Cccb Bancorp Stock Market Value
| CCYY Stock | USD 5.60 0.00 0.00% |
| Symbol | CCCB |
CCCB 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 CCCB Bancorp'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 CCCB Bancorp.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in CCCB Bancorp on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding CCCB Bancorp or generate 0.0% return on investment in CCCB Bancorp over 360 days. CCCB Bancorp is related to or competes with Citizens Bancorp, Greenville Federal, First Bankers, CoastalSouth Bancshares, ST Bancorp, CrossFirst Bankshares, and Enterprise Financial. CCCB Bancorp, Inc. operates as the bank holding company for Clarion County Community Bank that provides various retail a... More
CCCB 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 CCCB Bancorp'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 CCCB Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.2 | |||
| Information Ratio | 0.0177 | |||
| Maximum Drawdown | 14.67 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 2.74 |
CCCB Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CCCB Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CCCB Bancorp's standard deviation. In reality, there are many statistical measures that can use CCCB Bancorp historical prices to predict the future CCCB Bancorp's volatility.| Risk Adjusted Performance | 0.056 | |||
| Jensen Alpha | 0.1327 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.012 | |||
| Treynor Ratio | 0.5363 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CCCB Bancorp'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.
CCCB Bancorp Backtested Returns
At this stage we consider CCCB Pink Sheet to be slightly risky. CCCB Bancorp retains Efficiency (Sharpe Ratio) of 0.0634, which signifies that the company had a 0.0634% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for CCCB Bancorp, which you can use to evaluate the volatility of the entity. Please confirm CCCB Bancorp's market risk adjusted performance of 0.5463, and Coefficient Of Variation of 1575.26 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. CCCB Bancorp has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CCCB Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding CCCB Bancorp is expected to be smaller as well. CCCB Bancorp at this moment owns a risk of 2.84%. Please confirm CCCB Bancorp jensen alpha, as well as the relationship between the potential upside and rate of daily change , to decide if CCCB Bancorp will be following its current price history.
Auto-correlation | -0.38 |
Poor reverse predictability
CCCB Bancorp has poor reverse predictability. Overlapping area represents the amount of predictability between CCCB Bancorp time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 CCCB Bancorp price movement. The serial correlation of -0.38 indicates that just about 38.0% of current CCCB Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
CCCB Bancorp lagged returns against current returns
Autocorrelation, which is CCCB Bancorp 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 CCCB Bancorp's pink sheet expected returns. We can calculate the autocorrelation of CCCB Bancorp returns to help us make a trade decision. For example, suppose you find that CCCB Bancorp 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 |
CCCB 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 CCCB Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CCCB Bancorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CCCB Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CCCB Bancorp Lagged Returns
When evaluating CCCB Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CCCB Bancorp pink sheet have on its future price. CCCB 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, CCCB Bancorp autocorrelation shows the relationship between CCCB Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CCCB Bancorp.
Regressed Prices |
| Timeline |
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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.Additional Tools for CCCB Pink Sheet Analysis
When running CCCB Bancorp's price analysis, check to measure CCCB Bancorp'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 CCCB Bancorp is operating at the current time. Most of CCCB Bancorp's value examination focuses on studying past and present price action to predict the probability of CCCB Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CCCB Bancorp's price. Additionally, you may evaluate how the addition of CCCB Bancorp to your portfolios can decrease your overall portfolio volatility.