SHINHAN FINL (Germany) Market Value
| KSF1 Stock | EUR 42.20 0.20 0.48% |
| Symbol | SHINHAN |
SHINHAN FINL '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 SHINHAN FINL'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 SHINHAN FINL.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in SHINHAN FINL on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding SHINHAN FINL ADR1 or generate 0.0% return on investment in SHINHAN FINL over 90 days. SHINHAN FINL is related to or competes with Microchip Technology, Micron Technology, Take-Two Interactive, Amkor Technology, Kingdee International, ASM Pacific, and SINGAPORE AIRLINES. Shinhan Financial Group Co., Ltd. provides financial products and services in South Korea and internationally More
SHINHAN FINL 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 SHINHAN FINL'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 SHINHAN FINL ADR1 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.1848 | |||
| Maximum Drawdown | 11.44 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 5.7 |
SHINHAN FINL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SHINHAN FINL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SHINHAN FINL's standard deviation. In reality, there are many statistical measures that can use SHINHAN FINL historical prices to predict the future SHINHAN FINL's volatility.| Risk Adjusted Performance | 0.2308 | |||
| Jensen Alpha | 0.6134 | |||
| Total Risk Alpha | 0.244 | |||
| Sortino Ratio | 0.227 | |||
| Treynor Ratio | (5.23) |
SHINHAN FINL ADR1 Backtested Returns
SHINHAN FINL appears to be very steady, given 3 months investment horizon. SHINHAN FINL ADR1 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of volatility over the last 3 months. By examining SHINHAN FINL's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please review SHINHAN FINL's risk adjusted performance of 0.2308, and Coefficient Of Variation of 416.02 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SHINHAN FINL holds a performance score of 18. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SHINHAN FINL are expected to decrease at a much lower rate. During the bear market, SHINHAN FINL is likely to outperform the market. Please check SHINHAN FINL's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether SHINHAN FINL's existing price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
SHINHAN FINL ADR1 has good predictability. Overlapping area represents the amount of predictability between SHINHAN FINL 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 SHINHAN FINL ADR1 price movement. The serial correlation of 0.79 indicates that around 79.0% of current SHINHAN FINL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 4.86 |
SHINHAN FINL ADR1 lagged returns against current returns
Autocorrelation, which is SHINHAN FINL 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 SHINHAN FINL's stock expected returns. We can calculate the autocorrelation of SHINHAN FINL returns to help us make a trade decision. For example, suppose you find that SHINHAN FINL 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 |
SHINHAN FINL 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 SHINHAN FINL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SHINHAN FINL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SHINHAN FINL stock over time.
Current vs Lagged Prices |
| Timeline |
SHINHAN FINL Lagged Returns
When evaluating SHINHAN FINL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SHINHAN FINL stock have on its future price. SHINHAN FINL 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, SHINHAN FINL autocorrelation shows the relationship between SHINHAN FINL stock current value and its past values and can show if there is a momentum factor associated with investing in SHINHAN FINL ADR1.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SHINHAN Stock
SHINHAN FINL financial ratios help investors to determine whether SHINHAN 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 SHINHAN with respect to the benefits of owning SHINHAN FINL security.