Hawthorn Bancshares Stock Market Value
| HWBK Stock | USD 32.75 1.21 3.84% |
| Symbol | Hawthorn |
Hawthorn Bancshares 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 Hawthorn Bancshares. If investors know Hawthorn 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 Hawthorn Bancshares 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 0.819 | Dividend Share 0.72 | Earnings Share 0.9 | Revenue Per Share 8.314 | Quarterly Revenue Growth 0.126 |
The market value of Hawthorn Bancshares is measured differently than its book value, which is the value of Hawthorn that is recorded on the company's balance sheet. Investors also form their own opinion of Hawthorn Bancshares' value that differs from its market value or its book value, called intrinsic value, which is Hawthorn Bancshares' 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 Hawthorn Bancshares' market value can be influenced by many factors that don't directly affect Hawthorn Bancshares' 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 Hawthorn Bancshares' value and its price as these two are different measures arrived at by different means. Investors typically determine if Hawthorn Bancshares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hawthorn Bancshares' 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.
Hawthorn 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 Hawthorn Bancshares' 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 Hawthorn Bancshares.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Hawthorn Bancshares on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Hawthorn Bancshares or generate 0.0% return on investment in Hawthorn Bancshares over 60 days. Hawthorn Bancshares is related to or competes with Magyar Bancorp, Home Federal, Community West, LINKBANCORP, First Financial, First Northwest, and First Capital. Hawthorn Bancshares, Inc. operates as the bank holding company for Hawthorn Bank that provides commercial and personal b... More
Hawthorn 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 Hawthorn Bancshares' 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 Hawthorn Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.87 | |||
| Information Ratio | 0.1873 | |||
| Maximum Drawdown | 17.05 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 4.77 |
Hawthorn Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hawthorn Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hawthorn Bancshares' standard deviation. In reality, there are many statistical measures that can use Hawthorn Bancshares historical prices to predict the future Hawthorn Bancshares' volatility.| Risk Adjusted Performance | 0.1872 | |||
| Jensen Alpha | 0.6037 | |||
| Total Risk Alpha | 0.2119 | |||
| Sortino Ratio | 0.1713 | |||
| Treynor Ratio | 19.28 |
Hawthorn Bancshares Backtested Returns
Hawthorn Bancshares appears to be very steady, given 3 months investment horizon. Hawthorn Bancshares holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22% return per unit of risk over the last 3 months. By evaluating Hawthorn Bancshares' technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please utilize Hawthorn Bancshares' Downside Deviation of 2.87, risk adjusted performance of 0.1872, and Market Risk Adjusted Performance of 19.29 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hawthorn Bancshares holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of 0.0315, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hawthorn Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Hawthorn Bancshares is expected to be smaller as well. Please check Hawthorn Bancshares' skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Hawthorn Bancshares' current trending patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Hawthorn Bancshares has good predictability. Overlapping area represents the amount of predictability between Hawthorn Bancshares time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th 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 Hawthorn Bancshares price movement. The serial correlation of 0.73 indicates that around 73.0% of current Hawthorn Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 3.88 |
Hawthorn Bancshares lagged returns against current returns
Autocorrelation, which is Hawthorn Bancshares 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 Hawthorn Bancshares' stock expected returns. We can calculate the autocorrelation of Hawthorn Bancshares returns to help us make a trade decision. For example, suppose you find that Hawthorn Bancshares 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 |
Hawthorn 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 Hawthorn Bancshares stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hawthorn Bancshares stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hawthorn Bancshares stock over time.
Current vs Lagged Prices |
| Timeline |
Hawthorn Bancshares Lagged Returns
When evaluating Hawthorn Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hawthorn Bancshares stock have on its future price. Hawthorn 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, Hawthorn Bancshares autocorrelation shows the relationship between Hawthorn Bancshares stock current value and its past values and can show if there is a momentum factor associated with investing in Hawthorn Bancshares.
Regressed Prices |
| Timeline |
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Hawthorn Bancshares 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.