Southern California Bancorp Stock Market Value
| BCAL Stock | USD 17.76 0.16 0.91% |
| Symbol | Southern |
Southern California 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 Southern California. If investors know Southern 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 Southern California 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 (0.97) | Earnings Share (0.29) | Revenue Per Share 3.796 | Quarterly Revenue Growth (0.37) | Return On Assets (0) |
The market value of Southern California is measured differently than its book value, which is the value of Southern that is recorded on the company's balance sheet. Investors also form their own opinion of Southern California's value that differs from its market value or its book value, called intrinsic value, which is Southern California'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 Southern California's market value can be influenced by many factors that don't directly affect Southern California'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 Southern California's value and its price as these two are different measures arrived at by different means. Investors typically determine if Southern California is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Southern California'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.
Southern California '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 Southern California'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 Southern California.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Southern California on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Southern California Bancorp or generate 0.0% return on investment in Southern California over 720 days. Southern California is related to or competes with Avidbank Holdings, American Riviera, American Business, and Private Bancorp. Southern California Bancorp operates as the holding company for Bank of Southern California, N.A More
Southern California 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 Southern California'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 Southern California Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9247 | |||
| Information Ratio | 0.119 | |||
| Maximum Drawdown | 11.39 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 3.16 |
Southern California Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Southern California's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Southern California's standard deviation. In reality, there are many statistical measures that can use Southern California historical prices to predict the future Southern California's volatility.| Risk Adjusted Performance | 0.144 | |||
| Jensen Alpha | 0.1493 | |||
| Total Risk Alpha | 0.0794 | |||
| Sortino Ratio | 0.2255 | |||
| Treynor Ratio | 0.1931 |
Southern California Backtested Returns
Southern California appears to be very steady, given 3 months investment horizon. Southern California owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Southern California Bancorp, which you can use to evaluate the volatility of the company. Please review Southern California's Coefficient Of Variation of 551.23, risk adjusted performance of 0.144, and Semi Deviation of 0.5011 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Southern California holds a performance score of 12. The entity has a beta of 1.6, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Southern California will likely underperform. Please check Southern California's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Southern California's existing price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
Southern California Bancorp has good predictability. Overlapping area represents the amount of predictability between Southern California time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Southern California price movement. The serial correlation of 0.68 indicates that around 68.0% of current Southern California price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1.28 |
Southern California lagged returns against current returns
Autocorrelation, which is Southern California 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 Southern California's stock expected returns. We can calculate the autocorrelation of Southern California returns to help us make a trade decision. For example, suppose you find that Southern California 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 |
Southern California 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 Southern California stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Southern California stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Southern California stock over time.
Current vs Lagged Prices |
| Timeline |
Southern California Lagged Returns
When evaluating Southern California's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Southern California stock have on its future price. Southern California 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, Southern California autocorrelation shows the relationship between Southern California stock current value and its past values and can show if there is a momentum factor associated with investing in Southern California Bancorp.
Regressed Prices |
| Timeline |
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Southern California 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.