Bank Of Idaho Stock Market Value
| BOID Stock | USD 46.62 0.88 1.85% |
| Symbol | Bank |
Bank of Idaho '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 Bank of Idaho's otc 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 Bank of Idaho.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Bank of Idaho on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Bank of Idaho or generate 0.0% return on investment in Bank of Idaho over 90 days. Bank of Idaho is related to or competes with National Capital, Citizens Financial, Community Heritage, Lewis Clark, First Community, and North Dallas. Bank of Idaho Holding Company operates as the holding company for Bank of Idaho that provides personal and business bank... More
Bank of Idaho 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 Bank of Idaho's otc 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 Bank of Idaho upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.1478 | |||
| Maximum Drawdown | 41.86 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.99 |
Bank of Idaho Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of Idaho's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of Idaho's standard deviation. In reality, there are many statistical measures that can use Bank of Idaho historical prices to predict the future Bank of Idaho's volatility.| Risk Adjusted Performance | 0.1197 | |||
| Jensen Alpha | 0.7424 | |||
| Total Risk Alpha | 1.26 | |||
| Sortino Ratio | 0.4487 | |||
| Treynor Ratio | 0.6255 |
Bank of Idaho Backtested Returns
Bank of Idaho appears to be very steady, given 3 months investment horizon. Bank of Idaho secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. By analyzing Bank of Idaho's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please makes use of Bank of Idaho's Mean Deviation of 1.63, downside deviation of 1.65, and Risk Adjusted Performance of 0.1197 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bank of Idaho holds a performance score of 10. The firm shows a Beta (market volatility) of 1.01, which signifies a somewhat significant risk relative to the market. Bank of Idaho returns are very sensitive to returns on the market. As the market goes up or down, Bank of Idaho is expected to follow. Please check Bank of Idaho's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Bank of Idaho's price patterns will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Bank of Idaho has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Bank of Idaho 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 Bank of Idaho price movement. The serial correlation of -0.72 indicates that around 72.0% of current Bank of Idaho price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1.39 |
Bank of Idaho lagged returns against current returns
Autocorrelation, which is Bank of Idaho otc 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 Bank of Idaho's otc stock expected returns. We can calculate the autocorrelation of Bank of Idaho returns to help us make a trade decision. For example, suppose you find that Bank of Idaho has exhibited high autocorrelation historically, and you observe that the otc 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 |
Bank of Idaho 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 Bank of Idaho otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of Idaho otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of Idaho otc stock over time.
Current vs Lagged Prices |
| Timeline |
Bank of Idaho Lagged Returns
When evaluating Bank of Idaho's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of Idaho otc stock have on its future price. Bank of Idaho 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, Bank of Idaho autocorrelation shows the relationship between Bank of Idaho otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bank of Idaho.
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 Bank OTC Stock
Bank of Idaho financial ratios help investors to determine whether Bank OTC 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 Bank with respect to the benefits of owning Bank of Idaho security.