Bancorp Of Southern Stock Market Value
| BCSO Stock | USD 59.00 0.00 0.00% |
| Symbol | Bancorp |
Bancorp Of '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 Bancorp Of'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 Bancorp Of.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Bancorp Of on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Bancorp of Southern or generate 0.0% return on investment in Bancorp Of over 90 days. Bancorp Of is related to or competes with Community Bancshares. Bancorp. of Southern Indiana operates as the bank holding company for Jackson County Bank that provides banking products... More
Bancorp Of 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 Bancorp Of'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 Bancorp of Southern upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0854 | |||
| Maximum Drawdown | 13.46 |
Bancorp Of Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bancorp Of's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bancorp Of's standard deviation. In reality, there are many statistical measures that can use Bancorp Of historical prices to predict the future Bancorp Of's volatility.| Risk Adjusted Performance | 0.1108 | |||
| Jensen Alpha | 0.2192 | |||
| Total Risk Alpha | 0.0406 | |||
| Treynor Ratio | 2.97 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bancorp Of's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bancorp of Southern Backtested Returns
Bancorp Of appears to be very steady, given 3 months investment horizon. Bancorp of Southern secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Bancorp of Southern, which you can use to evaluate the volatility of the firm. Please makes use of Bancorp Of's Mean Deviation of 0.4567, risk adjusted performance of 0.1108, and Standard Deviation of 1.67 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bancorp Of holds a performance score of 11. The firm shows a Beta (market volatility) of 0.0758, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bancorp Of's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bancorp Of is expected to be smaller as well. Please check Bancorp Of's variance and kurtosis , to make a quick decision on whether Bancorp Of's price patterns will revert.
Auto-correlation | 0.07 |
Virtually no predictability
Bancorp of Southern has virtually no predictability. Overlapping area represents the amount of predictability between Bancorp Of time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th 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 Bancorp of Southern price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Bancorp Of price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 5.51 |
Bancorp of Southern lagged returns against current returns
Autocorrelation, which is Bancorp Of 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 Bancorp Of's pink sheet expected returns. We can calculate the autocorrelation of Bancorp Of returns to help us make a trade decision. For example, suppose you find that Bancorp Of 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 |
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Bancorp Of 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 Bancorp Of pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bancorp Of pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bancorp Of pink sheet over time.
Current vs Lagged Prices |
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Bancorp Of Lagged Returns
When evaluating Bancorp Of's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bancorp Of pink sheet have on its future price. Bancorp Of 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, Bancorp Of autocorrelation shows the relationship between Bancorp Of pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bancorp of Southern.
Regressed Prices |
| Timeline |
Other Information on Investing in Bancorp Pink Sheet
Bancorp Of financial ratios help investors to determine whether Bancorp 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 Bancorp with respect to the benefits of owning Bancorp Of security.