Beo Bancorp Stock Market Value
| BEOB Stock | USD 83.85 3.52 4.38% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in BEO Bancorp on December 17, 2024 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 90 days. BEO Bancorp is related to or competes with CCSB Financial, Delhi Bank, First Community, First Community, and Bank of Utica. 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.
| Downside Deviation | 2.87 | |||
| Information Ratio | 0.1356 | |||
| Maximum Drawdown | 13.86 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 4.31 |
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 | 0.0809 | |||
| Jensen Alpha | 0.173 | |||
| Total Risk Alpha | 0.4164 | |||
| Sortino Ratio | 0.0951 | |||
| Treynor Ratio | 2.03 |
BEO Bancorp Backtested Returns
At this point, BEO Bancorp is very steady. BEO Bancorp secures Sharpe Ratio (or Efficiency) of 0.0879, which signifies that the company had a 0.0879 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BEO Bancorp, which you can use to evaluate the volatility of the firm. Please confirm BEO Bancorp's risk adjusted performance of 0.0809, and Mean Deviation of 1.06 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. BEO Bancorp has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.081, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BEO Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding BEO Bancorp is expected to be smaller as well. BEO Bancorp at this time shows a risk of 2.03%. Please confirm BEO Bancorp downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if BEO Bancorp will be following its price patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
BEO Bancorp has weak reverse predictability. Overlapping area represents the amount of predictability between BEO Bancorp time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 BEO Bancorp price movement. The serial correlation of -0.21 indicates that over 21.0% of current BEO Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 1.81 |
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 |
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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.