Savi Financial Stock Market Value
| SVVB Stock | USD 15.23 0.05 0.33% |
| Symbol | Savi |
Savi Financial '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 Savi Financial'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 Savi Financial.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Savi Financial on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Savi Financial or generate 0.0% return on investment in Savi Financial over 90 days. Savi Financial is related to or competes with Summit Bank, Pacific West, Commencement Bancorp, MNB Holdings, and Oregon Bancorp. Savi Financial Corporation, Inc. operates as a financial holding company for SaviBank that provides various commercial b... More
Savi Financial 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 Savi Financial'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 Savi Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3051 | |||
| Information Ratio | 0.7624 | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.3311 |
Savi Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Savi Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Savi Financial's standard deviation. In reality, there are many statistical measures that can use Savi Financial historical prices to predict the future Savi Financial's volatility.| Risk Adjusted Performance | 0.0471 | |||
| Jensen Alpha | 0.0115 | |||
| Total Risk Alpha | 0.0373 | |||
| Sortino Ratio | 0.4596 | |||
| Treynor Ratio | 0.3208 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Savi Financial'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.
Savi Financial Backtested Returns
At this point, Savi Financial is very steady. Savi Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0767, which indicates the firm had a 0.0767 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Savi Financial, which you can use to evaluate the volatility of the company. Please validate Savi Financial's Standard Deviation of 0.184, risk adjusted performance of 0.0471, and Downside Deviation of 0.3051 to confirm if the risk estimate we provide is consistent with the expected return of 0.0145%. Savi Financial has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.0255, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Savi Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Savi Financial is expected to be smaller as well. Savi Financial right now has a risk of 0.19%. Please validate Savi Financial maximum drawdown, expected short fall, as well as the relationship between the Expected Short fall and day median price , to decide if Savi Financial will be following its existing price patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
Savi Financial has weak reverse predictability. Overlapping area represents the amount of predictability between Savi Financial time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Savi Financial price movement. The serial correlation of -0.24 indicates that over 24.0% of current Savi Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Savi Financial lagged returns against current returns
Autocorrelation, which is Savi Financial 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 Savi Financial's pink sheet expected returns. We can calculate the autocorrelation of Savi Financial returns to help us make a trade decision. For example, suppose you find that Savi Financial 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 |
Savi Financial 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 Savi Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Savi Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Savi Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Savi Financial Lagged Returns
When evaluating Savi Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Savi Financial pink sheet have on its future price. Savi Financial 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, Savi Financial autocorrelation shows the relationship between Savi Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Savi Financial.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Savi Pink Sheet
Savi Financial financial ratios help investors to determine whether Savi 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 Savi with respect to the benefits of owning Savi Financial security.