Auburn Bancorp's market value is the price at which a share of Auburn Bancorp trades on a public exchange. It measures the collective expectations of Auburn Bancorp investors about its performance. Auburn Bancorp is trading at 9.10 as of the 7th of January 2026, a 0.22 percent decrease since the beginning of the trading day. The stock's open price was 9.12. With this module, you can estimate the performance of a buy and hold strategy of Auburn Bancorp and determine expected loss or profit from investing in Auburn Bancorp over a given investment horizon. Check out Auburn Bancorp Correlation, Auburn Bancorp Volatility and Auburn Bancorp Alpha and Beta module to complement your research on Auburn Bancorp.
Please note, there is a significant difference between Auburn Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Auburn Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Auburn Bancorp'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.
Auburn 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 Auburn 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 Auburn Bancorp.
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01/18/2024
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/07/2026
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If you would invest 0.00 in Auburn Bancorp on January 18, 2024 and sell it all today you would earn a total of 0.00 from holding Auburn Bancorp or generate 0.0% return on investment in Auburn Bancorp over 720 days. Auburn Bancorp is related to or competes with ITEX Corp, First Capital, and Intrepid Capital. Auburn Bancorp, Inc. operates as the holding company for Auburn Savings Bank, FSB that provides personal and business ba... More
Auburn 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 Auburn 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 Auburn Bancorp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Auburn Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auburn Bancorp's standard deviation. In reality, there are many statistical measures that can use Auburn Bancorp historical prices to predict the future Auburn Bancorp's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Auburn Bancorp. Your research has to be compared to or analyzed against Auburn Bancorp's peers to derive any actionable benefits. When done correctly, Auburn Bancorp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Auburn Bancorp.
Auburn Bancorp Backtested Returns
Auburn Bancorp secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Auburn Bancorp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Auburn Bancorp's mean deviation of 0.8834, and Risk Adjusted Performance of 0.0034 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Auburn Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Auburn Bancorp is expected to be smaller as well. At this point, Auburn Bancorp has a negative expected return of -0.025%. Please make sure to confirm Auburn Bancorp's mean deviation, jensen alpha, skewness, as well as the relationship between the standard deviation and treynor ratio , to decide if Auburn Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.11
Insignificant reverse predictability
Auburn Bancorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Auburn Bancorp time series from 18th of January 2024 to 12th of January 2025 and 12th of January 2025 to 7th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Auburn Bancorp price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Auburn Bancorp price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.11
Spearman Rank Test
-0.11
Residual Average
0.0
Price Variance
0.14
Auburn Bancorp lagged returns against current returns
Autocorrelation, which is Auburn 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 Auburn Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Auburn Bancorp returns to help us make a trade decision. For example, suppose you find that Auburn 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
Auburn 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 Auburn Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auburn 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 Auburn Bancorp pink sheet over time.
Current vs Lagged Prices
Timeline
Auburn Bancorp Lagged Returns
When evaluating Auburn Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auburn Bancorp pink sheet have on its future price. Auburn 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, Auburn Bancorp autocorrelation shows the relationship between Auburn Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Auburn 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 Auburn Pink Sheet
Auburn Bancorp financial ratios help investors to determine whether Auburn 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 Auburn with respect to the benefits of owning Auburn Bancorp security.