Auburn National Bancorporation Stock Market Value
| AUBN Stock | USD 20.97 0.39 1.83% |
| Symbol | Auburn |
Auburn National Banc Price To Book Ratio
Is Regional Banks space 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 Auburn National. If investors know Auburn 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 Auburn National 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 0.165 | Dividend Share 1.08 | Earnings Share 0.25 | Revenue Per Share | Quarterly Revenue Growth 0.104 |
The market value of Auburn National Banc is measured differently than its book value, which is the value of Auburn that is recorded on the company's balance sheet. Investors also form their own opinion of Auburn National's value that differs from its market value or its book value, called intrinsic value, which is Auburn National'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 Auburn National's market value can be influenced by many factors that don't directly affect Auburn National'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 Auburn National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Auburn National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Auburn National'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.
Auburn National '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 Auburn National'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 Auburn National.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Auburn National on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Auburn National Bancorporation or generate 0.0% return on investment in Auburn National over 90 days. Auburn National is related to or competes with Home Federal, LINKBANCORP, Affinity Bancshares, Southern California, BayCom Corp, Community West, and First Financial. Auburn National Bancorporation, Inc. operates as the bank holding company for AuburnBank that provides various banking p... More
Auburn National 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 Auburn National'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 Auburn National Bancorporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0077 | |||
| Maximum Drawdown | 9.06 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 2.75 |
Auburn National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Auburn National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auburn National's standard deviation. In reality, there are many statistical measures that can use Auburn National historical prices to predict the future Auburn National's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | 0.1575 | |||
| Treynor Ratio | 0.194 |
Auburn National Banc Backtested Returns
Auburn National Banc secures Sharpe Ratio (or Efficiency) of -0.0695, which signifies that the company had a -0.0695 % return per unit of standard deviation over the last 3 months. Auburn National Bancorporation exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Auburn National's mean deviation of 1.57, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Auburn National are expected to decrease at a much lower rate. During the bear market, Auburn National is likely to outperform the market. At this point, Auburn National Banc has a negative expected return of -0.14%. Please make sure to confirm Auburn National's total risk alpha, and the relationship between the standard deviation and kurtosis , to decide if Auburn National Banc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
Auburn National Bancorporation has insignificant predictability. Overlapping area represents the amount of predictability between Auburn National time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Auburn National Banc price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Auburn National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Auburn National Banc lagged returns against current returns
Autocorrelation, which is Auburn National 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 Auburn National's stock expected returns. We can calculate the autocorrelation of Auburn National returns to help us make a trade decision. For example, suppose you find that Auburn National 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 |
Auburn National 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 Auburn National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auburn National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Auburn National stock over time.
Current vs Lagged Prices |
| Timeline |
Auburn National Lagged Returns
When evaluating Auburn National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auburn National stock have on its future price. Auburn National 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, Auburn National autocorrelation shows the relationship between Auburn National stock current value and its past values and can show if there is a momentum factor associated with investing in Auburn National Bancorporation.
Regressed Prices |
| Timeline |
When determining whether Auburn National Banc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Auburn National'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 Auburn National Bancorporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Auburn National Bancorporation Stock:
Check out Auburn National Correlation, Auburn National Volatility and Auburn National Alpha and Beta module to complement your research on Auburn National. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Auburn National 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.