Banco Bilbao (Spain) Market Value

BBVA Stock  EUR 9.24  0.09  0.98%   
Banco Bilbao's market value is the price at which a share of Banco Bilbao trades on a public exchange. It measures the collective expectations of Banco Bilbao Vizcaya investors about its performance. Banco Bilbao is trading at 9.24 as of the 4th of December 2024, a 0.98% up since the beginning of the trading day. The stock's open price was 9.15.
With this module, you can estimate the performance of a buy and hold strategy of Banco Bilbao Vizcaya and determine expected loss or profit from investing in Banco Bilbao over a given investment horizon. Check out Banco Bilbao Correlation, Banco Bilbao Volatility and Banco Bilbao Alpha and Beta module to complement your research on Banco Bilbao.
Symbol

Please note, there is a significant difference between Banco Bilbao's value and its price as these two are different measures arrived at by different means. Investors typically determine if Banco Bilbao is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Banco Bilbao'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 Bilbao '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 Bilbao'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 Bilbao.
0.00
12/15/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/04/2024
0.00
If you would invest  0.00  in Banco Bilbao on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Banco Bilbao Vizcaya or generate 0.0% return on investment in Banco Bilbao over 720 days. Banco Bilbao is related to or competes with Banco Santander, Repsol, Telefonica, Iberdrola, and Industria. Banco Bilbao Vizcaya Argentaria, S.A., together with its subsidiaries, provides retail banking, wholesale banking, asset... More

Banco Bilbao 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 Bilbao'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 Bilbao Vizcaya upside and downside potential and time the market with a certain degree of confidence.

Banco Bilbao Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Banco Bilbao's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banco Bilbao's standard deviation. In reality, there are many statistical measures that can use Banco Bilbao historical prices to predict the future Banco Bilbao's volatility.
Hype
Prediction
LowEstimatedHigh
7.329.1510.98
Details
Intrinsic
Valuation
LowRealHigh
5.877.709.53
Details
Naive
Forecast
LowNextHigh
7.269.0910.92
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.899.089.27
Details

Banco Bilbao Vizcaya Backtested Returns

At this point, Banco Bilbao is not too volatile. Banco Bilbao Vizcaya secures Sharpe Ratio (or Efficiency) of 0.0343, which signifies that the company had a 0.0343% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Banco Bilbao Vizcaya, which you can use to evaluate the volatility of the firm. Please confirm Banco Bilbao's Downside Deviation of 2.15, mean deviation of 1.36, and Risk Adjusted Performance of 0.0197 to double-check if the risk estimate we provide is consistent with the expected return of 0.0628%. Banco Bilbao has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0388, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Banco Bilbao's returns are expected to increase less than the market. However, during the bear market, the loss of holding Banco Bilbao is expected to be smaller as well. Banco Bilbao Vizcaya right now shows a risk of 1.83%. Please confirm Banco Bilbao Vizcaya standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Banco Bilbao Vizcaya will be following its price patterns.

Auto-correlation

    
  0.22  

Weak predictability

Banco Bilbao Vizcaya has weak predictability. Overlapping area represents the amount of predictability between Banco Bilbao time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th of December 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 Bilbao Vizcaya price movement. The serial correlation of 0.22 indicates that over 22.0% of current Banco Bilbao price fluctuation can be explain by its past prices.
Correlation Coefficient0.22
Spearman Rank Test0.17
Residual Average0.0
Price Variance0.48

Banco Bilbao Vizcaya lagged returns against current returns

Autocorrelation, which is Banco Bilbao 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 Bilbao's stock expected returns. We can calculate the autocorrelation of Banco Bilbao returns to help us make a trade decision. For example, suppose you find that Banco Bilbao 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 Bilbao 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 Bilbao stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Banco Bilbao stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Banco Bilbao stock over time.
   Current vs Lagged Prices   
       Timeline  

Banco Bilbao Lagged Returns

When evaluating Banco Bilbao's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Banco Bilbao stock have on its future price. Banco Bilbao 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 Bilbao autocorrelation shows the relationship between Banco Bilbao stock current value and its past values and can show if there is a momentum factor associated with investing in Banco Bilbao Vizcaya.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Banco Stock

Banco Bilbao financial ratios help investors to determine whether Banco Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Banco with respect to the benefits of owning Banco Bilbao security.