Banco De Chile Stock Market Value
| BCH Stock | USD 23.68 0.07 0.30% |
| Symbol | Banco |
Banco De Chile Price To Book Ratio
Is Banco De's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Banco De. If investors know Banco will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Banco De listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.12 | Dividend Share 8.077 | Earnings Share 3.06 | Revenue Per Share 5.7 K | Quarterly Revenue Growth 0.118 |
The market value of Banco De Chile is measured differently than its book value, which is the value of Banco that is recorded on the company's balance sheet. Investors also form their own opinion of Banco De's value that differs from its market value or its book value, called intrinsic value, which is Banco De's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Banco De's market value can be influenced by many factors that don't directly affect Banco De's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Banco De's value and its price as these two are different measures arrived at by different means. Investors typically determine if Banco De is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Banco De'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.
Banco De '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 De'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 De.
| 06/14/2022 |
| 06/03/2024 |
If you would invest 0.00 in Banco De on June 14, 2022 and sell it all today you would earn a total of 0.00 from holding Banco De Chile or generate 0.0% return on investment in Banco De over 720 days. Banco De is related to or competes with CrossFirst Bankshares, Banco Bradesco, CF Bankshares, Foreign Trade, Affinity Bancshares, and Bayfirst Financial. Banco de Chile, together with its subsidiaries, provides banking and financial products and services to customers in Chi... More
Banco De 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 De'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 De Chile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.1101 | |||
| Maximum Drawdown | 5.85 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.35 |
Banco De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco De's standard deviation. In reality, there are many statistical measures that can use Banco De historical prices to predict the future Banco De's volatility.| Risk Adjusted Performance | 0.0955 | |||
| Jensen Alpha | 0.1523 | |||
| Total Risk Alpha | 0.1062 | |||
| Sortino Ratio | 0.09 | |||
| Treynor Ratio | 0.2236 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Banco De's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Banco De Chile Backtested Returns
Banco De appears to be very steady, given 3 months investment horizon. Banco De Chile secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Banco De Chile, which you can use to evaluate the volatility of the firm. Please makes use of Banco De's Mean Deviation of 0.9783, downside deviation of 1.62, and Risk Adjusted Performance of 0.0955 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Banco De holds a performance score of 14. The firm shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Banco De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Banco De is expected to be smaller as well. Please check Banco De's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Banco De's price patterns will revert.
Auto-correlation | 0.84 |
Very good predictability
Banco De Chile has very good predictability. Overlapping area represents the amount of predictability between Banco De time series from 14th of June 2022 to 9th of June 2023 and 9th of June 2023 to 3rd of June 2024. 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 De Chile price movement. The serial correlation of 0.84 indicates that around 84.0% of current Banco De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 2.39 |
Banco De Chile lagged returns against current returns
Autocorrelation, which is Banco De 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 Banco De's stock expected returns. We can calculate the autocorrelation of Banco De returns to help us make a trade decision. For example, suppose you find that Banco De 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 |
Banco De 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 Banco De stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco De stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco De stock over time.
Current vs Lagged Prices |
| Timeline |
Banco De Lagged Returns
When evaluating Banco De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco De stock have on its future price. Banco De 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, Banco De autocorrelation shows the relationship between Banco De stock current value and its past values and can show if there is a momentum factor associated with investing in Banco De Chile.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Banco De Chile offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Banco De's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Banco De Chile Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Banco De Chile Stock:Check out Banco De Correlation, Banco De Volatility and Banco De Alpha and Beta module to complement your research on Banco De. Note that the Banco De Chile information on this page should be used as a complementary analysis to other Banco De's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Banco Stock analysis
When running Banco De's price analysis, check to measure Banco De'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 De is operating at the current time. Most of Banco De's value examination focuses on studying past and present price action to predict the probability of Banco De'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 De's price. Additionally, you may evaluate how the addition of Banco De to your portfolios can decrease your overall portfolio volatility.
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Banco De technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.