Citizens Holding Stock Market Value
| CIZN Stock | USD 8.11 0.06 0.75% |
| Symbol | Citizens |
Citizens Holding 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 Citizens Holding. If investors know Citizens 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 Citizens Holding 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 6.393 | Dividend Share 0.2 | Earnings Share 0.33 | Revenue Per Share | Quarterly Revenue Growth 0.326 |
The market value of Citizens Holding is measured differently than its book value, which is the value of Citizens that is recorded on the company's balance sheet. Investors also form their own opinion of Citizens Holding's value that differs from its market value or its book value, called intrinsic value, which is Citizens Holding'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 Citizens Holding's market value can be influenced by many factors that don't directly affect Citizens Holding'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 Citizens Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Citizens Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Citizens Holding'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.
Citizens Holding '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 Citizens Holding'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 Citizens Holding.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in Citizens Holding on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding Citizens Holding or generate 0.0% return on investment in Citizens Holding over 90 days. Citizens Holding is related to or competes with Victory Bancorp, MF Bancorp, First Community, Andover Bancorp, Community Capital, Woodlands Financial, and HCB Financial. Citizens Holding Company operates as the bank holding company for The Citizens Bank of Philadelphia that provides variou... More
Citizens Holding 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 Citizens Holding'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 Citizens Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.1395 | |||
| Maximum Drawdown | 9.52 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 2.53 |
Citizens Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citizens Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citizens Holding's standard deviation. In reality, there are many statistical measures that can use Citizens Holding historical prices to predict the future Citizens Holding's volatility.| Risk Adjusted Performance | 0.1536 | |||
| Jensen Alpha | 0.275 | |||
| Total Risk Alpha | 0.1253 | |||
| Sortino Ratio | 0.1361 | |||
| Treynor Ratio | 0.9068 |
Citizens Holding Backtested Returns
Citizens Holding appears to be not too volatile, given 3 months investment horizon. Citizens Holding secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Citizens Holding, which you can use to evaluate the volatility of the firm. Please makes use of Citizens Holding's Risk Adjusted Performance of 0.1536, mean deviation of 1.06, and Downside Deviation of 1.61 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Citizens Holding holds a performance score of 16. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Citizens Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Citizens Holding is expected to be smaller as well. Please check Citizens Holding's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Citizens Holding's price patterns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Citizens Holding has virtually no predictability. Overlapping area represents the amount of predictability between Citizens Holding time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th 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 Citizens Holding price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Citizens Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Citizens Holding lagged returns against current returns
Autocorrelation, which is Citizens Holding 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 Citizens Holding's stock expected returns. We can calculate the autocorrelation of Citizens Holding returns to help us make a trade decision. For example, suppose you find that Citizens Holding 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 |
Citizens Holding 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 Citizens Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citizens Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citizens Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Citizens Holding Lagged Returns
When evaluating Citizens Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citizens Holding stock have on its future price. Citizens Holding 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, Citizens Holding autocorrelation shows the relationship between Citizens Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Citizens Holding.
Regressed Prices |
| Timeline |
Pair Trading with Citizens Holding
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 Citizens Holding 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 Citizens Holding will appreciate offsetting losses from the drop in the long position's value.Moving together with Citizens Stock
| 0.86 | BIRG | Bank of Ireland | PairCorr |
| 0.79 | FBNC | First Bancorp Normal Trading | PairCorr |
| 0.79 | AUB | Atlantic Union Bankshares Normal Trading | PairCorr |
Moving against Citizens Stock
The ability to find closely correlated positions to Citizens Holding could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Citizens Holding 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 Citizens Holding - 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 Citizens Holding to buy it.
The correlation of Citizens Holding 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 Citizens Holding moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Citizens Holding 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 Citizens Holding 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.Check out Citizens Holding Correlation, Citizens Holding Volatility and Citizens Holding Alpha and Beta module to complement your research on Citizens Holding. To learn how to invest in Citizens Stock, please use our How to Invest in Citizens Holding guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Citizens Holding technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.