Banco Comercial (Portugal) Market Value
| BCP Stock | EUR 0.89 0.03 3.26% |
| Symbol | Banco |
Banco Comercial '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 Banco Comercial'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 Banco Comercial.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Banco Comercial on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Banco Comercial Portugues or generate 0.0% return on investment in Banco Comercial over 90 days. Banco Comercial is related to or competes with Sonae SGPS, Galp Energia, EDP Energias, CTT Correios, and Altri SGPS. More
Banco Comercial 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 Banco Comercial'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 Banco Comercial Portugues upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.0436 | |||
| Maximum Drawdown | 6.52 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.27 |
Banco Comercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco Comercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Comercial's standard deviation. In reality, there are many statistical measures that can use Banco Comercial historical prices to predict the future Banco Comercial's volatility.| Risk Adjusted Performance | 0.0856 | |||
| Jensen Alpha | 0.1328 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0334 | |||
| Treynor Ratio | 1.1 |
Banco Comercial February 28, 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 | 0.0856 | |||
| Market Risk Adjusted Performance | 1.11 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.26 | |||
| Downside Deviation | 1.89 | |||
| Coefficient Of Variation | 946.59 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.1 | |||
| Information Ratio | 0.0436 | |||
| Jensen Alpha | 0.1328 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0334 | |||
| Treynor Ratio | 1.1 | |||
| Maximum Drawdown | 6.52 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.27 | |||
| Downside Variance | 3.58 | |||
| Semi Variance | 1.58 | |||
| Expected Short fall | (1.51) | |||
| Skewness | (0.33) | |||
| Kurtosis | (0.27) |
Banco Comercial Portugues Backtested Returns
Currently, Banco Comercial Portugues is very risky. Banco Comercial Portugues secures Sharpe Ratio (or Efficiency) of 0.0961, which signifies that the company had a 0.0961 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Banco Comercial Portugues, which you can use to evaluate the volatility of the firm. Please confirm Banco Comercial's Mean Deviation of 1.15, risk adjusted performance of 0.0856, and Downside Deviation of 1.89 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Banco Comercial has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Banco Comercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Banco Comercial is expected to be smaller as well. Banco Comercial Portugues right now shows a risk of 1.49%. Please confirm Banco Comercial Portugues maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Banco Comercial Portugues will be following its price patterns.
Auto-correlation | 0.06 |
Virtually no predictability
Banco Comercial Portugues has virtually no predictability. Overlapping area represents the amount of predictability between Banco Comercial time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 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 Banco Comercial Portugues price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Banco Comercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Additional Tools for Banco Stock Analysis
When running Banco Comercial's price analysis, check to measure Banco Comercial'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 Banco Comercial is operating at the current time. Most of Banco Comercial's value examination focuses on studying past and present price action to predict the probability of Banco Comercial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banco Comercial's price. Additionally, you may evaluate how the addition of Banco Comercial to your portfolios can decrease your overall portfolio volatility.