Community Bank System Stock Market Value
| CBU Stock | USD 71.45 0.59 0.83% |
| Symbol | Community |
Community Bank System Price To Book Ratio
Is Regional Banks 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 Community Bank. If investors know Community 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 Community Bank listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.012 | Dividend Share 1.81 | Earnings Share 3.13 | Revenue Per Share 13.339 | Quarterly Revenue Growth 0.051 |
The market value of Community Bank System is measured differently than its book value, which is the value of Community that is recorded on the company's balance sheet. Investors also form their own opinion of Community Bank's value that differs from its market value or its book value, called intrinsic value, which is Community Bank'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 Community Bank's market value can be influenced by many factors that don't directly affect Community Bank'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 Community Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Community Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Community Bank'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.
Community Bank '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 Community Bank'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 Community Bank.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Community Bank on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Community Bank System or generate 0.0% return on investment in Community Bank over 180 days. Community Bank is related to or competes with Fifth Third, Huntington Bancshares, and MT Bank. Community Bank System, Inc. operates as the bank holding company for Community Bank, N.A More
Community Bank 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 Community Bank'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 Community Bank System upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.8 | |||
| Information Ratio | 0.0557 | |||
| Maximum Drawdown | 18.34 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 2.99 |
Community Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Community Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Community Bank's standard deviation. In reality, there are many statistical measures that can use Community Bank historical prices to predict the future Community Bank's volatility.| Risk Adjusted Performance | 0.088 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.079 | |||
| Treynor Ratio | 0.115 |
Community Bank System Backtested Returns
Community Bank appears to be very steady, given 3 months investment horizon. Community Bank System secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Community Bank System, which you can use to evaluate the volatility of the firm. Please makes use of Community Bank's Downside Deviation of 1.8, risk adjusted performance of 0.088, and Mean Deviation of 1.62 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Community Bank holds a performance score of 8. The firm shows a Beta (market volatility) of 2.27, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Community Bank will likely underperform. Please check Community Bank's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Community Bank's price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
Community Bank System has modest predictability. Overlapping area represents the amount of predictability between Community Bank time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 Community Bank System price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Community Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 21.57 |
Community Bank System lagged returns against current returns
Autocorrelation, which is Community Bank 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 Community Bank's stock expected returns. We can calculate the autocorrelation of Community Bank returns to help us make a trade decision. For example, suppose you find that Community Bank 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 |
Community Bank 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 Community Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Community Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Community Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Community Bank Lagged Returns
When evaluating Community Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Community Bank stock have on its future price. Community Bank 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, Community Bank autocorrelation shows the relationship between Community Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Community Bank System.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Community Stock Analysis
When running Community Bank's price analysis, check to measure Community Bank'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 Community Bank is operating at the current time. Most of Community Bank's value examination focuses on studying past and present price action to predict the probability of Community Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Community Bank's price. Additionally, you may evaluate how the addition of Community Bank to your portfolios can decrease your overall portfolio volatility.