Lake Shore Bancorp Stock Market Value
| LSBK Stock | USD 15.80 0.38 2.35% |
| Symbol | Lake |
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 Lake Shore. If investors know Lake 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 Lake Shore listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Lake Shore Bancorp is measured differently than its book value, which is the value of Lake that is recorded on the company's balance sheet. Investors also form their own opinion of Lake Shore's value that differs from its market value or its book value, called intrinsic value, which is Lake Shore'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 Lake Shore's market value can be influenced by many factors that don't directly affect Lake Shore'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 Lake Shore's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lake Shore is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lake Shore'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.
Lake Shore '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 Lake Shore'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 Lake Shore.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in Lake Shore on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding Lake Shore Bancorp or generate 0.0% return on investment in Lake Shore over 30 days. Lake Shore is related to or competes with Home Federal, Magyar Bancorp, and Community West. Lake Shore Bancorp, Inc. operates as the savings and loan holding company for Lake Shore Savings Bank that provides bank... More
Lake Shore 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 Lake Shore'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 Lake Shore Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.96 | |||
| Information Ratio | 0.118 | |||
| Maximum Drawdown | 21.6 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 3.62 |
Lake Shore Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lake Shore's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lake Shore's standard deviation. In reality, there are many statistical measures that can use Lake Shore historical prices to predict the future Lake Shore's volatility.| Risk Adjusted Performance | 0.0939 | |||
| Jensen Alpha | 0.3759 | |||
| Total Risk Alpha | 0.3709 | |||
| Sortino Ratio | 0.1265 | |||
| Treynor Ratio | (29.14) |
Lake Shore Bancorp Backtested Returns
Lake Shore appears to be not too volatile, given 3 months investment horizon. Lake Shore Bancorp 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. We have found thirty technical indicators for Lake Shore, which you can use to evaluate the volatility of the firm. Please exercise Lake Shore's Risk Adjusted Performance of 0.0939, mean deviation of 1.66, and Downside Deviation of 2.96 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lake Shore holds a performance score of 9. The company secures a Beta (Market Risk) of -0.0129, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lake Shore are expected to decrease at a much lower rate. During the bear market, Lake Shore is likely to outperform the market. Please check Lake Shore's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Lake Shore's current price movements will revert.
Auto-correlation | 0.67 |
Good predictability
Lake Shore Bancorp has good predictability. Overlapping area represents the amount of predictability between Lake Shore time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th 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 Lake Shore Bancorp price movement. The serial correlation of 0.67 indicates that around 67.0% of current Lake Shore price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Lake Shore Bancorp lagged returns against current returns
Autocorrelation, which is Lake Shore 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 Lake Shore's stock expected returns. We can calculate the autocorrelation of Lake Shore returns to help us make a trade decision. For example, suppose you find that Lake Shore 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 |
Lake Shore 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 Lake Shore stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lake Shore stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lake Shore stock over time.
Current vs Lagged Prices |
| Timeline |
Lake Shore Lagged Returns
When evaluating Lake Shore's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lake Shore stock have on its future price. Lake Shore 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, Lake Shore autocorrelation shows the relationship between Lake Shore stock current value and its past values and can show if there is a momentum factor associated with investing in Lake Shore Bancorp.
Regressed Prices |
| Timeline |
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Lake Shore 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.