Citizens Community Bancorp Stock Market Value
| CZWI Stock | USD 15.13 0.07 0.46% |
| Symbol | Citizens |
Citizens Community 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 Citizens Community. If investors know Citizens 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 Citizens Community 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 (0.24) | Dividend Share 0.32 | Earnings Share 1.35 | Revenue Per Share | Quarterly Revenue Growth (0.05) |
The market value of Citizens Community is measured differently than its book value, which is the value of Citizens that is recorded on the company's balance sheet. Investors also form their own opinion of Citizens Community's value that differs from its market value or its book value, called intrinsic value, which is Citizens Community'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 Citizens Community's market value can be influenced by many factors that don't directly affect Citizens Community'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 Citizens Community's value and its price as these two are different measures arrived at by different means. Investors typically determine if Citizens Community is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Citizens Community'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.
Citizens Community '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 Citizens Community'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 Citizens Community.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Citizens Community on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Citizens Community Bancorp or generate 0.0% return on investment in Citizens Community over 30 days. Citizens Community is related to or competes with Home Federal, First Financial, First Northwest, First Capital, Community West, QCR Holdings, and Sierra Bancorp. Citizens Community Bancorp, Inc. operates as a bank holding company for Citizens Community Federal N.A More
Citizens Community 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 Citizens Community'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 Citizens Community Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0339 | |||
| Maximum Drawdown | 7.4 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 2.53 |
Citizens Community Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citizens Community's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citizens Community's standard deviation. In reality, there are many statistical measures that can use Citizens Community historical prices to predict the future Citizens Community's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | 0.0388 | |||
| Total Risk Alpha | 0.0455 | |||
| Sortino Ratio | 0.0403 | |||
| Treynor Ratio | 0.0551 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Citizens Community'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.
Citizens Community Backtested Returns
Citizens Community secures Sharpe Ratio (or Efficiency) of -0.0696, which signifies that the company had a -0.0696 % return per unit of risk over the last 3 months. Citizens Community Bancorp exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Citizens Community's Risk Adjusted Performance of 0.031, mean deviation of 0.8255, and Downside Deviation of 1.02 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Citizens Community's returns are expected to increase less than the market. However, during the bear market, the loss of holding Citizens Community is expected to be smaller as well. At this point, Citizens Community has a negative expected return of -0.0724%. Please make sure to confirm Citizens Community's value at risk, as well as the relationship between the skewness and day median price , to decide if Citizens Community performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
Citizens Community Bancorp has very good reverse predictability. Overlapping area represents the amount of predictability between Citizens Community time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Citizens Community price movement. The serial correlation of -0.69 indicates that around 69.0% of current Citizens Community price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Citizens Community lagged returns against current returns
Autocorrelation, which is Citizens Community 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 Citizens Community's stock expected returns. We can calculate the autocorrelation of Citizens Community returns to help us make a trade decision. For example, suppose you find that Citizens Community 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 |
Citizens Community 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 Citizens Community stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citizens Community stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citizens Community stock over time.
Current vs Lagged Prices |
| Timeline |
Citizens Community Lagged Returns
When evaluating Citizens Community's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citizens Community stock have on its future price. Citizens Community 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, Citizens Community autocorrelation shows the relationship between Citizens Community stock current value and its past values and can show if there is a momentum factor associated with investing in Citizens Community Bancorp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Citizens Community offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Citizens Community's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Citizens Community Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Citizens Community Bancorp Stock:Check out Citizens Community Correlation, Citizens Community Volatility and Citizens Community Alpha and Beta module to complement your research on Citizens Community. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Citizens Community technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.