Logansport Financial Corp Stock Market Value
| LOGN Stock | USD 33.25 0.00 0.00% |
| Symbol | Logansport |
Logansport Financial '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 Logansport Financial'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 Logansport Financial.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Logansport Financial on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Logansport Financial Corp or generate 0.0% return on investment in Logansport Financial over 30 days. Logansport Financial is related to or competes with RBR Global. Logansport Financial Corp. operates as the holding company for Logansport Savings Bank that provides various banking pro... More
Logansport Financial 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 Logansport Financial'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 Logansport Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.0318 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.35 |
Logansport Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Logansport Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Logansport Financial's standard deviation. In reality, there are many statistical measures that can use Logansport Financial historical prices to predict the future Logansport Financial's volatility.| Risk Adjusted Performance | 0.0755 | |||
| Jensen Alpha | 0.1383 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0158 | |||
| Treynor Ratio | (0.30) |
Logansport Financial Corp Backtested Returns
As of now, Logansport OTC Stock is very steady. Logansport Financial Corp has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Logansport Financial, which you can use to evaluate the volatility of the firm. Please verify Logansport Financial's Mean Deviation of 0.6561, downside deviation of 2.4, and Risk Adjusted Performance of 0.0755 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Logansport Financial has a performance score of 12 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Logansport Financial are expected to decrease at a much lower rate. During the bear market, Logansport Financial is likely to outperform the market. Logansport Financial Corp right now secures a risk of 1.08%. Please verify Logansport Financial Corp total risk alpha, as well as the relationship between the potential upside and kurtosis , to decide if Logansport Financial Corp will be following its current price movements.
Auto-correlation | -0.94 |
Near perfect reversele predictability
Logansport Financial Corp has near perfect reversele predictability. Overlapping area represents the amount of predictability between Logansport Financial time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st 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 Logansport Financial Corp price movement. The serial correlation of -0.94 indicates that approximately 94.0% of current Logansport Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.94 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Logansport Financial Corp lagged returns against current returns
Autocorrelation, which is Logansport Financial 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 Logansport Financial's otc stock expected returns. We can calculate the autocorrelation of Logansport Financial returns to help us make a trade decision. For example, suppose you find that Logansport Financial 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 |
Logansport Financial 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 Logansport Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Logansport Financial otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Logansport Financial otc stock over time.
Current vs Lagged Prices |
| Timeline |
Logansport Financial Lagged Returns
When evaluating Logansport Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Logansport Financial otc stock have on its future price. Logansport Financial 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, Logansport Financial autocorrelation shows the relationship between Logansport Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in Logansport Financial Corp.
Regressed Prices |
| Timeline |
Pair Trading with Logansport Financial
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 Logansport Financial 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 Logansport Financial will appreciate offsetting losses from the drop in the long position's value.Moving together with Logansport OTC Stock
Moving against Logansport OTC Stock
The ability to find closely correlated positions to Logansport Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Logansport Financial 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 Logansport Financial - 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 Logansport Financial Corp to buy it.
The correlation of Logansport Financial 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 Logansport Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Logansport Financial 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 Logansport Financial 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.Other Information on Investing in Logansport OTC Stock
Logansport Financial financial ratios help investors to determine whether Logansport 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 Logansport with respect to the benefits of owning Logansport Financial security.