Coastalsouth Bancshares Stock Market Value
| COSO Stock | USD 21.00 0.35 1.64% |
| Symbol | CoastalSouth |
CoastalSouth Bancshares '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 CoastalSouth Bancshares' 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 CoastalSouth Bancshares.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in CoastalSouth Bancshares on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding CoastalSouth Bancshares or generate 0.0% return on investment in CoastalSouth Bancshares over 90 days. CoastalSouth Bancshares is related to or competes with Bank of San, Citizens Bancorp, Mountain Commerce, Community Heritage, National Capital, Private Bancorp, and Delhi Bank. CoastalSouth Bancshares, Inc. operates as the bank holding company of CoastalStates Bank that provides various banking p... More
CoastalSouth Bancshares 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 CoastalSouth Bancshares' 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 CoastalSouth Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0828 | |||
| Maximum Drawdown | 9.44 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.38 |
CoastalSouth Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CoastalSouth Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CoastalSouth Bancshares' standard deviation. In reality, there are many statistical measures that can use CoastalSouth Bancshares historical prices to predict the future CoastalSouth Bancshares' volatility.| Risk Adjusted Performance | 0.0058 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.1499 | |||
| Sortino Ratio | 0.0608 | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CoastalSouth Bancshares' 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.
CoastalSouth Bancshares Backtested Returns
CoastalSouth Bancshares secures Sharpe Ratio (or Efficiency) of -0.017, which signifies that the company had a -0.017 % return per unit of standard deviation over the last 3 months. CoastalSouth Bancshares exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CoastalSouth Bancshares' mean deviation of 0.6009, and Risk Adjusted Performance of 0.0058 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0445, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CoastalSouth Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding CoastalSouth Bancshares is expected to be smaller as well. At this point, CoastalSouth Bancshares has a negative expected return of -0.0214%. Please make sure to confirm CoastalSouth Bancshares' coefficient of variation, semi variance, relative strength index, as well as the relationship between the treynor ratio and rate of daily change , to decide if CoastalSouth Bancshares performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
CoastalSouth Bancshares has poor reverse predictability. Overlapping area represents the amount of predictability between CoastalSouth Bancshares time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 CoastalSouth Bancshares price movement. The serial correlation of -0.38 indicates that just about 38.0% of current CoastalSouth Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
CoastalSouth Bancshares lagged returns against current returns
Autocorrelation, which is CoastalSouth Bancshares 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 CoastalSouth Bancshares' otc stock expected returns. We can calculate the autocorrelation of CoastalSouth Bancshares returns to help us make a trade decision. For example, suppose you find that CoastalSouth Bancshares 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 |
CoastalSouth Bancshares 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 CoastalSouth Bancshares otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CoastalSouth Bancshares otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CoastalSouth Bancshares otc stock over time.
Current vs Lagged Prices |
| Timeline |
CoastalSouth Bancshares Lagged Returns
When evaluating CoastalSouth Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CoastalSouth Bancshares otc stock have on its future price. CoastalSouth Bancshares 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, CoastalSouth Bancshares autocorrelation shows the relationship between CoastalSouth Bancshares otc stock current value and its past values and can show if there is a momentum factor associated with investing in CoastalSouth Bancshares.
Regressed Prices |
| Timeline |
Other Information on Investing in CoastalSouth OTC Stock
CoastalSouth Bancshares financial ratios help investors to determine whether CoastalSouth 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 CoastalSouth with respect to the benefits of owning CoastalSouth Bancshares security.