Juniata Valley Financial Stock Market Value
| JUVF Stock | USD 12.75 0.25 1.92% |
| Symbol | Juniata |
Juniata Valley '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 Juniata Valley'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 Juniata Valley.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Juniata Valley on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Juniata Valley Financial or generate 0.0% return on investment in Juniata Valley over 180 days. Juniata Valley is related to or competes with Invesco High, Blackrock Muniholdings, Nuveen California, MFS Investment, and Federated Premier. Juniata Valley Financial Corp. operates as the bank holding company for The Juniata Valley Bank that provides retail and... More
Juniata Valley 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 Juniata Valley'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 Juniata Valley Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.39 | |||
| Information Ratio | 0.0059 | |||
| Maximum Drawdown | 11.89 | |||
| Value At Risk | (4.61) | |||
| Potential Upside | 3.51 |
Juniata Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Juniata Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Juniata Valley's standard deviation. In reality, there are many statistical measures that can use Juniata Valley historical prices to predict the future Juniata Valley's volatility.| Risk Adjusted Performance | 0.0515 | |||
| Jensen Alpha | 0.0715 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0042 | |||
| Treynor Ratio | 0.2573 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Juniata Valley'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.
Juniata Valley Financial Backtested Returns
At this point, Juniata Valley is not too volatile. Juniata Valley Financial holds Efficiency (Sharpe) Ratio of 0.0138, which attests that the entity had a 0.0138% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Juniata Valley Financial, which you can use to evaluate the volatility of the firm. Please check out Juniata Valley's Market Risk Adjusted Performance of 0.2673, risk adjusted performance of 0.0515, and Downside Deviation of 3.39 to validate if the risk estimate we provide is consistent with the expected return of 0.0323%. Juniata Valley has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Juniata Valley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Juniata Valley is expected to be smaller as well. Juniata Valley Financial right now retains a risk of 2.34%. Please check out Juniata Valley expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Juniata Valley will be following its current trending patterns.
Auto-correlation | 0.48 |
Average predictability
Juniata Valley Financial has average predictability. Overlapping area represents the amount of predictability between Juniata Valley time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Juniata Valley Financial price movement. The serial correlation of 0.48 indicates that about 48.0% of current Juniata Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Juniata Valley Financial lagged returns against current returns
Autocorrelation, which is Juniata Valley 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 Juniata Valley's otc stock expected returns. We can calculate the autocorrelation of Juniata Valley returns to help us make a trade decision. For example, suppose you find that Juniata Valley 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 |
Juniata Valley 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 Juniata Valley otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Juniata Valley otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Juniata Valley otc stock over time.
Current vs Lagged Prices |
| Timeline |
Juniata Valley Lagged Returns
When evaluating Juniata Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Juniata Valley otc stock have on its future price. Juniata Valley 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, Juniata Valley autocorrelation shows the relationship between Juniata Valley otc stock current value and its past values and can show if there is a momentum factor associated with investing in Juniata Valley Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Juniata OTC Stock
Juniata Valley financial ratios help investors to determine whether Juniata 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 Juniata with respect to the benefits of owning Juniata Valley security.