Bankfinancial Stock Market Value
| BFIN Stock | USD 13.42 0.42 3.23% |
| Symbol | BankFinancial |
Is Banking 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 BankFinancial. If investors know BankFinancial 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 BankFinancial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of BankFinancial is measured differently than its book value, which is the value of BankFinancial that is recorded on the company's balance sheet. Investors also form their own opinion of BankFinancial's value that differs from its market value or its book value, called intrinsic value, which is BankFinancial'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 BankFinancial's market value can be influenced by many factors that don't directly affect BankFinancial'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 BankFinancial's value and its price as these two are different measures arrived at by different means. Investors typically determine if BankFinancial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BankFinancial'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.
BankFinancial '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 BankFinancial'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 BankFinancial.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in BankFinancial on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding BankFinancial or generate 0.0% return on investment in BankFinancial over 720 days. BankFinancial is related to or competes with First Business, Old Point, Parke Bancorp, Community West, Home Bancorp, CB Financial, and Civista Bancshares. BankFinancial Corporation operates as the bank holding company for BankFinancial, National Association that provides var... More
BankFinancial 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 BankFinancial'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 BankFinancial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.0783 | |||
| Maximum Drawdown | 8.56 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 3.28 |
BankFinancial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BankFinancial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BankFinancial's standard deviation. In reality, there are many statistical measures that can use BankFinancial historical prices to predict the future BankFinancial's volatility.| Risk Adjusted Performance | 0.1159 | |||
| Jensen Alpha | 0.1831 | |||
| Total Risk Alpha | 0.0355 | |||
| Sortino Ratio | 0.0782 | |||
| Treynor Ratio | 0.4053 |
BankFinancial Backtested Returns
BankFinancial appears to be not too volatile, given 3 months investment horizon. BankFinancial secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for BankFinancial, which you can use to evaluate the volatility of the firm. Please makes use of BankFinancial's Risk Adjusted Performance of 0.1159, downside deviation of 1.86, and Mean Deviation of 1.42 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BankFinancial holds a performance score of 10. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BankFinancial's returns are expected to increase less than the market. However, during the bear market, the loss of holding BankFinancial is expected to be smaller as well. Please check BankFinancial's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether BankFinancial's price patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
BankFinancial has modest predictability. Overlapping area represents the amount of predictability between BankFinancial time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BankFinancial price movement. The serial correlation of 0.55 indicates that about 55.0% of current BankFinancial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.44 |
BankFinancial lagged returns against current returns
Autocorrelation, which is BankFinancial 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 BankFinancial's stock expected returns. We can calculate the autocorrelation of BankFinancial returns to help us make a trade decision. For example, suppose you find that BankFinancial 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 |
BankFinancial 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 BankFinancial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BankFinancial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BankFinancial stock over time.
Current vs Lagged Prices |
| Timeline |
BankFinancial Lagged Returns
When evaluating BankFinancial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BankFinancial stock have on its future price. BankFinancial 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, BankFinancial autocorrelation shows the relationship between BankFinancial stock current value and its past values and can show if there is a momentum factor associated with investing in BankFinancial.
Regressed Prices |
| Timeline |
Pair Trading with BankFinancial
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 BankFinancial 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 BankFinancial will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to BankFinancial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BankFinancial 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 BankFinancial - 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 BankFinancial to buy it.
The correlation of BankFinancial 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 BankFinancial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BankFinancial 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 BankFinancial 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 BankFinancial Correlation, BankFinancial Volatility and BankFinancial Alpha and Beta module to complement your research on BankFinancial. To learn how to invest in BankFinancial Stock, please use our How to Invest in BankFinancial guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
BankFinancial 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.