Ks Bancorp Stock Market Value
| KSBI Stock | USD 52.05 0.45 0.86% |
| Symbol | KSBI |
KS 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 KS 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 KS Bancorp.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in KS Bancorp on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding KS Bancorp or generate 0.0% return on investment in KS Bancorp over 360 days. KS Bancorp is related to or competes with Carter Bank, Blue Ridge, First Bancorp, Truist Financial, National Bankshares, Northfield Bancorp, and Northrim BanCorp. KS Bancorp, Inc. operates as the bank holding company for KS Bank, Inc More
KS 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 KS 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 KS Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (0.50) |
KS Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KS Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KS Bancorp's standard deviation. In reality, there are many statistical measures that can use KS Bancorp historical prices to predict the future KS Bancorp's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.32) |
KS Bancorp Backtested Returns
KS Bancorp retains Efficiency (Sharpe Ratio) of -0.0152, which conveys that the firm had a -0.0152% return per unit of price deviation over the last 3 months. KS Bancorp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KS Bancorp's Mean Deviation of 0.1965, market risk adjusted performance of (0.31), and Information Ratio of (0.22) to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KS Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding KS Bancorp is expected to be smaller as well. At this point, KS Bancorp has a negative expected return of -0.0109%. Please make sure to verify KS Bancorp's treynor ratio, and the relationship between the variance and rate of daily change , to decide if KS Bancorp performance from the past will be repeated sooner or later.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
KS Bancorp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between KS Bancorp time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 KS Bancorp price movement. The serial correlation of -0.79 indicates that around 79.0% of current KS Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
KS Bancorp lagged returns against current returns
Autocorrelation, which is KS 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 KS Bancorp's pink sheet expected returns. We can calculate the autocorrelation of KS Bancorp returns to help us make a trade decision. For example, suppose you find that KS 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 |
KS 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 KS Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KS 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 KS Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
KS Bancorp Lagged Returns
When evaluating KS Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KS Bancorp pink sheet have on its future price. KS 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, KS Bancorp autocorrelation shows the relationship between KS Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in KS Bancorp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KSBI Pink Sheet
KS Bancorp financial ratios help investors to determine whether KSBI 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 KSBI with respect to the benefits of owning KS Bancorp security.