Great Southern Bancorp Stock Market Value
| GSBC Stock | USD 62.62 0.83 1.34% |
| Symbol | Great |
Great Southern Bancorp 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 Great Southern. If investors know Great 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 Great Southern 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 0.06 | Dividend Share 1.6 | Earnings Share 5.08 | Revenue Per Share 18.327 | Quarterly Revenue Growth (0.04) |
The market value of Great Southern Bancorp is measured differently than its book value, which is the value of Great that is recorded on the company's balance sheet. Investors also form their own opinion of Great Southern's value that differs from its market value or its book value, called intrinsic value, which is Great Southern'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 Great Southern's market value can be influenced by many factors that don't directly affect Great Southern'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 Great Southern's value and its price as these two are different measures arrived at by different means. Investors typically determine if Great Southern is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Great Southern'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.
Great Southern '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 Great Southern'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 Great Southern.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Great Southern on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Great Southern Bancorp or generate 0.0% return on investment in Great Southern over 30 days. Great Southern is related to or competes with Waterstone Financial, Mid Penn, ST Bancorp, Republic Bancorp, Southern Missouri, IF Bancorp, and Colony Bankcorp. Great Southern Bancorp, Inc. operates as a bank holding company for Great Southern Bank that offers a range of financial... More
Great Southern 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 Great Southern'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 Great Southern Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.0337 | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 3.56 |
Great Southern Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great Southern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great Southern's standard deviation. In reality, there are many statistical measures that can use Great Southern historical prices to predict the future Great Southern's volatility.| Risk Adjusted Performance | 0.0604 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0444 | |||
| Treynor Ratio | 0.0734 |
Great Southern Bancorp Backtested Returns
At this point, Great Southern is very steady. Great Southern Bancorp holds Efficiency (Sharpe) Ratio of 0.0457, which attests that the entity had a 0.0457% return per unit of risk over the last 3 months. We have found thirty technical indicators for Great Southern Bancorp, which you can use to evaluate the volatility of the firm. Please check out Great Southern's Market Risk Adjusted Performance of 0.0834, risk adjusted performance of 0.0604, and Downside Deviation of 1.95 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Great Southern has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 2.35, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Great Southern will likely underperform. Great Southern Bancorp right now retains a risk of 2.54%. Please check out Great Southern maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Great Southern will be following its current trending patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Great Southern Bancorp has very weak reverse predictability. Overlapping area represents the amount of predictability between Great Southern time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Great Southern Bancorp price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Great Southern price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
Great Southern Bancorp lagged returns against current returns
Autocorrelation, which is Great Southern 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 Great Southern's stock expected returns. We can calculate the autocorrelation of Great Southern returns to help us make a trade decision. For example, suppose you find that Great Southern 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 |
Great Southern 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 Great Southern stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great Southern stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great Southern stock over time.
Current vs Lagged Prices |
| Timeline |
Great Southern Lagged Returns
When evaluating Great Southern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great Southern stock have on its future price. Great Southern 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, Great Southern autocorrelation shows the relationship between Great Southern stock current value and its past values and can show if there is a momentum factor associated with investing in Great Southern 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.When determining whether Great Southern Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Great Southern's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Great Southern Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Great Southern Bancorp Stock:Check out Great Southern Correlation, Great Southern Volatility and Great Southern Alpha and Beta module to complement your research on Great Southern. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Great Southern 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.