Hamlin Bank And Stock Market Value
| HMLN Stock | USD 215.00 5.00 2.27% |
| Symbol | Hamlin |
Hamlin Bank '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 Hamlin Bank'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 Hamlin Bank.
| 10/01/2025 |
| 12/30/2025 |
If you would invest 0.00 in Hamlin Bank on October 1, 2025 and sell it all today you would earn a total of 0.00 from holding Hamlin Bank and or generate 0.0% return on investment in Hamlin Bank over 90 days. Hamlin Bank is related to or competes with Adirondack Trust, Mauch Chunk, Somerset Trust, North Dallas, and Pender Growth. Hamlin Bank and Trust Company provides various financial and trust services in Northwestern Pennsylvania More
Hamlin Bank 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 Hamlin Bank'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 Hamlin Bank and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.05 | |||
| Information Ratio | 0.0469 | |||
| Maximum Drawdown | 17.03 | |||
| Value At Risk | (5.07) | |||
| Potential Upside | 3.26 |
Hamlin Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hamlin Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hamlin Bank's standard deviation. In reality, there are many statistical measures that can use Hamlin Bank historical prices to predict the future Hamlin Bank's volatility.| Risk Adjusted Performance | 0.0613 | |||
| Jensen Alpha | 0.1843 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0441 | |||
| Treynor Ratio | 0.6148 |
Hamlin Bank Backtested Returns
Hamlin Bank appears to be very steady, given 3 months investment horizon. Hamlin Bank holds Efficiency (Sharpe) Ratio of 0.0802, which attests that the entity had a 0.0802 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hamlin Bank, which you can use to evaluate the volatility of the firm. Please utilize Hamlin Bank's Risk Adjusted Performance of 0.0613, market risk adjusted performance of 0.6248, and Downside Deviation of 3.05 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hamlin Bank holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hamlin Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hamlin Bank is expected to be smaller as well. Please check Hamlin Bank's semi variance, and the relationship between the treynor ratio and rate of daily change , to make a quick decision on whether Hamlin Bank's current trending patterns will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Hamlin Bank and has good reverse predictability. Overlapping area represents the amount of predictability between Hamlin Bank 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 Hamlin Bank price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Hamlin Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 161.76 |
Hamlin Bank lagged returns against current returns
Autocorrelation, which is Hamlin Bank 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 Hamlin Bank's pink sheet expected returns. We can calculate the autocorrelation of Hamlin Bank returns to help us make a trade decision. For example, suppose you find that Hamlin Bank 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 |
Hamlin Bank 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 Hamlin Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hamlin Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hamlin Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hamlin Bank Lagged Returns
When evaluating Hamlin Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hamlin Bank pink sheet have on its future price. Hamlin Bank 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, Hamlin Bank autocorrelation shows the relationship between Hamlin Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hamlin Bank and.
Regressed Prices |
| Timeline |
Other Information on Investing in Hamlin Pink Sheet
Hamlin Bank financial ratios help investors to determine whether Hamlin 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 Hamlin with respect to the benefits of owning Hamlin Bank security.