Teb Bancorp Stock Market Value
| TBBA Stock | USD 7.98 0.97 13.84% |
| Symbol | Teb |
Teb 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 Teb Bancorp'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 Teb Bancorp.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Teb Bancorp on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Teb Bancorp or generate 0.0% return on investment in Teb Bancorp over 180 days. Teb Bancorp is related to or competes with Banco Bradesco, Itau Unibanco, Lloyds Banking, Deutsche Bank, and Banco Santander. TEB Bancorp, Inc. operates as the bank holding company for The Equitable Bank, S.S.B More
Teb 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 Teb Bancorp'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 Teb Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.63 | |||
| Information Ratio | 0.0801 | |||
| Maximum Drawdown | 34.57 | |||
| Value At Risk | (9.63) | |||
| Potential Upside | 11.54 |
Teb Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teb Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teb Bancorp's standard deviation. In reality, there are many statistical measures that can use Teb Bancorp historical prices to predict the future Teb Bancorp's volatility.| Risk Adjusted Performance | 0.0763 | |||
| Jensen Alpha | 0.4973 | |||
| Total Risk Alpha | 0.3435 | |||
| Sortino Ratio | 0.0745 | |||
| Treynor Ratio | 0.6065 |
Teb Bancorp Backtested Returns
Teb Bancorp appears to be relatively risky, given 3 months investment horizon. Teb Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.086, which indicates the firm had a 0.086% return per unit of risk over the last 3 months. By inspecting Teb Bancorp's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please review Teb Bancorp's Risk Adjusted Performance of 0.0763, coefficient of variation of 1171.66, and Semi Deviation of 4.8 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Teb Bancorp holds a performance score of 6. The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. Teb Bancorp returns are very sensitive to returns on the market. As the market goes up or down, Teb Bancorp is expected to follow. Please check Teb Bancorp's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether Teb Bancorp's existing price patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
Teb Bancorp has virtually no predictability. Overlapping area represents the amount of predictability between Teb Bancorp time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd 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 Teb Bancorp price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Teb Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Teb Bancorp lagged returns against current returns
Autocorrelation, which is Teb Bancorp 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 Teb Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Teb Bancorp returns to help us make a trade decision. For example, suppose you find that Teb Bancorp 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 |
Teb 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 Teb Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teb Bancorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teb Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Teb Bancorp Lagged Returns
When evaluating Teb Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teb Bancorp pink sheet have on its future price. Teb 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, Teb Bancorp autocorrelation shows the relationship between Teb Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Teb Bancorp.
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 Teb Pink Sheet
Teb Bancorp financial ratios help investors to determine whether Teb 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 Teb with respect to the benefits of owning Teb Bancorp security.