Community Investors Bancorp Stock Market Value
| CIBN Stock | USD 22.00 0.00 0.00% |
| Symbol | Community |
Community Investors '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 Investors' 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 Community Investors.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in Community Investors on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding Community Investors Bancorp or generate 0.0% return on investment in Community Investors over 720 days. Community Investors is related to or competes with JTNB Bancorp, Fleetwood Bank, Teb Bancorp, Logansport Financial, Community Bankers, MCNB Banks, and United Tennessee. Community Investors Bancorp, Inc. operates as a thrift holding company for First Federal Community Bank of Bucyrus that ... More
Community Investors 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 Investors' 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 Community Investors Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.55 | |||
| Information Ratio | 0.0134 | |||
| Maximum Drawdown | 23.66 | |||
| Value At Risk | (3.93) | |||
| Potential Upside | 4.32 |
Community Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Community Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Community Investors' standard deviation. In reality, there are many statistical measures that can use Community Investors historical prices to predict the future Community Investors' volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | 0.1815 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.007 | |||
| Treynor Ratio | (0.32) |
Community Investors Backtested Returns
As of now, Community OTC Stock is not too volatile. Community Investors secures Sharpe Ratio (or Efficiency) of 0.0513, which signifies that the company had a 0.0513 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Community Investors Bancorp, which you can use to evaluate the volatility of the firm. Please confirm Community Investors' Downside Deviation of 5.55, mean deviation of 1.14, and Risk Adjusted Performance of 0.0432 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Community Investors has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Community Investors are expected to decrease at a much lower rate. During the bear market, Community Investors is likely to outperform the market. Community Investors right now shows a risk of 2.89%. Please confirm Community Investors value at risk, and the relationship between the total risk alpha and expected short fall , to decide if Community Investors will be following its price patterns.
Auto-correlation | 0.52 |
Modest predictability
Community Investors Bancorp has modest predictability. Overlapping area represents the amount of predictability between Community Investors time series from 27th of January 2024 to 21st of January 2025 and 21st of January 2025 to 16th of January 2026. 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 Investors price movement. The serial correlation of 0.52 indicates that about 52.0% of current Community Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 2.14 |
Community Investors lagged returns against current returns
Autocorrelation, which is Community Investors 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 Community Investors' otc stock expected returns. We can calculate the autocorrelation of Community Investors returns to help us make a trade decision. For example, suppose you find that Community Investors 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 |
Community Investors 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 Investors otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Community Investors otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Community Investors otc stock over time.
Current vs Lagged Prices |
| Timeline |
Community Investors Lagged Returns
When evaluating Community Investors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Community Investors otc stock have on its future price. Community Investors 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 Investors autocorrelation shows the relationship between Community Investors otc stock current value and its past values and can show if there is a momentum factor associated with investing in Community Investors Bancorp.
Regressed Prices |
| Timeline |
Pair Trading with Community Investors
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Community Investors position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Community Investors will appreciate offsetting losses from the drop in the long position's value.Moving against Community OTC Stock
The ability to find closely correlated positions to Community Investors could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Community Investors when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Community Investors - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Community Investors Bancorp to buy it.
The correlation of Community Investors is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Community Investors moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Community Investors moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Community Investors can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Community OTC Stock
Community Investors financial ratios help investors to determine whether Community 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 Community with respect to the benefits of owning Community Investors security.