John Marshall Bancorp Stock Market Value
| JMSB Stock | USD 23.09 0.10 0.43% |
| Symbol | John |
John Marshall Bancorp 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 John Marshall. If investors know John 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 John Marshall 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 (0.15) | Dividend Share 0.25 | Earnings Share 1.18 | Revenue Per Share 3.762 | Quarterly Revenue Growth (0.05) |
The market value of John Marshall Bancorp is measured differently than its book value, which is the value of John that is recorded on the company's balance sheet. Investors also form their own opinion of John Marshall's value that differs from its market value or its book value, called intrinsic value, which is John Marshall'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 John Marshall's market value can be influenced by many factors that don't directly affect John Marshall'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 John Marshall's value and its price as these two are different measures arrived at by different means. Investors typically determine if John Marshall is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, John Marshall'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.
John Marshall '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 John Marshall'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 John Marshall.
| 10/04/2023 |
| 11/27/2024 |
If you would invest 0.00 in John Marshall on October 4, 2023 and sell it all today you would earn a total of 0.00 from holding John Marshall Bancorp or generate 0.0% return on investment in John Marshall over 420 days. John Marshall is related to or competes with Home Federal, Magyar Bancorp, ChoiceOne Financial, Affinity Bancshares, Oak Valley, Northeast Community, and Lake Shore. John Marshall Bancorp, Inc. operates as the bank holding company for John Marshall Bank that provides banking products a... More
John Marshall 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 John Marshall'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 John Marshall Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.0553 | |||
| Maximum Drawdown | 18.68 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 4.6 |
John Marshall Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Marshall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John Marshall's standard deviation. In reality, there are many statistical measures that can use John Marshall historical prices to predict the future John Marshall's volatility.| Risk Adjusted Performance | 0.0834 | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | 0.125 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of John Marshall'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.
John Marshall Bancorp Backtested Returns
John Marshall appears to be not too volatile, given 3 months investment horizon. John Marshall Bancorp holds Efficiency (Sharpe) Ratio of 0.0986, which attests that the entity had a 0.0986% return per unit of risk over the last 3 months. We have found thirty technical indicators for John Marshall Bancorp, which you can use to evaluate the volatility of the firm. Please utilize John Marshall's Market Risk Adjusted Performance of 0.135, downside deviation of 2.67, and Risk Adjusted Performance of 0.0834 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, John Marshall holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 2.27, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, John Marshall will likely underperform. Please check John Marshall's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether John Marshall's current trending patterns will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
John Marshall Bancorp has weak reverse predictability. Overlapping area represents the amount of predictability between John Marshall time series from 4th of October 2023 to 1st of May 2024 and 1st of May 2024 to 27th 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 John Marshall Bancorp price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current John Marshall price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 5.14 |
John Marshall Bancorp lagged returns against current returns
Autocorrelation, which is John Marshall 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 John Marshall's stock expected returns. We can calculate the autocorrelation of John Marshall returns to help us make a trade decision. For example, suppose you find that John Marshall 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 |
John Marshall 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 John Marshall stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if John Marshall stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in John Marshall stock over time.
Current vs Lagged Prices |
| Timeline |
John Marshall Lagged Returns
When evaluating John Marshall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of John Marshall stock have on its future price. John Marshall 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, John Marshall autocorrelation shows the relationship between John Marshall stock current value and its past values and can show if there is a momentum factor associated with investing in John Marshall Bancorp.
Regressed Prices |
| Timeline |
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.When determining whether John Marshall Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of John Marshall's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of John Marshall Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on John Marshall Bancorp Stock:Check out John Marshall Correlation, John Marshall Volatility and John Marshall Alpha and Beta module to complement your research on John Marshall. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
John Marshall 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.