Auburn National Bancorporation Stock Beta
| AUBN Stock | USD 23.35 0.17 0.72% |
Auburn National Bancorporation fundamentals help investors to digest information that contributes to Auburn National's financial success or failures. It also enables traders to predict the movement of Auburn Stock. The fundamental analysis module provides a way to measure Auburn National's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Auburn National stock.
Auburn | Beta |
Auburn National Bancorporation Company Beta Analysis
Auburn National's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Auburn National Beta | 0.56 |
Most of Auburn National's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Auburn National Bancorporation is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Auburn Beta Driver Correlations
Understanding the fundamental principles of building solid financial models for Auburn National is extremely important. It helps to project a fair market value of Auburn Stock properly, considering its historical fundamentals such as Beta. Since Auburn National's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Auburn National's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Auburn National's interrelated accounts and indicators.
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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Auburn National Bancorporation has a Beta of 0.56. This is 31.71% lower than that of the Banks sector and significantly higher than that of the Financials industry. The beta for all United States stocks is notably lower than that of the firm.
Auburn Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Auburn National's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Auburn National could also be used in its relative valuation, which is a method of valuing Auburn National by comparing valuation metrics of similar companies.Auburn National is currently under evaluation in beta category among its peers.
Auburn National ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Auburn National's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Auburn National's managers, analysts, and investors.Environmental | Governance | Social |
Auburn National Institutional Holders
Institutional Holdings refers to the ownership stake in Auburn National that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Auburn National's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Auburn National's value.| Shares | Empowered Funds, Llc | 2024-06-30 | 10.1 K | Morgan Stanley - Brokerage Accounts | 2024-06-30 | 7.8 K | Blackrock Inc | 2024-06-30 | 6 K | Tower Research Capital Llc | 2024-06-30 | 842 | Ubs Group Ag | 2024-06-30 | 258 | Bank Of America Corp | 2024-06-30 | 18.0 | Jpmorgan Chase & Co | 2024-06-30 | 14.0 | Wells Fargo & Co | 2024-06-30 | 0.0 | Fourthstone Llc | 2024-06-30 | 0.0 | Dimensional Fund Advisors, Inc. | 2024-09-30 | 39.1 K | Vanguard Group Inc | 2024-09-30 | 32.7 K |
As returns on the market increase, Auburn National's returns are expected to increase less than the market. However, during the bear market, the loss of holding Auburn National is expected to be smaller as well.
Auburn Fundamentals
| Return On Equity | 0.0117 | |||
| Return On Asset | 8.0E-4 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.29 % | |||
| Current Valuation | (10.17 M) | |||
| Shares Outstanding | 3.49 M | |||
| Shares Owned By Insiders | 34.86 % | |||
| Shares Owned By Institutions | 8.63 % | |||
| Number Of Shares Shorted | 2.08 K | |||
| Price To Earning | 10.51 X | |||
| Price To Book | 0.94 X | |||
| Price To Sales | 3.57 X | |||
| Revenue | 23.16 M | |||
| Gross Profit | 32.67 M | |||
| EBITDA | 2.32 M | |||
| Net Income | 1.4 M | |||
| Cash And Equivalents | 133.11 M | |||
| Cash Per Share | 37.97 X | |||
| Total Debt | 2 M | |||
| Debt To Equity | 9.22 % | |||
| Book Value Per Share | 24.14 X | |||
| Cash Flow From Operations | 11.87 M | |||
| Short Ratio | 0.30 X | |||
| Earnings Per Share | 0.25 X | |||
| Number Of Employees | 149 | |||
| Beta | 0.56 | |||
| Market Capitalization | 79.66 M | |||
| Total Asset | 975.25 M | |||
| Retained Earnings | 113.4 M | |||
| Annual Yield | 0.05 % | |||
| Five Year Return | 2.67 % | |||
| Net Asset | 975.25 M | |||
| Last Dividend Paid | 1.08 |
About Auburn National Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Auburn National Bancorporation's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Auburn National using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Auburn National Bancorporation based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Auburn National
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 Auburn National 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 Auburn National will appreciate offsetting losses from the drop in the long position's value.Moving against Auburn Stock
The ability to find closely correlated positions to Auburn National could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Auburn National 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 Auburn National - 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 Auburn National Bancorporation to buy it.
The correlation of Auburn National 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 Auburn National moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Auburn National Banc 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 Auburn National 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.Check out Auburn National Piotroski F Score and Auburn National Altman Z Score analysis. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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 Auburn National. If investors know Auburn 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 Auburn National 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 0.165 | Dividend Share 1.08 | Earnings Share 0.25 | Revenue Per Share 6.585 | Quarterly Revenue Growth 0.104 |
The market value of Auburn National Banc is measured differently than its book value, which is the value of Auburn that is recorded on the company's balance sheet. Investors also form their own opinion of Auburn National's value that differs from its market value or its book value, called intrinsic value, which is Auburn National'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 Auburn National's market value can be influenced by many factors that don't directly affect Auburn National'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 Auburn National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Auburn National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Auburn National'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.