Mifflinburg Bancorp Stock Market Value
| MIFF Stock | USD 23.00 0.16 0.70% |
| Symbol | Mifflinburg |
Mifflinburg 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 Mifflinburg Bancorp'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 Mifflinburg Bancorp.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Mifflinburg Bancorp on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Mifflinburg Bancorp or generate 0.0% return on investment in Mifflinburg Bancorp over 90 days. Mifflinburg Bancorp is related to or competes with Mauch Chunk, Juniata Valley, and MBT Bancshares. Mifflinburg Bancorp, Inc. operates as a bank holding company for Mifflinburg Bank and Trust Company that provides variou... More
Mifflinburg 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 Mifflinburg Bancorp'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 Mifflinburg Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | 0.0976 | |||
| Maximum Drawdown | 8.97 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.23 |
Mifflinburg Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mifflinburg Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mifflinburg Bancorp's standard deviation. In reality, there are many statistical measures that can use Mifflinburg Bancorp historical prices to predict the future Mifflinburg Bancorp's volatility.| Risk Adjusted Performance | 0.0152 | |||
| Jensen Alpha | 0.005 | |||
| Total Risk Alpha | 0.1561 | |||
| Sortino Ratio | 0.0456 | |||
| Treynor Ratio | (0.37) |
Mifflinburg Bancorp Backtested Returns
At this point, Mifflinburg Bancorp is very steady. Mifflinburg Bancorp has Sharpe Ratio of 0.0144, which conveys that the firm had a 0.0144 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mifflinburg Bancorp, which you can use to evaluate the volatility of the firm. Please verify Mifflinburg Bancorp's Risk Adjusted Performance of 0.0152, mean deviation of 0.4273, and Downside Deviation of 2.54 to check out if the risk estimate we provide is consistent with the expected return of 0.0171%. Mifflinburg Bancorp has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0191, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mifflinburg Bancorp are expected to decrease at a much lower rate. During the bear market, Mifflinburg Bancorp is likely to outperform the market. Mifflinburg Bancorp right now secures a risk of 1.19%. Please verify Mifflinburg Bancorp information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Mifflinburg Bancorp will be following its current price movements.
Auto-correlation | 0.11 |
Insignificant predictability
Mifflinburg Bancorp has insignificant predictability. Overlapping area represents the amount of predictability between Mifflinburg Bancorp time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Mifflinburg Bancorp price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Mifflinburg Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Mifflinburg Bancorp lagged returns against current returns
Autocorrelation, which is Mifflinburg Bancorp 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 Mifflinburg Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Mifflinburg Bancorp returns to help us make a trade decision. For example, suppose you find that Mifflinburg Bancorp 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 |
Mifflinburg 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 Mifflinburg Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mifflinburg Bancorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mifflinburg Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mifflinburg Bancorp Lagged Returns
When evaluating Mifflinburg Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mifflinburg Bancorp pink sheet have on its future price. Mifflinburg 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, Mifflinburg Bancorp autocorrelation shows the relationship between Mifflinburg Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mifflinburg Bancorp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mifflinburg Pink Sheet
Mifflinburg Bancorp financial ratios help investors to determine whether Mifflinburg 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 Mifflinburg with respect to the benefits of owning Mifflinburg Bancorp security.