Nsts Bancorp Stock Market Value
| NSTS Stock | USD 11.79 0.04 0.34% |
| Symbol | NSTS |
NSTS Bancorp Price To Book Ratio
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 NSTS Bancorp. If investors know NSTS 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 NSTS Bancorp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.90) | Revenue Per Share 1.116 | Quarterly Revenue Growth 0.277 | Return On Assets (0.02) | Return On Equity (0.06) |
The market value of NSTS Bancorp is measured differently than its book value, which is the value of NSTS that is recorded on the company's balance sheet. Investors also form their own opinion of NSTS Bancorp's value that differs from its market value or its book value, called intrinsic value, which is NSTS Bancorp'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 NSTS Bancorp's market value can be influenced by many factors that don't directly affect NSTS Bancorp'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 NSTS Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if NSTS Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NSTS Bancorp'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.
NSTS 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 NSTS Bancorp'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 NSTS Bancorp.
| 11/27/2024 |
| 12/27/2024 |
If you would invest 0.00 in NSTS Bancorp on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding NSTS Bancorp or generate 0.0% return on investment in NSTS Bancorp over 30 days. NSTS Bancorp is related to or competes with Home Federal, Magyar Bancorp, and Community West. NSTS Bancorp, Inc. operates as a savings and loan holding company for North Shore Trust and Savings that provides bankin... More
NSTS 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 NSTS Bancorp'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 NSTS Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0834 | |||
| Maximum Drawdown | 7.58 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.96 |
NSTS Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NSTS Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NSTS Bancorp's standard deviation. In reality, there are many statistical measures that can use NSTS Bancorp historical prices to predict the future NSTS Bancorp's volatility.| Risk Adjusted Performance | 0.0906 | |||
| Jensen Alpha | 0.1253 | |||
| Total Risk Alpha | 0.092 | |||
| Sortino Ratio | 0.1011 | |||
| Treynor Ratio | 1.8 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NSTS 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.
NSTS Bancorp Backtested Returns
NSTS Bancorp appears to be very steady, given 3 months investment horizon. NSTS Bancorp has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for NSTS Bancorp, which you can use to evaluate the volatility of the firm. Please exercise NSTS Bancorp's Market Risk Adjusted Performance of 1.81, risk adjusted performance of 0.0906, and Mean Deviation of 0.8658 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NSTS Bancorp holds a performance score of 13. The company secures a Beta (Market Risk) of 0.0705, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NSTS Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding NSTS Bancorp is expected to be smaller as well. Please check NSTS Bancorp's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether NSTS Bancorp's current price movements will revert.
Auto-correlation | 0.31 |
Below average predictability
NSTS Bancorp has below average predictability. Overlapping area represents the amount of predictability between NSTS Bancorp time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th 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 NSTS Bancorp price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current NSTS Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
NSTS Bancorp lagged returns against current returns
Autocorrelation, which is NSTS Bancorp 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 NSTS Bancorp's stock expected returns. We can calculate the autocorrelation of NSTS Bancorp returns to help us make a trade decision. For example, suppose you find that NSTS Bancorp 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 |
NSTS 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 NSTS Bancorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NSTS Bancorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NSTS Bancorp stock over time.
Current vs Lagged Prices |
| Timeline |
NSTS Bancorp Lagged Returns
When evaluating NSTS Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NSTS Bancorp stock have on its future price. NSTS 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, NSTS Bancorp autocorrelation shows the relationship between NSTS Bancorp stock current value and its past values and can show if there is a momentum factor associated with investing in NSTS Bancorp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for NSTS Stock Analysis
When running NSTS Bancorp's price analysis, check to measure NSTS Bancorp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy NSTS Bancorp is operating at the current time. Most of NSTS Bancorp's value examination focuses on studying past and present price action to predict the probability of NSTS Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NSTS Bancorp's price. Additionally, you may evaluate how the addition of NSTS Bancorp to your portfolios can decrease your overall portfolio volatility.