William Penn Bancorp Stock Market Value
| WMPN Stock | USD 10.77 0.04 0.37% |
| Symbol | William |
William Penn Bancorp Price To Book Ratio
Is Regional Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of William Penn. If investors know William will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about William Penn listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.631 | Dividend Share 0.12 | Earnings Share (0.12) | Revenue Per Share | Quarterly Revenue Growth 0.001 |
The market value of William Penn Bancorp is measured differently than its book value, which is the value of William that is recorded on the company's balance sheet. Investors also form their own opinion of William Penn's value that differs from its market value or its book value, called intrinsic value, which is William Penn's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because William Penn's market value can be influenced by many factors that don't directly affect William Penn's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between William Penn's value and its price as these two are different measures arrived at by different means. Investors typically determine if William Penn is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, William Penn's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
William Penn '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 William Penn's stock 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 William Penn.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in William Penn on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding William Penn Bancorp or generate 0.0% return on investment in William Penn over 90 days. William Penn is related to or competes with Home Federal, First Financial, First Northwest, First Capital, Community West, Finward Bancorp, and Oak Valley. William Penn Bancorporation operates as the holding company for William Penn Bank that provides retail and commercial ba... More
William Penn 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 William Penn's stock 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 William Penn Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 2.11 |
William Penn Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for William Penn's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as William Penn's standard deviation. In reality, there are many statistical measures that can use William Penn historical prices to predict the future William Penn's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.32) |
William Penn Bancorp Backtested Returns
William Penn Bancorp shows Sharpe Ratio of -0.17, which attests that the company had a -0.17 % return per unit of risk over the last 3 months. William Penn Bancorp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out William Penn's Mean Deviation of 1.18, standard deviation of 1.61, and Market Risk Adjusted Performance of (0.31) to validate the risk estimate we provide. The firm maintains a market beta of 0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, William Penn's returns are expected to increase less than the market. However, during the bear market, the loss of holding William Penn is expected to be smaller as well. At this point, William Penn Bancorp has a negative expected return of -0.28%. Please make sure to check out William Penn's skewness, as well as the relationship between the day median price and relative strength index , to decide if William Penn Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
William Penn Bancorp has very good reverse predictability. Overlapping area represents the amount of predictability between William Penn time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 William Penn Bancorp price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current William Penn price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
William Penn Bancorp lagged returns against current returns
Autocorrelation, which is William Penn stock'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 William Penn's stock expected returns. We can calculate the autocorrelation of William Penn returns to help us make a trade decision. For example, suppose you find that William Penn has exhibited high autocorrelation historically, and you observe that the stock 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 |
William Penn 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 William Penn stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if William Penn stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in William Penn stock over time.
Current vs Lagged Prices |
| Timeline |
William Penn Lagged Returns
When evaluating William Penn's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of William Penn stock have on its future price. William Penn 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, William Penn autocorrelation shows the relationship between William Penn stock current value and its past values and can show if there is a momentum factor associated with investing in William Penn Bancorp.
Regressed Prices |
| Timeline |
When determining whether William Penn Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of William Penn's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of William Penn Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on William Penn Bancorp Stock:
Check out William Penn Correlation, William Penn Volatility and William Penn Alpha and Beta module to complement your research on William Penn. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
William Penn technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.