Solera National Bancorp Stock Market Value
| SLRK Stock | USD 9.68 0.57 5.56% |
| Symbol | Solera |
Solera National '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 Solera National'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 Solera National.
| 10/17/2024 |
| 12/16/2024 |
If you would invest 0.00 in Solera National on October 17, 2024 and sell it all today you would earn a total of 0.00 from holding Solera National Bancorp or generate 0.0% return on investment in Solera National over 60 days. Solera National is related to or competes with Pioneer Bankcorp, Liberty Northwest, First Community, and Coeur DAlene. Solera National Bancorp, Inc. operates as the bank holding company for Solera National Bank that provides commercial and... More
Solera National 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 Solera National'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 Solera National Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.2 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 3.64 |
Solera National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solera National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solera National's standard deviation. In reality, there are many statistical measures that can use Solera National historical prices to predict the future Solera National's volatility.| Risk Adjusted Performance | 0.0327 | |||
| Jensen Alpha | 0.0687 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 2.62 |
Solera National Bancorp Backtested Returns
As of now, Solera Pink Sheet is somewhat reliable. Solera National Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0538, which indicates the firm had a 0.0538% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Solera National Bancorp, which you can use to evaluate the volatility of the company. Please validate Solera National's Coefficient Of Variation of 2803.1, semi deviation of 1.81, and Risk Adjusted Performance of 0.0327 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Solera National has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.0272, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Solera National's returns are expected to increase less than the market. However, during the bear market, the loss of holding Solera National is expected to be smaller as well. Solera National Bancorp right now has a risk of 2.26%. Please validate Solera National expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Solera National will be following its existing price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
Solera National Bancorp has weak reverse predictability. Overlapping area represents the amount of predictability between Solera National time series from 17th of October 2024 to 16th of November 2024 and 16th of November 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 Solera National Bancorp price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Solera National price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Solera National Bancorp lagged returns against current returns
Autocorrelation, which is Solera National 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 Solera National's pink sheet expected returns. We can calculate the autocorrelation of Solera National returns to help us make a trade decision. For example, suppose you find that Solera National 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 |
Solera National 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 Solera National pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solera National pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solera National pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Solera National Lagged Returns
When evaluating Solera National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solera National pink sheet have on its future price. Solera National 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, Solera National autocorrelation shows the relationship between Solera National pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Solera National Bancorp.
Regressed Prices |
| Timeline |
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Solera National financial ratios help investors to determine whether Solera 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 Solera with respect to the benefits of owning Solera National security.