Kish Bancorp Stock Market Value
| KISB Stock | USD 35.00 0.28 0.79% |
| Symbol | Kish |
Kish 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 Kish Bancorp'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 Kish Bancorp.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Kish Bancorp on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Kish Bancorp or generate 0.0% return on investment in Kish Bancorp over 30 days. Kish Bancorp is related to or competes with FNB, Community Bankers, Apollo Bancorp, Home Federal, LINKBANCORP, Rhinebeck Bancorp, and Lake Shore. Kish Bancorp, Inc., a diversified financial services company, provides various banking products and services primarily i... More
Kish 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 Kish Bancorp'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 Kish Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.0485 | |||
| Maximum Drawdown | 6.94 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.06 |
Kish Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kish Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kish Bancorp's standard deviation. In reality, there are many statistical measures that can use Kish Bancorp historical prices to predict the future Kish Bancorp's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 0.1452 | |||
| Total Risk Alpha | 0.0165 | |||
| Sortino Ratio | 0.0417 | |||
| Treynor Ratio | 2.71 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kish Bancorp'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.
Kish Bancorp Backtested Returns
Kish Bancorp appears to be very steady, given 3 months investment horizon. Kish Bancorp has Sharpe Ratio of 0.22, which conveys that the firm had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kish Bancorp, which you can use to evaluate the volatility of the firm. Please exercise Kish Bancorp's Risk Adjusted Performance of 0.111, mean deviation of 0.8891, and Downside Deviation of 1.44 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kish Bancorp holds a performance score of 16. The company secures a Beta (Market Risk) of 0.0553, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kish Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kish Bancorp is expected to be smaller as well. Please check Kish Bancorp's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Kish Bancorp's current price movements will revert.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Kish Bancorp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Kish Bancorp 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 Kish Bancorp price movement. The serial correlation of -0.75 indicates that around 75.0% of current Kish Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Kish Bancorp lagged returns against current returns
Autocorrelation, which is Kish Bancorp 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 Kish Bancorp's otc stock expected returns. We can calculate the autocorrelation of Kish Bancorp returns to help us make a trade decision. For example, suppose you find that Kish Bancorp 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 |
| Timeline |
Kish 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 Kish Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kish Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kish Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Kish Bancorp Lagged Returns
When evaluating Kish Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kish Bancorp otc stock have on its future price. Kish 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, Kish Bancorp autocorrelation shows the relationship between Kish Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Kish 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 Kish OTC Stock
Kish Bancorp financial ratios help investors to determine whether Kish 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 Kish with respect to the benefits of owning Kish Bancorp security.