Exchange Bankshares Stock Market Value
| EXCH Stock | USD 47.90 0.15 0.31% |
| Symbol | Exchange |
Exchange Bankshares '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 Exchange Bankshares' pink sheet 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 Exchange Bankshares.
| 12/04/2024 |
| 01/03/2025 |
If you would invest 0.00 in Exchange Bankshares on December 4, 2024 and sell it all today you would earn a total of 0.00 from holding Exchange Bankshares or generate 0.0% return on investment in Exchange Bankshares over 30 days. Exchange Bankshares is related to or competes with First Community, National Capital, Oakworth Capital, Truxton, Banco De, Bancolombia, and Magyar Bancorp. Exchange Bankshares, Inc. operates as the holding company for Exchange Bank that provides personal and business banking ... More
Exchange Bankshares 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 Exchange Bankshares' pink sheet 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 Exchange Bankshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1577 | |||
| Maximum Drawdown | 12.1 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 4.49 |
Exchange Bankshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exchange Bankshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exchange Bankshares' standard deviation. In reality, there are many statistical measures that can use Exchange Bankshares historical prices to predict the future Exchange Bankshares' volatility.| Risk Adjusted Performance | 0.1377 | |||
| Jensen Alpha | 0.2783 | |||
| Total Risk Alpha | 0.2748 | |||
| Treynor Ratio | 17.28 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Exchange Bankshares' 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.
Exchange Bankshares Backtested Returns
Exchange Bankshares appears to be out of control, given 3 months investment horizon. Exchange Bankshares secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Exchange Bankshares, which you can use to evaluate the volatility of the firm. Please utilize Exchange Bankshares' Coefficient Of Variation of 608.71, mean deviation of 0.8619, and Standard Deviation of 1.75 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Exchange Bankshares holds a performance score of 13. The firm shows a Beta (market volatility) of 0.0161, which means not very significant fluctuations relative to the market. As returns on the market increase, Exchange Bankshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Exchange Bankshares is expected to be smaller as well. Please check Exchange Bankshares' maximum drawdown, and the relationship between the information ratio and daily balance of power , to make a quick decision on whether Exchange Bankshares' price patterns will revert.
Auto-correlation | -0.66 |
Very good reverse predictability
Exchange Bankshares has very good reverse predictability. Overlapping area represents the amount of predictability between Exchange Bankshares time series from 4th of December 2024 to 19th of December 2024 and 19th of December 2024 to 3rd 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 Exchange Bankshares price movement. The serial correlation of -0.66 indicates that around 66.0% of current Exchange Bankshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
Exchange Bankshares lagged returns against current returns
Autocorrelation, which is Exchange Bankshares pink sheet'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 Exchange Bankshares' pink sheet expected returns. We can calculate the autocorrelation of Exchange Bankshares returns to help us make a trade decision. For example, suppose you find that Exchange Bankshares has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Exchange Bankshares 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 Exchange Bankshares pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exchange Bankshares pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exchange Bankshares pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Exchange Bankshares Lagged Returns
When evaluating Exchange Bankshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exchange Bankshares pink sheet have on its future price. Exchange Bankshares 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, Exchange Bankshares autocorrelation shows the relationship between Exchange Bankshares pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Exchange Bankshares.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Exchange Pink Sheet
Exchange Bankshares financial ratios help investors to determine whether Exchange Pink Sheet 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 Exchange with respect to the benefits of owning Exchange Bankshares security.