Lewis Clark Bancorp Stock Market Value
| LWCL Stock | USD 32.29 2.24 7.45% |
| Symbol | Lewis |
Lewis Clark '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 Lewis Clark's 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 Lewis Clark.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Lewis Clark on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Lewis Clark Bancorp or generate 0.0% return on investment in Lewis Clark over 90 days. Lewis Clark is related to or competes with Keurig Dr, Ardelyx, Sonida Senior, Diageo PLC, Alvotech, Apogee Therapeutics,, and Willamette Valley. Lewis Clark Bancorp operates as the holding company for Lewis Clark Bank that provides various commercial banking produc... More
Lewis Clark 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 Lewis Clark's 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 Lewis Clark Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.1562 | |||
| Maximum Drawdown | 8.15 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 3.16 |
Lewis Clark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lewis Clark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lewis Clark's standard deviation. In reality, there are many statistical measures that can use Lewis Clark historical prices to predict the future Lewis Clark's volatility.| Risk Adjusted Performance | 0.0786 | |||
| Jensen Alpha | 0.0876 | |||
| Total Risk Alpha | 0.2875 | |||
| Sortino Ratio | 0.094 | |||
| Treynor Ratio | (0.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lewis Clark'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.
Lewis Clark Bancorp Backtested Returns
As of now, Lewis Pink Sheet is very steady. Lewis Clark Bancorp has Sharpe Ratio of 0.0543, which conveys that the firm had a 0.0543 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lewis Clark, which you can use to evaluate the volatility of the firm. Please verify Lewis Clark's Mean Deviation of 0.5635, risk adjusted performance of 0.0786, and Downside Deviation of 2.34 to check out if the risk estimate we provide is consistent with the expected return of 0.0763%. Lewis Clark has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lewis Clark are expected to decrease at a much lower rate. During the bear market, Lewis Clark is likely to outperform the market. Lewis Clark Bancorp right now secures a risk of 1.41%. Please verify Lewis Clark Bancorp downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Lewis Clark Bancorp will be following its current price movements.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Lewis Clark Bancorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lewis Clark 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 Lewis Clark Bancorp price movement. The serial correlation of -0.19 indicates that over 19.0% of current Lewis Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.73 |
Lewis Clark Bancorp lagged returns against current returns
Autocorrelation, which is Lewis Clark 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 Lewis Clark's pink sheet expected returns. We can calculate the autocorrelation of Lewis Clark returns to help us make a trade decision. For example, suppose you find that Lewis Clark 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 |
Lewis Clark 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 Lewis Clark pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lewis Clark pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lewis Clark pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lewis Clark Lagged Returns
When evaluating Lewis Clark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lewis Clark pink sheet have on its future price. Lewis Clark 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, Lewis Clark autocorrelation shows the relationship between Lewis Clark pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lewis Clark Bancorp.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Lewis Pink Sheet
Lewis Clark financial ratios help investors to determine whether Lewis 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 Lewis with respect to the benefits of owning Lewis Clark security.