Great American Bancorp Stock Market Value
| GTPS Stock | USD 67.00 0.00 0.00% |
| Symbol | Great |
Great American '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 American'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 Great American.
| 10/01/2025 |
| 12/30/2025 |
If you would invest 0.00 in Great American on October 1, 2025 and sell it all today you would earn a total of 0.00 from holding Great American Bancorp or generate 0.0% return on investment in Great American over 90 days. Great American is related to or competes with Pinnacle Bancshares, Farmers Bank, Pioneer Bankshares, Security Bancorp, Jefferson Security, Bank Utica, and CNB. Great American Bancorp, Inc. operates as a thrift holding company for First Federal Savings Bank of Champaign-Urbana tha... More
Great American 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 American'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 Great American Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.0724 | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 3.22 |
Great American Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great American's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great American's standard deviation. In reality, there are many statistical measures that can use Great American historical prices to predict the future Great American's volatility.| Risk Adjusted Performance | 0.0924 | |||
| Jensen Alpha | 0.17 | |||
| Total Risk Alpha | 0.017 | |||
| Sortino Ratio | 0.0536 | |||
| Treynor Ratio | 0.5622 |
Great American Bancorp Backtested Returns
Great American appears to be very steady, given 3 months investment horizon. Great American Bancorp holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Great American Bancorp, which you can use to evaluate the volatility of the firm. Please utilize Great American's Market Risk Adjusted Performance of 0.5722, risk adjusted performance of 0.0924, and Downside Deviation of 2.26 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Great American holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Great American's returns are expected to increase less than the market. However, during the bear market, the loss of holding Great American is expected to be smaller as well. Please check Great American's total risk alpha, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Great American's current trending patterns will revert.
Auto-correlation | 0.77 |
Good predictability
Great American Bancorp has good predictability. Overlapping area represents the amount of predictability between Great American time series from 1st of October 2025 to 15th of November 2025 and 15th of November 2025 to 30th 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 Great American Bancorp price movement. The serial correlation of 0.77 indicates that around 77.0% of current Great American price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 3.58 |
Great American Bancorp lagged returns against current returns
Autocorrelation, which is Great American 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 Great American's pink sheet expected returns. We can calculate the autocorrelation of Great American returns to help us make a trade decision. For example, suppose you find that Great American 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 |
Great American 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 American pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great American pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great American pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Great American Lagged Returns
When evaluating Great American's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great American pink sheet have on its future price. Great American 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 American autocorrelation shows the relationship between Great American pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Great American Bancorp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Great Pink Sheet Analysis
When running Great American's price analysis, check to measure Great American's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Great American is operating at the current time. Most of Great American's value examination focuses on studying past and present price action to predict the probability of Great American's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Great American's price. Additionally, you may evaluate how the addition of Great American to your portfolios can decrease your overall portfolio volatility.