Woodlands Financial Services Stock Market Value
| WDFN Stock | USD 20.15 0.00 0.00% |
| Symbol | Woodlands |
Woodlands 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 Woodlands 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 Woodlands Financial.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Woodlands Financial on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Woodlands Financial Services or generate 0.0% return on investment in Woodlands Financial over 720 days. Woodlands Financial is related to or competes with Eastern Michigan, Commercial National, Mifflinburg Bancorp, Apollo Bancorp, Community Bankers, Farmers Bank, and CCSB Financial. Woodlands Financial Services Company operates as the holding company for Woodlands Bank that provides commercial and con... More
Woodlands 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 Woodlands 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 Woodlands Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.45 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 2.41 |
Woodlands Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Woodlands Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Woodlands Financial's standard deviation. In reality, there are many statistical measures that can use Woodlands Financial historical prices to predict the future Woodlands Financial's volatility.| Risk Adjusted Performance | 0.0268 | |||
| Jensen Alpha | 0.0033 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1392 |
Woodlands Financial Backtested Returns
As of now, Woodlands Pink Sheet is not too volatile. Woodlands Financial shows Sharpe Ratio of 0.0154, which attests that the company had a 0.0154% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Woodlands Financial, which you can use to evaluate the volatility of the company. Please check out Woodlands Financial's Downside Deviation of 2.69, mean deviation of 1.12, and Market Risk Adjusted Performance of 0.1492 to validate if the risk estimate we provide is consistent with the expected return of 0.028%. Woodlands Financial has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Woodlands Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Woodlands Financial is expected to be smaller as well. Woodlands Financial right now maintains a risk of 1.82%. Please check out Woodlands Financial total risk alpha, potential upside, as well as the relationship between the Potential Upside and kurtosis , to decide if Woodlands Financial will be following its historical returns.
Auto-correlation | -0.38 |
Poor reverse predictability
Woodlands Financial Services has poor reverse predictability. Overlapping area represents the amount of predictability between Woodlands Financial time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Woodlands Financial price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Woodlands Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Woodlands Financial lagged returns against current returns
Autocorrelation, which is Woodlands 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 Woodlands Financial's pink sheet expected returns. We can calculate the autocorrelation of Woodlands Financial returns to help us make a trade decision. For example, suppose you find that Woodlands 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 |
Woodlands 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 Woodlands Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Woodlands 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 Woodlands Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Woodlands Financial Lagged Returns
When evaluating Woodlands Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Woodlands Financial pink sheet have on its future price. Woodlands 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, Woodlands Financial autocorrelation shows the relationship between Woodlands Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Woodlands Financial Services.
Regressed Prices |
| Timeline |
Pair Trading with Woodlands Financial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Woodlands Financial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Woodlands Financial will appreciate offsetting losses from the drop in the long position's value.Moving against Woodlands Pink Sheet
The ability to find closely correlated positions to Woodlands Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Woodlands Financial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Woodlands Financial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Woodlands Financial Services to buy it.
The correlation of Woodlands Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Woodlands Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Woodlands Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Woodlands Financial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Woodlands Pink Sheet
Woodlands Financial financial ratios help investors to determine whether Woodlands 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 Woodlands with respect to the benefits of owning Woodlands Financial security.