South Atlantic Bancshares Stock Market Value
| SABK Stock | USD 15.92 0.38 2.33% |
| Symbol | South |
South Atlantic '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 South Atlantic's otc 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 South Atlantic.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in South Atlantic on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding South Atlantic Bancshares or generate 0.0% return on investment in South Atlantic over 30 days. South Atlantic is related to or competes with Fentura Financial, Prime Meridian, and Freedom Bank. South Atlantic Bancshares, Inc. operates as the bank holding company for South Atlantic Bank that provides consumer and ... More
South Atlantic 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 South Atlantic's otc 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 South Atlantic Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.48 | |||
| Information Ratio | 0.0634 | |||
| Maximum Drawdown | 18.92 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 3.11 |
South Atlantic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for South Atlantic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as South Atlantic's standard deviation. In reality, there are many statistical measures that can use South Atlantic historical prices to predict the future South Atlantic's volatility.| Risk Adjusted Performance | 0.0839 | |||
| Jensen Alpha | 0.2772 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0597 | |||
| Treynor Ratio | (0.56) |
South Atlantic Bancshares Backtested Returns
South Atlantic appears to be not too volatile, given 3 months investment horizon. South Atlantic Bancshares owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0962, which indicates the firm had a 0.0962% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for South Atlantic Bancshares, which you can use to evaluate the volatility of the company. Please review South Atlantic's Risk Adjusted Performance of 0.0839, semi deviation of 1.44, and Coefficient Of Variation of 942.19 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, South Atlantic holds a performance score of 7. The entity has a beta of -0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning South Atlantic are expected to decrease at a much lower rate. During the bear market, South Atlantic is likely to outperform the market. Please check South Atlantic's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether South Atlantic's existing price patterns will revert.
Auto-correlation | -0.87 |
Excellent reverse predictability
South Atlantic Bancshares has excellent reverse predictability. Overlapping area represents the amount of predictability between South Atlantic time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 South Atlantic Bancshares price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current South Atlantic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
South Atlantic Bancshares lagged returns against current returns
Autocorrelation, which is South Atlantic otc 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 South Atlantic's otc stock expected returns. We can calculate the autocorrelation of South Atlantic returns to help us make a trade decision. For example, suppose you find that South Atlantic has exhibited high autocorrelation historically, and you observe that the otc 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 |
South Atlantic 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 South Atlantic otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if South Atlantic otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in South Atlantic otc stock over time.
Current vs Lagged Prices |
| Timeline |
South Atlantic Lagged Returns
When evaluating South Atlantic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of South Atlantic otc stock have on its future price. South Atlantic 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, South Atlantic autocorrelation shows the relationship between South Atlantic otc stock current value and its past values and can show if there is a momentum factor associated with investing in South Atlantic Bancshares.
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 South OTC Stock
South Atlantic financial ratios help investors to determine whether South OTC Stock 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 South with respect to the benefits of owning South Atlantic security.