Southpoint Bancshares Stock Market Value
| SOUB Stock | USD 30.00 1.00 3.23% |
| Symbol | SouthPoint |
SouthPoint Bancshares '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 SouthPoint Bancshares' 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 SouthPoint Bancshares.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in SouthPoint Bancshares on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding SouthPoint Bancshares or generate 0.0% return on investment in SouthPoint Bancshares over 90 days. SouthPoint Bancshares is related to or competes with United Bancorporation, Touchmark Bancshares, South Atlantic, Solera National, and SVB T. SouthPoint Bancshares, Inc., through its subsidiary, SouthPoint Bank, provides various banking products and services in ... More
SouthPoint Bancshares 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 SouthPoint Bancshares' 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 SouthPoint Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 1.08 |
SouthPoint Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SouthPoint Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SouthPoint Bancshares' standard deviation. In reality, there are many statistical measures that can use SouthPoint Bancshares historical prices to predict the future SouthPoint Bancshares' volatility.| Risk Adjusted Performance | (0.29) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (6.70) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SouthPoint Bancshares' 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.
SouthPoint Bancshares Backtested Returns
SouthPoint Bancshares owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.36, which indicates the firm had a -0.36 % return per unit of risk over the last 3 months. SouthPoint Bancshares exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SouthPoint Bancshares' Risk Adjusted Performance of (0.29), coefficient of variation of (301.21), and Variance of 1.12 to confirm the risk estimate we provide. The entity has a beta of 0.054, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SouthPoint Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding SouthPoint Bancshares is expected to be smaller as well. At this point, SouthPoint Bancshares has a negative expected return of -0.4%. Please make sure to validate SouthPoint Bancshares' treynor ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if SouthPoint Bancshares performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
SouthPoint Bancshares has poor reverse predictability. Overlapping area represents the amount of predictability between SouthPoint Bancshares 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 SouthPoint Bancshares price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current SouthPoint Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 4.52 |
SouthPoint Bancshares lagged returns against current returns
Autocorrelation, which is SouthPoint Bancshares 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 SouthPoint Bancshares' pink sheet expected returns. We can calculate the autocorrelation of SouthPoint Bancshares returns to help us make a trade decision. For example, suppose you find that SouthPoint Bancshares 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 |
SouthPoint Bancshares 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 SouthPoint Bancshares pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SouthPoint Bancshares pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SouthPoint Bancshares pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SouthPoint Bancshares Lagged Returns
When evaluating SouthPoint Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SouthPoint Bancshares pink sheet have on its future price. SouthPoint Bancshares 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, SouthPoint Bancshares autocorrelation shows the relationship between SouthPoint Bancshares pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SouthPoint Bancshares.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in SouthPoint Pink Sheet
SouthPoint Bancshares financial ratios help investors to determine whether SouthPoint 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 SouthPoint with respect to the benefits of owning SouthPoint Bancshares security.