Sierra Bancorp Stock Market Value
| BSRR Stock | USD 28.56 0.52 1.85% |
| Symbol | Sierra |
Sierra Bancorp 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 Sierra Bancorp. If investors know Sierra 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 Sierra Bancorp 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 0.704 | Dividend Share 0.96 | Earnings Share 2.82 | Revenue Per Share | Quarterly Revenue Growth 0.095 |
The market value of Sierra Bancorp is measured differently than its book value, which is the value of Sierra that is recorded on the company's balance sheet. Investors also form their own opinion of Sierra Bancorp's value that differs from its market value or its book value, called intrinsic value, which is Sierra Bancorp'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 Sierra Bancorp's market value can be influenced by many factors that don't directly affect Sierra Bancorp'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 Sierra Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sierra Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sierra Bancorp'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.
Sierra 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 Sierra Bancorp'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 Sierra Bancorp.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sierra Bancorp on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sierra Bancorp or generate 0.0% return on investment in Sierra Bancorp over 90 days. Sierra Bancorp is related to or competes with Home Federal, First Financial, First Northwest, First Capital, Community West, Great Southern, and Magyar Bancorp. Sierra Bancorp operates as the bank holding company for Bank of the Sierra that provides retail and commercial banking s... More
Sierra 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 Sierra Bancorp'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 Sierra Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 6.0E-4 | |||
| Maximum Drawdown | 11.56 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 2.21 |
Sierra Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sierra Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sierra Bancorp's standard deviation. In reality, there are many statistical measures that can use Sierra Bancorp historical prices to predict the future Sierra Bancorp's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | 0.1347 | |||
| Treynor Ratio | (0.09) |
Sierra Bancorp Backtested Returns
Sierra Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.044, which indicates the firm had a -0.044 % return per unit of risk over the last 3 months. Sierra Bancorp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sierra Bancorp's Variance of 3.75, coefficient of variation of (1,978), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 1.2, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sierra Bancorp will likely underperform. At this point, Sierra Bancorp has a negative expected return of -0.0885%. Please make sure to validate Sierra Bancorp's treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if Sierra Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Sierra Bancorp has modest reverse predictability. Overlapping area represents the amount of predictability between Sierra 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 Sierra Bancorp price movement. The serial correlation of -0.48 indicates that about 48.0% of current Sierra Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 1.56 |
Sierra Bancorp lagged returns against current returns
Autocorrelation, which is Sierra Bancorp 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 Sierra Bancorp's stock expected returns. We can calculate the autocorrelation of Sierra Bancorp returns to help us make a trade decision. For example, suppose you find that Sierra Bancorp 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 |
Sierra 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 Sierra Bancorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sierra Bancorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sierra Bancorp stock over time.
Current vs Lagged Prices |
| Timeline |
Sierra Bancorp Lagged Returns
When evaluating Sierra Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sierra Bancorp stock have on its future price. Sierra 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, Sierra Bancorp autocorrelation shows the relationship between Sierra Bancorp stock current value and its past values and can show if there is a momentum factor associated with investing in Sierra Bancorp.
Regressed Prices |
| Timeline |
Additional Tools for Sierra Stock Analysis
When running Sierra Bancorp's price analysis, check to measure Sierra Bancorp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sierra Bancorp is operating at the current time. Most of Sierra Bancorp's value examination focuses on studying past and present price action to predict the probability of Sierra Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sierra Bancorp's price. Additionally, you may evaluate how the addition of Sierra Bancorp to your portfolios can decrease your overall portfolio volatility.