Ballston Spa Bancorp Stock Market Value
| BSPA Stock | USD 67.50 0.00 0.00% |
| Symbol | Ballston |
Ballston Spa '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 Ballston Spa'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 Ballston Spa.
| 10/01/2025 |
| 12/30/2025 |
If you would invest 0.00 in Ballston Spa on October 1, 2025 and sell it all today you would earn a total of 0.00 from holding Ballston Spa Bancorp or generate 0.0% return on investment in Ballston Spa over 90 days. Ballston Spa is related to or competes with SVB T, Merchants Marine, First Bankers, Chino Commercial, First Resource, Golden State, and Citizens Financial. Ballston Spa Bancorp, Inc. operates as a holding company for Ballston Spa National Bank that provides a range of banking... More
Ballston Spa 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 Ballston Spa'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 Ballston Spa Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 21.58 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.8819 |
Ballston Spa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ballston Spa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ballston Spa's standard deviation. In reality, there are many statistical measures that can use Ballston Spa historical prices to predict the future Ballston Spa's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 2.47 |
Ballston Spa Bancorp Backtested Returns
Ballston Spa Bancorp secures Sharpe Ratio (or Efficiency) of -0.0225, which signifies that the company had a -0.0225 % return per unit of risk over the last 3 months. Ballston Spa Bancorp exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ballston Spa's insignificant Risk Adjusted Performance, mean deviation of 0.673, and Standard Deviation of 2.4 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0169, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ballston Spa are expected to decrease at a much lower rate. During the bear market, Ballston Spa is likely to outperform the market. At this point, Ballston Spa Bancorp has a negative expected return of -0.0555%. Please make sure to confirm Ballston Spa's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Ballston Spa Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Ballston Spa Bancorp has below average predictability. Overlapping area represents the amount of predictability between Ballston Spa time series from 1st of October 2025 to 15th of November 2025 and 15th of November 2025 to 30th 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 Ballston Spa Bancorp price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Ballston Spa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
Ballston Spa Bancorp lagged returns against current returns
Autocorrelation, which is Ballston Spa 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 Ballston Spa's pink sheet expected returns. We can calculate the autocorrelation of Ballston Spa returns to help us make a trade decision. For example, suppose you find that Ballston Spa 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 |
Ballston Spa 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 Ballston Spa pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ballston Spa pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ballston Spa pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ballston Spa Lagged Returns
When evaluating Ballston Spa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ballston Spa pink sheet have on its future price. Ballston Spa 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, Ballston Spa autocorrelation shows the relationship between Ballston Spa pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ballston Spa Bancorp.
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 Ballston Pink Sheet
Ballston Spa financial ratios help investors to determine whether Ballston 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 Ballston with respect to the benefits of owning Ballston Spa security.