Consumers Bancorp Stock Market Value
| CBKM Stock | USD 18.51 0.30 1.59% |
| Symbol | Consumers |
Consumers Bancorp '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 Consumers Bancorp'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 Consumers Bancorp.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Consumers Bancorp on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Consumers Bancorp or generate 0.0% return on investment in Consumers Bancorp over 720 days. Consumers Bancorp is related to or competes with Century Next, Citizens Financial, Triad Business, First Ottawa, CCSB Financial, North Dallas, and Delhi Bank. Consumers Bancorp, Inc. operates as the bank holding company for the Consumers National Bank that provides various comme... More
Consumers Bancorp 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 Consumers Bancorp'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 Consumers Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.0283 | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.37 |
Consumers Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Consumers Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Consumers Bancorp's standard deviation. In reality, there are many statistical measures that can use Consumers Bancorp historical prices to predict the future Consumers Bancorp's volatility.| Risk Adjusted Performance | 0.1214 | |||
| Jensen Alpha | 0.1701 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0213 | |||
| Treynor Ratio | (0.87) |
Consumers Bancorp Backtested Returns
As of now, Consumers OTC Stock is very steady. Consumers Bancorp secures Sharpe Ratio (or Efficiency) 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 thirty technical indicators for Consumers Bancorp, which you can use to evaluate the volatility of the firm. Please confirm Consumers Bancorp's Mean Deviation of 0.8042, risk adjusted performance of 0.1214, and Downside Deviation of 1.36 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Consumers Bancorp has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Consumers Bancorp are expected to decrease at a much lower rate. During the bear market, Consumers Bancorp is likely to outperform the market. Consumers Bancorp right now shows a risk of 1.01%. Please confirm Consumers Bancorp sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Consumers Bancorp will be following its price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Consumers Bancorp has modest reverse predictability. Overlapping area represents the amount of predictability between Consumers Bancorp time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Consumers Bancorp price movement. The serial correlation of -0.5 indicates that about 50.0% of current Consumers Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
Consumers Bancorp lagged returns against current returns
Autocorrelation, which is Consumers Bancorp 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 Consumers Bancorp's otc stock expected returns. We can calculate the autocorrelation of Consumers Bancorp returns to help us make a trade decision. For example, suppose you find that Consumers Bancorp 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 |
Consumers Bancorp 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 Consumers Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Consumers Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Consumers Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Consumers Bancorp Lagged Returns
When evaluating Consumers Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Consumers Bancorp otc stock have on its future price. Consumers Bancorp 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, Consumers Bancorp autocorrelation shows the relationship between Consumers Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Consumers Bancorp.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Consumers OTC Stock
Consumers Bancorp financial ratios help investors to determine whether Consumers 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 Consumers with respect to the benefits of owning Consumers Bancorp security.