RBL Bank (India) Market Value
| RBLBANK Stock | 263.14 5.22 1.95% |
| Symbol | RBL |
RBL 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 RBL 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 RBL Bank.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in RBL Bank on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding RBL Bank Limited or generate 0.0% return on investment in RBL Bank over 90 days. RBL Bank is related to or competes with Samhi Hotels, Blue Coast, Indian Hotels, Robust Hotels, Apollo Sindoori, JHS Svendgaard, and Osia Hyper. RBL Bank is entity of India. It is traded as Stock on NSE exchange. More
RBL 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 RBL 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 RBL Bank Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.1664 | |||
| Maximum Drawdown | 14.24 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 4.64 |
RBL Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RBL Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RBL Bank's standard deviation. In reality, there are many statistical measures that can use RBL Bank historical prices to predict the future RBL Bank's volatility.| Risk Adjusted Performance | 0.2107 | |||
| Jensen Alpha | 0.533 | |||
| Total Risk Alpha | 0.2017 | |||
| Sortino Ratio | 0.2112 | |||
| Treynor Ratio | 1.65 |
RBL Bank Limited Backtested Returns
RBL Bank appears to be very steady, given 3 months investment horizon. RBL Bank Limited maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the company had a 0.2 % return per unit of volatility over the last 3 months. By evaluating RBL Bank's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please evaluate RBL Bank's coefficient of variation of 457.44, and Market Risk Adjusted Performance of 1.66 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RBL Bank holds a performance score of 15. The firm holds a Beta of 0.35, which implies possible diversification benefits within a given portfolio. As returns on the market increase, RBL Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding RBL Bank is expected to be smaller as well. Please check RBL Bank's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether RBL Bank's historical price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
RBL Bank Limited has very good predictability. Overlapping area represents the amount of predictability between RBL 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 RBL Bank Limited price movement. The serial correlation of 0.83 indicates that around 83.0% of current RBL Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 331.71 |
RBL Bank Limited lagged returns against current returns
Autocorrelation, which is RBL 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 RBL Bank's stock expected returns. We can calculate the autocorrelation of RBL Bank returns to help us make a trade decision. For example, suppose you find that RBL 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 |
RBL 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 RBL Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RBL Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RBL Bank stock over time.
Current vs Lagged Prices |
| Timeline |
RBL Bank Lagged Returns
When evaluating RBL Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RBL Bank stock have on its future price. RBL 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, RBL Bank autocorrelation shows the relationship between RBL Bank stock current value and its past values and can show if there is a momentum factor associated with investing in RBL 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 RBL Stock
RBL Bank financial ratios help investors to determine whether RBL 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 RBL with respect to the benefits of owning RBL Bank security.