State Bank's market value is the price at which a share of State Bank trades on a public exchange. It measures the collective expectations of State Bank of investors about its performance. State Bank is selling for under 94.60 as of the 5th of July 2025; that is 0.11% increase since the beginning of the trading day. The stock's lowest day price was 94.3. With this module, you can estimate the performance of a buy and hold strategy of State Bank of and determine expected loss or profit from investing in State Bank over a given investment horizon. Check out State Bank Correlation, State Bank Volatility and State Bank Alpha and Beta module to complement your research on State Bank.
Please note, there is a significant difference between State Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if State Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, State Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
State 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 State 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 State Bank.
0.00
04/06/2025
No Change 0.00
0.0
In 3 months and 1 day
07/05/2025
0.00
If you would invest 0.00 in State Bank on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding State Bank of or generate 0.0% return on investment in State Bank over 90 days. State Bank is related to or competes with Gear4music Plc, Automatic Data, Silver Bullet, Planet Fitness, Spire Healthcare, Gamma Communications, and Capital Drilling. State Bank is entity of United Kingdom. It is traded as Stock on LSE exchange. More
State 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 State 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 State Bank of upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for State Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as State Bank's standard deviation. In reality, there are many statistical measures that can use State Bank historical prices to predict the future State Bank's volatility.
State Bank appears to be very steady, given 3 months investment horizon. State Bank owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for State Bank of, which you can use to evaluate the volatility of the company. Please review State Bank's Semi Deviation of 1.54, risk adjusted performance of 0.1345, and Coefficient Of Variation of 1213.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, State Bank holds a performance score of 10. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning State Bank are expected to decrease at a much lower rate. During the bear market, State Bank is likely to outperform the market. Please check State Bank's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether State Bank's existing price patterns will revert.
Auto-correlation
0.42
Average predictability
State Bank of has average predictability. Overlapping area represents the amount of predictability between State Bank time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th 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 State Bank price movement. The serial correlation of 0.42 indicates that just about 42.0% of current State Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
0.42
Spearman Rank Test
-0.03
Residual Average
0.0
Price Variance
2.55
State Bank lagged returns against current returns
Autocorrelation, which is State 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 State Bank's stock expected returns. We can calculate the autocorrelation of State Bank returns to help us make a trade decision. For example, suppose you find that State 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
State 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 State Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if State Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in State Bank stock over time.
Current vs Lagged Prices
Timeline
State Bank Lagged Returns
When evaluating State Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of State Bank stock have on its future price. State 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, State Bank autocorrelation shows the relationship between State Bank stock current value and its past values and can show if there is a momentum factor associated with investing in State Bank of.
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.
When running State Bank's price analysis, check to measure State Bank'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 State Bank is operating at the current time. Most of State Bank's value examination focuses on studying past and present price action to predict the probability of State Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move State Bank's price. Additionally, you may evaluate how the addition of State Bank to your portfolios can decrease your overall portfolio volatility.