Bnccorp Stock Market Value
| BNCC Stock | USD 32.25 0.65 1.98% |
| Symbol | BNCCorp |
BNCCorp '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 BNCCorp's otc 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 BNCCorp.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in BNCCorp on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding BNCCorp or generate 0.0% return on investment in BNCCorp over 180 days. BNCCorp is related to or competes with Southern Michigan, Chesapeake Finl, Cornerstone Bancorp, Trinity Bank, Dimeco, Tri-County Financial, and FFD Financial. BNCCORP, Inc. operates as the bank holding company for BNC National Bank that provides community banking, retail and mor... More
BNCCorp 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 BNCCorp's otc 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 BNCCorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8135 | |||
| Information Ratio | 0.0161 | |||
| Maximum Drawdown | 3.25 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 1.33 |
BNCCorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BNCCorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BNCCorp's standard deviation. In reality, there are many statistical measures that can use BNCCorp historical prices to predict the future BNCCorp's volatility.| Risk Adjusted Performance | 0.0977 | |||
| Jensen Alpha | 0.0753 | |||
| Total Risk Alpha | 0.016 | |||
| Sortino Ratio | 0.0128 | |||
| Treynor Ratio | 1.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BNCCorp'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.
BNCCorp Backtested Returns
At this point, BNCCorp is very steady. BNCCorp retains Efficiency (Sharpe Ratio) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BNCCorp, which you can use to evaluate the volatility of the firm. Please confirm BNCCorp's market risk adjusted performance of 1.06, and Coefficient Of Variation of 714.2 to double-check if the risk estimate we provide is consistent with the expected return of 0.0906%. BNCCorp has a performance score of 11 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0765, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BNCCorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding BNCCorp is expected to be smaller as well. BNCCorp at this time owns a risk of 0.65%. Please confirm BNCCorp mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if BNCCorp will be following its current price history.
Auto-correlation | 0.47 |
Average predictability
BNCCorp has average predictability. Overlapping area represents the amount of predictability between BNCCorp time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 BNCCorp price movement. The serial correlation of 0.47 indicates that about 47.0% of current BNCCorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
BNCCorp lagged returns against current returns
Autocorrelation, which is BNCCorp otc 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 BNCCorp's otc stock expected returns. We can calculate the autocorrelation of BNCCorp returns to help us make a trade decision. For example, suppose you find that BNCCorp has exhibited high autocorrelation historically, and you observe that the otc 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 |
BNCCorp 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 BNCCorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BNCCorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BNCCorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
BNCCorp Lagged Returns
When evaluating BNCCorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BNCCorp otc stock have on its future price. BNCCorp 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, BNCCorp autocorrelation shows the relationship between BNCCorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in BNCCorp.
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 BNCCorp OTC Stock
BNCCorp financial ratios help investors to determine whether BNCCorp OTC Stock 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 BNCCorp with respect to the benefits of owning BNCCorp security.