Isabella Bank Stock Market Value
| ISBA Stock | USD 24.84 0.05 0.20% |
| Symbol | Isabella |
Isabella 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 Isabella Bank's otc 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 Isabella Bank.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Isabella Bank on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Isabella Bank or generate 0.0% return on investment in Isabella Bank over 720 days. Isabella Bank is related to or competes with Home Federal, Magyar Bancorp, ChoiceOne Financial, Heritage Commerce, Lakeland Financial, Heritage Financial, and German American. Isabella Bank Corporation operates as the bank holding company for Isabella Bank that provides various banking products ... More
Isabella 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 Isabella Bank's otc 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 Isabella Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.2173 | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 2.97 |
Isabella Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Isabella Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Isabella Bank's standard deviation. In reality, there are many statistical measures that can use Isabella Bank historical prices to predict the future Isabella Bank's volatility.| Risk Adjusted Performance | 0.2423 | |||
| Jensen Alpha | 0.387 | |||
| Total Risk Alpha | 0.2052 | |||
| Sortino Ratio | 0.1942 | |||
| Treynor Ratio | 1.27 |
Isabella Bank Backtested Returns
Isabella Bank appears to be very steady, given 3 months investment horizon. Isabella Bank holds Efficiency (Sharpe) Ratio of 0.3, which attests that the entity had a 0.3% return per unit of risk over the last 3 months. We have found thirty technical indicators for Isabella Bank, which you can use to evaluate the volatility of the firm. Please utilize Isabella Bank's Downside Deviation of 1.58, risk adjusted performance of 0.2423, and Market Risk Adjusted Performance of 1.28 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Isabella Bank holds a performance score of 23. 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, Isabella Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Isabella Bank is expected to be smaller as well. Please check Isabella Bank's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Isabella Bank's current trending patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Isabella Bank has weak reverse predictability. Overlapping area represents the amount of predictability between Isabella Bank time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Isabella Bank price movement. The serial correlation of -0.25 indicates that over 25.0% of current Isabella Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.73 |
Isabella Bank lagged returns against current returns
Autocorrelation, which is Isabella Bank otc 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 Isabella Bank's otc stock expected returns. We can calculate the autocorrelation of Isabella Bank returns to help us make a trade decision. For example, suppose you find that Isabella Bank has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Isabella 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 Isabella Bank otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Isabella Bank otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Isabella Bank otc stock over time.
Current vs Lagged Prices |
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Isabella Bank Lagged Returns
When evaluating Isabella Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Isabella Bank otc stock have on its future price. Isabella 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, Isabella Bank autocorrelation shows the relationship between Isabella Bank otc stock current value and its past values and can show if there is a momentum factor associated with investing in Isabella Bank.
Regressed Prices |
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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.Other Information on Investing in Isabella OTC Stock
Isabella Bank financial ratios help investors to determine whether Isabella OTC Stock 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 Isabella with respect to the benefits of owning Isabella Bank security.