Morris State Bancshares Stock Market Value
| MBLU Stock | USD 24.85 0.05 0.20% |
| Symbol | Morris |
Morris State '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 Morris State'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 Morris State.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Morris State on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Morris State Bancshares or generate 0.0% return on investment in Morris State over 30 days. Morris State is related to or competes with BankFirst Capital, NASB Financial, Mission Bancorp, Truxton, Cashmere Valley, River Financial, and Merchants Financial. Morris State Bancshares, Inc. operates as the bank holding company for Morris Bank that provides various financial servi... More
Morris State 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 Morris State'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 Morris State Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | 0.0217 | |||
| Maximum Drawdown | 14.61 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 3.47 |
Morris State Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morris State's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morris State's standard deviation. In reality, there are many statistical measures that can use Morris State historical prices to predict the future Morris State's volatility.| Risk Adjusted Performance | 0.0513 | |||
| Jensen Alpha | 0.1224 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.014 | |||
| Treynor Ratio | (2.70) |
Morris State Bancshares Backtested Returns
Currently, Morris State Bancshares is very steady. Morris State Bancshares has Sharpe Ratio of 0.0717, which conveys that the firm had a 0.0717 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Morris State, which you can use to evaluate the volatility of the firm. Please verify Morris State's Risk Adjusted Performance of 0.0513, mean deviation of 1.05, and Downside Deviation of 3.14 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Morris State has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0441, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Morris State are expected to decrease at a much lower rate. During the bear market, Morris State is likely to outperform the market. Morris State Bancshares right now secures a risk of 2.07%. Please verify Morris State Bancshares value at risk, as well as the relationship between the skewness and day typical price , to decide if Morris State Bancshares will be following its current price movements.
Auto-correlation | 0.46 |
Average predictability
Morris State Bancshares has average predictability. Overlapping area represents the amount of predictability between Morris State time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Morris State Bancshares price movement. The serial correlation of 0.46 indicates that about 46.0% of current Morris State price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Morris State Bancshares lagged returns against current returns
Autocorrelation, which is Morris State 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 Morris State's otc stock expected returns. We can calculate the autocorrelation of Morris State returns to help us make a trade decision. For example, suppose you find that Morris State 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 |
Morris State 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 Morris State otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morris State otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morris State otc stock over time.
Current vs Lagged Prices |
| Timeline |
Morris State Lagged Returns
When evaluating Morris State's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morris State otc stock have on its future price. Morris State 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, Morris State autocorrelation shows the relationship between Morris State otc stock current value and its past values and can show if there is a momentum factor associated with investing in Morris State Bancshares.
Regressed Prices |
| Timeline |
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Additional Tools for Morris OTC Stock Analysis
When running Morris State's price analysis, check to measure Morris State's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Morris State is operating at the current time. Most of Morris State's value examination focuses on studying past and present price action to predict the probability of Morris State's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Morris State's price. Additionally, you may evaluate how the addition of Morris State to your portfolios can decrease your overall portfolio volatility.