Bbva Banco Stock Volatility

BBAR -  USA Stock  

USD 3.08  0.07  2.33%

Bbva Banco appears to be relatively risky, given 3 months investment horizon. Bbva Banco Frances secures Sharpe Ratio (or Efficiency) of 0.0704, which signifies that the company had 0.0704% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Bbva Banco Frances, which you can use to evaluate the future volatility of the firm. Please makes use of Bbva Banco's Mean Deviation of 2.59, risk adjusted performance of 0.0718, and Downside Deviation of 2.42 to double-check if our risk estimates are consistent with your expectations.

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Bbva Banco Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Bbva Banco daily returns, and it is calculated using variance and standard deviation. We also use Bbva Banco's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Bbva Banco volatility.

90 Days Market Risk

Relatively risky

Chance of Distress

High

90 Days Economic Sensitivity

Follows the market closely

Bbva Banco Market Sensitivity And Downside Risk

Bbva Banco's beta coefficient measures the volatility of Bbva Banco stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Bbva Banco stock's returns against your selected market. In other words, Bbva Banco's beta of 0.82 provides an investor with an approximation of how much risk Bbva Banco stock can potentially add to one of your existing portfolios.
Let's try to break down what Bbva Banco's beta means in this case. As returns on the market increase, Bbva Banco returns are expected to increase less than the market. However, during the bear market, the loss on holding Bbva Banco will be expected to be smaller as well.
3 Months Beta |Analyze Bbva Banco Frances Demand Trend
Check current 90 days Bbva Banco correlation with market (DOW)

Bbva Banco Beta

    
  0.82  
Bbva Banco standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  3.27  
It is essential to understand the difference between upside risk (as represented by Bbva Banco's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Bbva Banco stock's daily returns or price. Since the actual investment returns on holding a position in Bbva Banco stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Bbva Banco.

Bbva Banco Frances Stock Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Bbva Banco Frances Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Bbva Banco Projected Return Density Against Market

Given the investment horizon of 90 days Bbva Banco has a beta of 0.8188 suggesting as returns on the market go up, Bbva Banco average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Bbva Banco Frances will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Bbva Banco or Financial Services sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Bbva Banco stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Bbva Banco stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.2417, implying that it can generate a 0.24 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

Bbva Banco Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Bbva Banco or Financial Services sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Bbva Banco stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Bbva Banco stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Given the investment horizon of 90 days the coefficient of variation of Bbva Banco is 1421.3. The daily returns are distributed with a variance of 10.7 and standard deviation of 3.27. The mean deviation of Bbva Banco Frances is currently at 2.59. For similar time horizon, the selected benchmark (DOW) has volatility of 0.75
α
Alpha over DOW
0.24
β
Beta against DOW0.82
σ
Overall volatility
3.27
Ir
Information ratio 0.07

Bbva Banco Stock Return Volatility

Bbva Banco historical daily return volatility represents how much Bbva Banco stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The enterprise inherits 3.2716% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 0.7437% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Bbva Banco Volatility

Volatility is a rate at which the price of Bbva Banco or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Bbva Banco may increase or decrease. In other words, similar to Bbva Banco's beta indicator, it measures the risk of Bbva Banco and helps estimate the fluctuations that may happen in a short period of time. So if prices of Bbva Banco fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Banco BBVA Argentina S.A. provides various banking products and services to individuals and companies in Argentina. Banco BBVA Argentina S.A. was founded in 1886 and is based in Buenos Aires, Argentina. Bbva Banco operates under BanksRegional classification in the United States and is traded on New York Stock Exchange. It employs 6004 people.

Nearest Bbva Banco long CALL Option Payoff at Expiration

Bbva Banco's implied volatility is one of the determining factors in the pricing options written on Bbva Banco Frances. Implied volatility approximates the future value of Bbva Bancousing the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in Bbva Banco Frances over a specific time period.
View All Bbva Banco options
BBAR210820C00001000 is a CALL option contract on Bbva Banco's common stock with a strick price of 1.0 expiring on 2021-08-20. The contract was not traded in recent days and, as of today, has 25 days remaining before the expiration. The option is currently trading at a bid price of $1.65, and an ask price of $2.55. The implied volatility as of the 26th of July is 339.3688.
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      Bbva Banco Price At Expiration 

Bbva Banco Investment Opportunity

Bbva Banco Frances has a volatility of 3.27 and is 4.42 times more volatile than DOW. 28  of all equities and portfolios are less risky than Bbva Banco. Compared to the overall equity markets, volatility of historical daily returns of Bbva Banco Frances is lower than 28 () of all global equities and portfolios over the last 90 days. Use Bbva Banco Frances to enhance returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of Bbva Banco to be traded at $3.7 in 90 days. . Let's try to break down what Bbva Banco's beta means in this case. As returns on the market increase, Bbva Banco returns are expected to increase less than the market. However, during the bear market, the loss on holding Bbva Banco will be expected to be smaller as well.

Average diversification

The correlation between Bbva Banco Frances and DJI is Average diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bbva Banco Frances and DJI in the same portfolio assuming nothing else is changed.

Bbva Banco Additional Risk Indicators

The analysis of Bbva Banco's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Bbva Banco's investment and either accepting that risk or mitigating it. Along with some common measures of Bbva Banco stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance0.0718
Market Risk Adjusted Performance0.3385
Mean Deviation2.59
Semi Deviation2.2
Downside Deviation2.42
Coefficient Of Variation1165.13
Standard Deviation3.25
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Bbva Banco Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Bbva Banco as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Bbva Banco's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Bbva Banco's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Bbva Banco Frances.
Continue to Trending Equities. Note that the Bbva Banco Frances information on this page should be used as a complementary analysis to other Bbva Banco'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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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When running Bbva Banco Frances price analysis, check to measure Bbva Banco'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 Bbva Banco is operating at the current time. Most of Bbva Banco's value examination focuses on studying past and present price action to predict the probability of Bbva Banco's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Bbva Banco's price. Additionally, you may evaluate how the addition of Bbva Banco to your portfolios can decrease your overall portfolio volatility.
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The market value of Bbva Banco Frances is measured differently than its book value, which is the value of Bbva Banco that is recorded on the company's balance sheet. Investors also form their own opinion of Bbva Banco's value that differs from its market value or its book value, called intrinsic value, which is Bbva Banco'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 Bbva Banco's market value can be influenced by many factors that don't directly affect Bbva Banco Frances underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Bbva Banco's value and its price as these two are different measures arrived at by different means. Investors typically determine Bbva Banco value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bbva Banco'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.