Baraboo Bancorporation Stock Market Value
| BAOB Stock | USD 3.30 0.07 2.17% |
| Symbol | Baraboo |
Baraboo Bancorporation '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 Baraboo Bancorporation'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 Baraboo Bancorporation.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Baraboo Bancorporation on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Baraboo Bancorporation or generate 0.0% return on investment in Baraboo Bancorporation over 30 days. Baraboo Bancorporation is related to or competes with Andover Bancorp, Aozora Bank, Israel Discount, Schweizerische Nationalbank, Danske Bank, and Absa Group. The Baraboo Bancorporation, Inc. operates as the holding company for Baraboo State Bank that provides personal and busin... More
Baraboo Bancorporation 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 Baraboo Bancorporation'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 Baraboo Bancorporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0285 | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.74 |
Baraboo Bancorporation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baraboo Bancorporation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baraboo Bancorporation's standard deviation. In reality, there are many statistical measures that can use Baraboo Bancorporation historical prices to predict the future Baraboo Bancorporation's volatility.| Risk Adjusted Performance | 0.0938 | |||
| Jensen Alpha | 0.1965 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0206 | |||
| Treynor Ratio | (0.52) |
Baraboo Bancorporation Backtested Returns
At this point, Baraboo Bancorporation is slightly risky. Baraboo Bancorporation secures Sharpe Ratio (or Efficiency) of 0.0942, which signifies that the company had a 0.0942% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Baraboo Bancorporation, which you can use to evaluate the volatility of the firm. Please confirm Baraboo Bancorporation's Mean Deviation of 1.04, downside deviation of 2.03, and Risk Adjusted Performance of 0.0938 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Baraboo Bancorporation has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Baraboo Bancorporation are expected to decrease at a much lower rate. During the bear market, Baraboo Bancorporation is likely to outperform the market. Baraboo Bancorporation right now shows a risk of 1.49%. Please confirm Baraboo Bancorporation semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Baraboo Bancorporation will be following its price patterns.
Auto-correlation | 0.68 |
Good predictability
Baraboo Bancorporation has good predictability. Overlapping area represents the amount of predictability between Baraboo Bancorporation time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 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 Baraboo Bancorporation price movement. The serial correlation of 0.68 indicates that around 68.0% of current Baraboo Bancorporation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Baraboo Bancorporation lagged returns against current returns
Autocorrelation, which is Baraboo Bancorporation 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 Baraboo Bancorporation's pink sheet expected returns. We can calculate the autocorrelation of Baraboo Bancorporation returns to help us make a trade decision. For example, suppose you find that Baraboo Bancorporation 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 |
Baraboo Bancorporation 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 Baraboo Bancorporation pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baraboo Bancorporation pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baraboo Bancorporation pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Baraboo Bancorporation Lagged Returns
When evaluating Baraboo Bancorporation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baraboo Bancorporation pink sheet have on its future price. Baraboo Bancorporation 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, Baraboo Bancorporation autocorrelation shows the relationship between Baraboo Bancorporation pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Baraboo Bancorporation.
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 Baraboo Pink Sheet
Baraboo Bancorporation financial ratios help investors to determine whether Baraboo 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 Baraboo with respect to the benefits of owning Baraboo Bancorporation security.