KBW Bank's market value is the price at which a share of KBW Bank trades on a public exchange. It measures the collective expectations of KBW Bank investors about its performance. KBW Bank is listed at 139.71 as of the 2nd of August 2025, which is a 2.33 percent decrease since the beginning of the trading day. The index's lowest day price was 137.59. With this module, you can estimate the performance of a buy and hold strategy of KBW Bank and determine expected loss or profit from investing in KBW Bank over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
KBW
KBW 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 KBW Bank's index 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 KBW Bank.
0.00
05/04/2025
No Change 0.00
0.0
In 2 months and 31 days
08/02/2025
0.00
If you would invest 0.00 in KBW Bank on May 4, 2025 and sell it all today you would earn a total of 0.00 from holding KBW Bank or generate 0.0% return on investment in KBW Bank over 90 days.
KBW 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 KBW Bank's index 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 KBW Bank 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 KBW Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBW Bank's standard deviation. In reality, there are many statistical measures that can use KBW Bank historical prices to predict the future KBW Bank's volatility.
KBW Bank has Sharpe Ratio of 0.19, which conveys that the index had a 0.19 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for KBW Bank, which you can use to evaluate the volatility of the entity. The entity secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and KBW Bank are completely uncorrelated.
Auto-correlation
0.80
Very good predictability
KBW Bank has very good predictability. Overlapping area represents the amount of predictability between KBW Bank time series from 4th of May 2025 to 18th of June 2025 and 18th of June 2025 to 2nd of August 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 KBW Bank price movement. The serial correlation of 0.8 indicates that around 80.0% of current KBW Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
0.8
Spearman Rank Test
0.44
Residual Average
0.0
Price Variance
17.47
KBW Bank lagged returns against current returns
Autocorrelation, which is KBW Bank index'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 KBW Bank's index expected returns. We can calculate the autocorrelation of KBW Bank returns to help us make a trade decision. For example, suppose you find that KBW Bank has exhibited high autocorrelation historically, and you observe that the index 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
KBW 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 KBW Bank index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBW Bank index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBW Bank index over time.
Current vs Lagged Prices
Timeline
KBW Bank Lagged Returns
When evaluating KBW Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBW Bank index have on its future price. KBW 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, KBW Bank autocorrelation shows the relationship between KBW Bank index current value and its past values and can show if there is a momentum factor associated with investing in KBW Bank.
Regressed Prices
Timeline
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