Jtnb Bancorp Stock Market Value
| JTNB Stock | USD 19.29 0.01 0.05% |
| Symbol | JTNB |
JTNB Bancorp '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 JTNB Bancorp'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 JTNB Bancorp.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in JTNB Bancorp on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding JTNB Bancorp or generate 0.0% return on investment in JTNB Bancorp over 30 days. JTNB Bancorp is related to or competes with Community Investors, Teb Bancorp, Fleetwood Bank, MCNB Banks, Logansport Financial, Community Bankers, and Crazy Woman. JTNB Bancorp, Inc. operates as the holding company for Jim Thorpe Neighborhood Bank that provides personal and business ... More
JTNB Bancorp 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 JTNB Bancorp'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 JTNB Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.079 | |||
| Maximum Drawdown | 7.21 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.57 |
JTNB Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JTNB Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JTNB Bancorp's standard deviation. In reality, there are many statistical measures that can use JTNB Bancorp historical prices to predict the future JTNB Bancorp's volatility.| Risk Adjusted Performance | 0.1017 | |||
| Jensen Alpha | 0.2007 | |||
| Total Risk Alpha | 0.0342 | |||
| Sortino Ratio | 0.0468 | |||
| Treynor Ratio | (1.37) |
JTNB Bancorp Backtested Returns
At this point, JTNB Bancorp is very steady. JTNB Bancorp holds Efficiency (Sharpe) Ratio of 0.0849, which attests that the entity had a 0.0849 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for JTNB Bancorp, which you can use to evaluate the volatility of the firm. Please check out JTNB Bancorp's market risk adjusted performance of (1.36), and Risk Adjusted Performance of 0.1017 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. JTNB Bancorp has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JTNB Bancorp are expected to decrease at a much lower rate. During the bear market, JTNB Bancorp is likely to outperform the market. JTNB Bancorp currently retains a risk of 1.41%. Please check out JTNB Bancorp downside variance, and the relationship between the treynor ratio and kurtosis , to decide if JTNB Bancorp will be following its current trending patterns.
Auto-correlation | 0.95 |
Excellent predictability
JTNB Bancorp has excellent predictability. Overlapping area represents the amount of predictability between JTNB Bancorp time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 JTNB Bancorp price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current JTNB Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
JTNB Bancorp lagged returns against current returns
Autocorrelation, which is JTNB Bancorp 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 JTNB Bancorp's pink sheet expected returns. We can calculate the autocorrelation of JTNB Bancorp returns to help us make a trade decision. For example, suppose you find that JTNB Bancorp 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 |
JTNB Bancorp 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 JTNB Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JTNB Bancorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JTNB Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
JTNB Bancorp Lagged Returns
When evaluating JTNB Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JTNB Bancorp pink sheet have on its future price. JTNB Bancorp 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, JTNB Bancorp autocorrelation shows the relationship between JTNB Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in JTNB 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.Other Information on Investing in JTNB Pink Sheet
JTNB Bancorp financial ratios help investors to determine whether JTNB 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 JTNB with respect to the benefits of owning JTNB Bancorp security.