Bank Of Utica Stock Market Value
| BKUT Stock | USD 510.34 29.66 5.49% |
| Symbol | Bank |
Bank of Utica '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 Bank of Utica'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 Bank of Utica.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Bank of Utica on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Bank of Utica or generate 0.0% return on investment in Bank of Utica over 30 days. Bank of Utica is related to or competes with CCSB Financial, First Community, BEO Bancorp, First Community, and Delhi Bank. Bank of Utica, together with its subsidiary, provides commercial banking products and services in Utica, New York More
Bank of Utica 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 Bank of Utica'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 Bank of Utica upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.99 | |||
| Information Ratio | 0.0679 | |||
| Maximum Drawdown | 15.11 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.79 |
Bank of Utica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of Utica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of Utica's standard deviation. In reality, there are many statistical measures that can use Bank of Utica historical prices to predict the future Bank of Utica's volatility.| Risk Adjusted Performance | 0.1085 | |||
| Jensen Alpha | 0.2092 | |||
| Total Risk Alpha | 0.0185 | |||
| Sortino Ratio | 0.0409 | |||
| Treynor Ratio | 6.69 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bank of Utica'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.
Bank of Utica Backtested Returns
Bank of Utica appears to be very steady, given 3 months investment horizon. Bank of Utica secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Bank of Utica, which you can use to evaluate the volatility of the firm. Please makes use of Bank of Utica's Downside Deviation of 2.99, risk adjusted performance of 0.1085, and Mean Deviation of 0.9444 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bank of Utica holds a performance score of 9. The firm shows a Beta (market volatility) of 0.0317, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank of Utica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of Utica is expected to be smaller as well. Please check Bank of Utica's maximum drawdown, as well as the relationship between the skewness and price action indicator , to make a quick decision on whether Bank of Utica's price patterns will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Bank of Utica has near perfect reversele predictability. Overlapping area represents the amount of predictability between Bank of Utica time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 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 Bank of Utica price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Bank of Utica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 211.89 |
Bank of Utica lagged returns against current returns
Autocorrelation, which is Bank of Utica 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 Bank of Utica's pink sheet expected returns. We can calculate the autocorrelation of Bank of Utica returns to help us make a trade decision. For example, suppose you find that Bank of Utica 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 |
Bank of Utica 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 Bank of Utica pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of Utica pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of Utica pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bank of Utica Lagged Returns
When evaluating Bank of Utica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of Utica pink sheet have on its future price. Bank of Utica 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, Bank of Utica autocorrelation shows the relationship between Bank of Utica pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bank of Utica.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bank Pink Sheet Analysis
When running Bank of Utica's price analysis, check to measure Bank of Utica's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bank of Utica is operating at the current time. Most of Bank of Utica's value examination focuses on studying past and present price action to predict the probability of Bank of Utica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of Utica's price. Additionally, you may evaluate how the addition of Bank of Utica to your portfolios can decrease your overall portfolio volatility.