Kish Bancorp Stock Market Value
| KISB Stock | USD 32.00 0.00 0.00% |
| Symbol | Kish |
Kish 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 Kish 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 Kish Bancorp.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Kish Bancorp on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Kish Bancorp or generate 0.0% return on investment in Kish Bancorp over 30 days. Kish Bancorp is related to or competes with CNB, FNB, Community Bankers, Apollo Bancorp, Home Federal, LINKBANCORP, and Rhinebeck Bancorp. Kish Bancorp, Inc., a diversified financial services company, provides various banking products and services primarily i... More
Kish 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 Kish 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 Kish Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.8 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.31 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 3.13 |
Kish Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kish Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kish Bancorp's standard deviation. In reality, there are many statistical measures that can use Kish Bancorp historical prices to predict the future Kish Bancorp's volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | 0.044 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kish 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.
Kish Bancorp Backtested Returns
At this point, Kish Bancorp is very steady. Kish Bancorp has Sharpe Ratio of 0.0904, which conveys that the firm had a 0.0904% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Kish Bancorp, which you can use to evaluate the volatility of the firm. Please verify Kish Bancorp's Downside Deviation of 2.8, risk adjusted performance of 0.0231, and Mean Deviation of 1.21 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Kish Bancorp has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0625, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kish Bancorp are expected to decrease at a much lower rate. During the bear market, Kish Bancorp is likely to outperform the market. Kish Bancorp right now secures a risk of 1.4%. Please verify Kish Bancorp value at risk, as well as the relationship between the expected short fall and day median price , to decide if Kish Bancorp will be following its current price movements.
Auto-correlation | -0.49 |
Modest reverse predictability
Kish Bancorp has modest reverse predictability. Overlapping area represents the amount of predictability between Kish Bancorp time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 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 Kish Bancorp price movement. The serial correlation of -0.49 indicates that about 49.0% of current Kish Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Kish Bancorp lagged returns against current returns
Autocorrelation, which is Kish 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 Kish Bancorp's otc stock expected returns. We can calculate the autocorrelation of Kish Bancorp returns to help us make a trade decision. For example, suppose you find that Kish 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 |
Kish 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 Kish Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kish 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 Kish Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Kish Bancorp Lagged Returns
When evaluating Kish Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kish Bancorp otc stock have on its future price. Kish 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, Kish Bancorp autocorrelation shows the relationship between Kish Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Kish Bancorp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Kish OTC Stock
Kish Bancorp financial ratios help investors to determine whether Kish 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 Kish with respect to the benefits of owning Kish Bancorp security.