Beo Bancorp Stock Market Value
| BEOB Stock | USD 76.50 0.55 0.72% |
| Symbol | BEO |
BEO Bancorp '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 BEO Bancorp's pink sheet 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 BEO Bancorp.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in BEO Bancorp on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding BEO Bancorp or generate 0.0% return on investment in BEO Bancorp over 720 days. BEO Bancorp is related to or competes with Piraeus Bank, Turkiye Garanti, and Uwharrie Capital. BEO Bancorp operates as the bank holding company for Bank of Eastern Oregon that provides commercial and consumer financ... More
BEO Bancorp 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 BEO Bancorp's pink sheet 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 BEO Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 5.57 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 0.7242 |
BEO Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BEO Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BEO Bancorp's standard deviation. In reality, there are many statistical measures that can use BEO Bancorp historical prices to predict the future BEO Bancorp's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.958 |
BEO Bancorp Backtested Returns
BEO Bancorp secures Sharpe Ratio (or Efficiency) of -0.0349, which signifies that the company had a -0.0349% return per unit of risk over the last 3 months. BEO Bancorp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BEO Bancorp's risk adjusted performance of (0.03), and Mean Deviation of 0.3551 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0381, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BEO Bancorp are expected to decrease at a much lower rate. During the bear market, BEO Bancorp is likely to outperform the market. At this point, BEO Bancorp has a negative expected return of -0.0273%. Please make sure to confirm BEO Bancorp's skewness, and the relationship between the total risk alpha and rate of daily change , to decide if BEO Bancorp performance from the past will be repeated in the future.
Auto-correlation | 0.83 |
Very good predictability
BEO Bancorp has very good predictability. Overlapping area represents the amount of predictability between BEO Bancorp time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 BEO Bancorp price movement. The serial correlation of 0.83 indicates that around 83.0% of current BEO Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 52.44 |
BEO Bancorp lagged returns against current returns
Autocorrelation, which is BEO Bancorp pink sheet'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 BEO Bancorp's pink sheet expected returns. We can calculate the autocorrelation of BEO Bancorp returns to help us make a trade decision. For example, suppose you find that BEO Bancorp has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
BEO Bancorp 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 BEO Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BEO Bancorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BEO Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BEO Bancorp Lagged Returns
When evaluating BEO Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BEO Bancorp pink sheet have on its future price. BEO Bancorp 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, BEO Bancorp autocorrelation shows the relationship between BEO Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BEO Bancorp.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in BEO Pink Sheet
BEO Bancorp financial ratios help investors to determine whether BEO Pink Sheet 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 BEO with respect to the benefits of owning BEO Bancorp security.