Cmuv Bancorp Stock Market Value
| CMUV Stock | USD 20.60 0.00 0.00% |
| Symbol | CMUV |
CMUV 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 CMUV Bancorp'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 CMUV Bancorp.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in CMUV Bancorp on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding CMUV Bancorp or generate 0.0% return on investment in CMUV Bancorp over 30 days. CMUV Bancorp is related to or competes with Pioneer Bankcorp, Summit Bancshares, Liberty Northwest, First Community, and Coeur DAlene. CMUV Bancorp operates as the bank holding company for Community Valley Bank that provides financial services to individu... More
CMUV 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 CMUV Bancorp'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 CMUV Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1141 | |||
| Maximum Drawdown | 11.15 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.76 |
CMUV Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CMUV Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CMUV Bancorp's standard deviation. In reality, there are many statistical measures that can use CMUV Bancorp historical prices to predict the future CMUV Bancorp's volatility.| Risk Adjusted Performance | 0.1104 | |||
| Jensen Alpha | 0.1815 | |||
| Total Risk Alpha | 0.1519 | |||
| Treynor Ratio | 1.31 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CMUV Bancorp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CMUV Bancorp Backtested Returns
At this stage we consider CMUV OTC Stock to be very steady. CMUV Bancorp secures Sharpe Ratio (or Efficiency) of 0.0849, which signifies that the company had a 0.0849% return per unit of volatility over the last 3 months. We have found nineteen technical indicators for CMUV Bancorp, which you can use to evaluate the volatility of the firm. Please confirm CMUV Bancorp's risk adjusted performance of 0.1104, and Mean Deviation of 0.6756 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. CMUV Bancorp has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CMUV Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding CMUV Bancorp is expected to be smaller as well. CMUV Bancorp currently shows a risk of 1.48%. Please confirm CMUV Bancorp jensen alpha and rate of daily change , to decide if CMUV Bancorp will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
CMUV Bancorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between CMUV Bancorp time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 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 CMUV Bancorp price movement. The serial correlation of -0.11 indicates that less than 11.0% of current CMUV Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CMUV Bancorp lagged returns against current returns
Autocorrelation, which is CMUV Bancorp 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 CMUV Bancorp's otc stock expected returns. We can calculate the autocorrelation of CMUV Bancorp returns to help us make a trade decision. For example, suppose you find that CMUV Bancorp 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 |
CMUV 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 CMUV Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CMUV Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CMUV Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
CMUV Bancorp Lagged Returns
When evaluating CMUV Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CMUV Bancorp otc stock have on its future price. CMUV 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, CMUV Bancorp autocorrelation shows the relationship between CMUV Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in CMUV Bancorp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for CMUV OTC Stock Analysis
When running CMUV Bancorp's price analysis, check to measure CMUV 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 CMUV Bancorp is operating at the current time. Most of CMUV Bancorp's value examination focuses on studying past and present price action to predict the probability of CMUV 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 CMUV Bancorp's price. Additionally, you may evaluate how the addition of CMUV Bancorp to your portfolios can decrease your overall portfolio volatility.