Empire Bancshares Stock Market Value
| EBSH Stock | USD 19.20 0.00 0.00% |
| Symbol | Empire |
Empire Bancshares '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 Empire Bancshares' 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 Empire Bancshares.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Empire Bancshares on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Empire Bancshares or generate 0.0% return on investment in Empire Bancshares over 30 days. Empire Bancshares is related to or competes with FNB, CNB Financial, Town Center, Harbor Bankshares, Absecon Bancorp, Tennessee Valley, and CCCB Bancorp. Empire Bancshares, Inc. operates as the bank holding company for The Hicksville Bank that provides various banking produ... More
Empire Bancshares 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 Empire Bancshares' 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 Empire Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.60) | |||
| Maximum Drawdown | 0.2611 |
Empire Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Empire Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Empire Bancshares' standard deviation. In reality, there are many statistical measures that can use Empire Bancshares historical prices to predict the future Empire Bancshares' volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (4.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Empire Bancshares' 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.
Empire Bancshares Backtested Returns
Empire Bancshares secures Sharpe Ratio (or Efficiency) of -0.072, which denotes the company had a -0.072 % return per unit of risk over the last 3 months. Empire Bancshares exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Empire Bancshares' Standard Deviation of 0.0558, variance of 0.0031, and Mean Deviation of 0.0155 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0032, which means not very significant fluctuations relative to the market. As returns on the market increase, Empire Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Empire Bancshares is expected to be smaller as well. At this point, Empire Bancshares has a negative expected return of -0.0041%. Please make sure to confirm Empire Bancshares' information ratio, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if Empire Bancshares performance from the past will be repeated at some point in the near future.
Auto-correlation | Huge |
Perfect predictability
Empire Bancshares has perfect predictability. Overlapping area represents the amount of predictability between Empire Bancshares time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Empire Bancshares price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Empire Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Empire Bancshares lagged returns against current returns
Autocorrelation, which is Empire Bancshares 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 Empire Bancshares' pink sheet expected returns. We can calculate the autocorrelation of Empire Bancshares returns to help us make a trade decision. For example, suppose you find that Empire Bancshares 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 |
Empire Bancshares 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 Empire Bancshares pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Empire Bancshares pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Empire Bancshares pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Empire Bancshares Lagged Returns
When evaluating Empire Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Empire Bancshares pink sheet have on its future price. Empire Bancshares 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, Empire Bancshares autocorrelation shows the relationship between Empire Bancshares pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Empire Bancshares.
Regressed Prices |
| Timeline |
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Other Information on Investing in Empire Pink Sheet
Empire Bancshares financial ratios help investors to determine whether Empire 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 Empire with respect to the benefits of owning Empire Bancshares security.