217 | |||
| Treynor Ratio | 1.02 | |||
| Maximum Drawdown | 9.27 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 3.84 | |||
| Downside Variance | 2.86 | |||
| Semi Variance | 1.15 | |||
| Expected Short fall | (1.67) | |||
| Skewness | 0.1292 | |||
| Kurtosis | 0.9752 |
Erste Group Bank Backtested Returns
Erste Group appears to be very steady, given 3 months investment horizon. Erste Group Bank secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the company had a 0.25 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Erste Group Bank, which you can use to evaluate the volatility of the firm. Please utilize Erste Group's Mean Deviation of 1.31, coefficient of variation of 404.8, and Downside Deviation of 1.69 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Erste Group holds a performance score of 19. The firm shows a Beta (market volatility) of 0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, Erste Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Erste Group is expected to be smaller as well. Please check Erste Group's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Erste Group's price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Erste Group Bank has good predictability. Overlapping area represents the amount of predictability between Erste Group 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 Erste Group Bank price movement. The serial correlation of 0.79 indicates that around 79.0% of current Erste Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 25.54 |
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Other Information on Investing in Erste Pink Sheet
Erste Group financial ratios help investors to determine whether Erste Pink Sheet 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 Erste with respect to the benefits of owning Erste Group security.