Citizens Bancorp Stock Market Value
| CZBC Stock | USD 10.11 0.13 1.27% |
| Symbol | Citizens |
Citizens 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 Citizens 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 Citizens Bancorp.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Citizens Bancorp on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Citizens Bancorp or generate 0.0% return on investment in Citizens Bancorp over 30 days. Citizens Bancorp is related to or competes with Commencement Bancorp, Baker Boyer, Oregon Bancorp, Redwood Capital, First Resource, Chino Commercial, and Highlands Bankshares. Citizens Bancorp operates as the holding company for Citizens Bank that provides various banking products and services t... More
Citizens 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 Citizens 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 Citizens Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.31 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.07 |
Citizens Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citizens Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citizens Bancorp's standard deviation. In reality, there are many statistical measures that can use Citizens Bancorp historical prices to predict the future Citizens Bancorp's volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | 0.0509 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.50) |
Citizens Bancorp Backtested Returns
At this point, Citizens Bancorp is not too volatile. Citizens Bancorp secures Sharpe Ratio (or Efficiency) of 0.0341, which signifies that the company had a 0.0341 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Citizens Bancorp, which you can use to evaluate the volatility of the firm. Please confirm Citizens Bancorp's Mean Deviation of 1.04, downside deviation of 2.25, and Risk Adjusted Performance of 0.0306 to double-check if the risk estimate we provide is consistent with the expected return of 0.0535%. Citizens Bancorp has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0877, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Citizens Bancorp are expected to decrease at a much lower rate. During the bear market, Citizens Bancorp is likely to outperform the market. Citizens Bancorp right now shows a risk of 1.57%. Please confirm Citizens Bancorp treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if Citizens Bancorp will be following its price patterns.
Auto-correlation | -0.64 |
Very good reverse predictability
Citizens Bancorp has very good reverse predictability. Overlapping area represents the amount of predictability between Citizens Bancorp time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Bancorp price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Citizens Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Citizens Bancorp lagged returns against current returns
Autocorrelation, which is Citizens 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 Citizens Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Citizens Bancorp returns to help us make a trade decision. For example, suppose you find that Citizens 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 |
Citizens 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 Citizens Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citizens 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 Citizens Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Citizens Bancorp Lagged Returns
When evaluating Citizens Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citizens Bancorp pink sheet have on its future price. Citizens 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, Citizens Bancorp autocorrelation shows the relationship between Citizens Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Citizens Bancorp.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Citizens Pink Sheet
Citizens Bancorp financial ratios help investors to determine whether Citizens Pink Sheet 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 Citizens with respect to the benefits of owning Citizens Bancorp security.