Basellandschaftliche (Switzerland) Market Value
| BLKB Stock | CHF 904.00 4.00 0.44% |
| Symbol | Basellandschaftliche |
Basellandschaftliche '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 Basellandschaftliche'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 Basellandschaftliche.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Basellandschaftliche on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Basellandschaftliche Kantonalbank or generate 0.0% return on investment in Basellandschaftliche over 90 days. Basellandschaftliche is related to or competes with Basler Kantonalbank, Berner Kantonalbank, Luzerner Kantonalbank, Banque Cantonale, and Banque Cantonale. Basellandschaftliche Kantonalbank provides retail and commercial banking services to the private sector, institutional o... More
Basellandschaftliche 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 Basellandschaftliche'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 Basellandschaftliche Kantonalbank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7512 | |||
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.08 |
Basellandschaftliche Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Basellandschaftliche's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Basellandschaftliche's standard deviation. In reality, there are many statistical measures that can use Basellandschaftliche historical prices to predict the future Basellandschaftliche's volatility.| Risk Adjusted Performance | 4.0E-4 | |||
| Jensen Alpha | 0.0148 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | 0.0698 |
Basellandschaftliche Backtested Returns
At this stage we consider Basellandschaftliche Stock to be very steady. Basellandschaftliche secures Sharpe Ratio (or Efficiency) of 0.0671, which signifies that the company had a 0.0671 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Basellandschaftliche Kantonalbank, which you can use to evaluate the volatility of the firm. Please confirm Basellandschaftliche's Downside Deviation of 0.7512, risk adjusted performance of 4.0E-4, and Mean Deviation of 0.4428 to double-check if the risk estimate we provide is consistent with the expected return of 0.041%. Basellandschaftliche has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Basellandschaftliche are expected to decrease at a much lower rate. During the bear market, Basellandschaftliche is likely to outperform the market. Basellandschaftliche right now shows a risk of 0.61%. Please confirm Basellandschaftliche sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Basellandschaftliche will be following its price patterns.
Auto-correlation | -0.81 |
Excellent reverse predictability
Basellandschaftliche Kantonalbank has excellent reverse predictability. Overlapping area represents the amount of predictability between Basellandschaftliche time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Basellandschaftliche price movement. The serial correlation of -0.81 indicates that around 81.0% of current Basellandschaftliche price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 113.79 |
Basellandschaftliche lagged returns against current returns
Autocorrelation, which is Basellandschaftliche 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 Basellandschaftliche's stock expected returns. We can calculate the autocorrelation of Basellandschaftliche returns to help us make a trade decision. For example, suppose you find that Basellandschaftliche 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 |
Basellandschaftliche 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 Basellandschaftliche stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Basellandschaftliche stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Basellandschaftliche stock over time.
Current vs Lagged Prices |
| Timeline |
Basellandschaftliche Lagged Returns
When evaluating Basellandschaftliche's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Basellandschaftliche stock have on its future price. Basellandschaftliche 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, Basellandschaftliche autocorrelation shows the relationship between Basellandschaftliche stock current value and its past values and can show if there is a momentum factor associated with investing in Basellandschaftliche Kantonalbank.
Regressed Prices |
| Timeline |
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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.Additional Tools for Basellandschaftliche Stock Analysis
When running Basellandschaftliche's price analysis, check to measure Basellandschaftliche'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 Basellandschaftliche is operating at the current time. Most of Basellandschaftliche's value examination focuses on studying past and present price action to predict the probability of Basellandschaftliche's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Basellandschaftliche's price. Additionally, you may evaluate how the addition of Basellandschaftliche to your portfolios can decrease your overall portfolio volatility.