Investar Holding Corp Stock Market Value
| ISTR Stock | USD 19.13 0.11 0.57% |
| Symbol | Investar |
Investar Holding Corp 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 Investar Holding. If investors know Investar 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 Investar Holding 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 0.929 | Earnings Share 2.04 | Revenue Per Share | Quarterly Revenue Growth 0.109 | Return On Assets |
The market value of Investar Holding Corp is measured differently than its book value, which is the value of Investar that is recorded on the company's balance sheet. Investors also form their own opinion of Investar Holding's value that differs from its market value or its book value, called intrinsic value, which is Investar Holding'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 Investar Holding's market value can be influenced by many factors that don't directly affect Investar Holding'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 Investar Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investar Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investar Holding'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.
Investar Holding '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 Investar Holding'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 Investar Holding.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Investar Holding on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Investar Holding Corp or generate 0.0% return on investment in Investar Holding over 30 days. Investar Holding is related to or competes with Magyar Bancorp, Home Federal, Community West, and First Northwest. Investar Holding Corporation operates as the bank holding company for Investar Bank that provides a range of commercial ... More
Investar Holding 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 Investar Holding'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 Investar Holding Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 17.96 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 2.82 |
Investar Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investar Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investar Holding's standard deviation. In reality, there are many statistical measures that can use Investar Holding historical prices to predict the future Investar Holding's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investar Holding's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Investar Holding Corp Backtested Returns
Investar Holding Corp holds Efficiency (Sharpe) Ratio of -0.0424, which attests that the entity had a -0.0424 % return per unit of risk over the last 3 months. Investar Holding Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investar Holding's Standard Deviation of 2.4, risk adjusted performance of (0.02), and Market Risk Adjusted Performance of (0.21) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Investar Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investar Holding is expected to be smaller as well. At this point, Investar Holding Corp has a negative expected return of -0.11%. Please make sure to check out Investar Holding's treynor ratio and daily balance of power , to decide if Investar Holding Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.61 |
Good predictability
Investar Holding Corp has good predictability. Overlapping area represents the amount of predictability between Investar Holding time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Investar Holding Corp price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Investar Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Investar Holding Corp lagged returns against current returns
Autocorrelation, which is Investar Holding 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 Investar Holding's stock expected returns. We can calculate the autocorrelation of Investar Holding returns to help us make a trade decision. For example, suppose you find that Investar Holding 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 |
Investar Holding 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 Investar Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investar Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investar Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Investar Holding Lagged Returns
When evaluating Investar Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investar Holding stock have on its future price. Investar Holding 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, Investar Holding autocorrelation shows the relationship between Investar Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Investar Holding Corp.
Regressed Prices |
| Timeline |
Pair Trading with Investar Holding
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Investar Holding position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Investar Holding will appreciate offsetting losses from the drop in the long position's value.Moving together with Investar Stock
Moving against Investar Stock
The ability to find closely correlated positions to Investar Holding could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Investar Holding when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Investar Holding - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Investar Holding Corp to buy it.
The correlation of Investar Holding is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Investar Holding moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Investar Holding Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Investar Holding can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Investar Stock Analysis
When running Investar Holding's price analysis, check to measure Investar Holding'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 Investar Holding is operating at the current time. Most of Investar Holding's value examination focuses on studying past and present price action to predict the probability of Investar Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investar Holding's price. Additionally, you may evaluate how the addition of Investar Holding to your portfolios can decrease your overall portfolio volatility.