Killbuck Bancshares Stock Market Value
| KLIB Stock | USD 159.99 35.99 29.02% |
| Symbol | Killbuck |
Killbuck 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 Killbuck Bancshares' 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 Killbuck Bancshares.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Killbuck Bancshares on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Killbuck Bancshares or generate 0.0% return on investment in Killbuck Bancshares over 90 days. Killbuck Bancshares is related to or competes with Griffon, Dream Finders, Space Communication, NETGEAR, Trio Tech, Primoris Services, and Highway Holdings. Killbuck Bancshares, Inc. operates as the holding company for The Killbuck Savings Bank Company that provides various ba... More
Killbuck 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 Killbuck Bancshares' 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 Killbuck Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.43 | |||
| Information Ratio | 0.1168 | |||
| Maximum Drawdown | 52.44 | |||
| Value At Risk | (5.30) | |||
| Potential Upside | 2.61 |
Killbuck Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Killbuck Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Killbuck Bancshares' standard deviation. In reality, there are many statistical measures that can use Killbuck Bancshares historical prices to predict the future Killbuck Bancshares' volatility.| Risk Adjusted Performance | 0.0982 | |||
| Jensen Alpha | 0.8643 | |||
| Total Risk Alpha | 1.59 | |||
| Sortino Ratio | 0.0719 | |||
| Treynor Ratio | 0.5134 |
Killbuck Bancshares Backtested Returns
Killbuck Bancshares appears to be very steady, given 3 months investment horizon. Killbuck Bancshares has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. By analyzing Killbuck Bancshares' technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please exercise Killbuck Bancshares' Downside Deviation of 11.43, mean deviation of 2.66, and Risk Adjusted Performance of 0.0982 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Killbuck Bancshares holds a performance score of 9. The company secures a Beta (Market Risk) of 1.39, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Killbuck Bancshares will likely underperform. Please check Killbuck Bancshares' total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Killbuck Bancshares' current price movements will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Killbuck Bancshares has virtually no predictability. Overlapping area represents the amount of predictability between Killbuck 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 Killbuck Bancshares price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Killbuck Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 75.93 |
Killbuck Bancshares lagged returns against current returns
Autocorrelation, which is Killbuck Bancshares 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 Killbuck Bancshares' pink sheet expected returns. We can calculate the autocorrelation of Killbuck Bancshares returns to help us make a trade decision. For example, suppose you find that Killbuck Bancshares 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 |
Killbuck 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 Killbuck Bancshares pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Killbuck Bancshares pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Killbuck Bancshares pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Killbuck Bancshares Lagged Returns
When evaluating Killbuck Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Killbuck Bancshares pink sheet have on its future price. Killbuck 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, Killbuck Bancshares autocorrelation shows the relationship between Killbuck Bancshares pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Killbuck Bancshares.
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 Killbuck Pink Sheet
Killbuck Bancshares financial ratios help investors to determine whether Killbuck 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 Killbuck with respect to the benefits of owning Killbuck Bancshares security.