Bank Of San Stock Market Value
| BSFO Stock | USD 30.50 0.00 0.00% |
| Symbol | Bank |
Bank of San '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 San'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 San.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Bank of San on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Bank of San or generate 0.0% return on investment in Bank of San over 90 days. Bank of San is related to or competes with Pioneer Bankcorp, Liberty Northwest, Summit Bancshares, National Capital, Citizens Financial, Bank of Idaho, and Community Heritage. Bank of San Francisco provides various banking products and services to businesses, nonprofits, entrepreneurs, professio... More
Bank of San 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 San'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 San upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0907 | |||
| Maximum Drawdown | 7.28 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.59 |
Bank of San Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of San's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of San's standard deviation. In reality, there are many statistical measures that can use Bank of San historical prices to predict the future Bank of San's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.1722 | |||
| Treynor Ratio | (0.25) |
Bank of San Backtested Returns
Bank of San secures Sharpe Ratio (or Efficiency) of -0.0366, which signifies that the company had a -0.0366 % return per unit of risk over the last 3 months. Bank of San exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank of San's Standard Deviation of 1.21, mean deviation of 0.4815, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank of San's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of San is expected to be smaller as well. At this point, Bank of San has a negative expected return of -0.0459%. Please make sure to confirm Bank of San's variance, potential upside, as well as the relationship between the Potential Upside and day typical price , to decide if Bank of San performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Bank of San has modest reverse predictability. Overlapping area represents the amount of predictability between Bank of San 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 San price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Bank of San price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Bank of San lagged returns against current returns
Autocorrelation, which is Bank of San 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 San's otc stock expected returns. We can calculate the autocorrelation of Bank of San returns to help us make a trade decision. For example, suppose you find that Bank of San 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 San 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 San otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of San 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 San otc stock over time.
Current vs Lagged Prices |
| Timeline |
Bank of San Lagged Returns
When evaluating Bank of San's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of San otc stock have on its future price. Bank of San 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 San autocorrelation shows the relationship between Bank of San otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bank of San.
Regressed Prices |
| Timeline |
Other Information on Investing in Bank OTC Stock
Bank of San 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 San security.