Mountain Commerce Bancorp Stock Market Value
| MCBI Stock | USD 21.50 0.30 1.42% |
| Symbol | Mountain |
Mountain Commerce '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 Mountain Commerce'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 Mountain Commerce.
| 10/26/2024 |
| 01/24/2025 |
If you would invest 0.00 in Mountain Commerce on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Mountain Commerce Bancorp or generate 0.0% return on investment in Mountain Commerce over 90 days. Mountain Commerce is related to or competes with Community Heritage, National Capital, Pioneer Bankcorp, Liberty Northwest, First CommunityPFD, and Coeur DAlene. Mountain Commerce Bancorp, Inc. operates as the holding company for Mountain Commerce Bank that provides banking service... More
Mountain Commerce 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 Mountain Commerce'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 Mountain Commerce Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0631 | |||
| Maximum Drawdown | 3.29 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.42 |
Mountain Commerce Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mountain Commerce's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mountain Commerce's standard deviation. In reality, there are many statistical measures that can use Mountain Commerce historical prices to predict the future Mountain Commerce's volatility.| Risk Adjusted Performance | 0.1137 | |||
| Jensen Alpha | 0.0821 | |||
| Total Risk Alpha | 0.0499 | |||
| Sortino Ratio | 0.0347 | |||
| Treynor Ratio | (0.92) |
Mountain Commerce Bancorp Backtested Returns
Mountain Commerce is very steady at the moment. Mountain Commerce Bancorp has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mountain Commerce, which you can use to evaluate the volatility of the firm. Please verify Mountain Commerce's Risk Adjusted Performance of 0.1137, downside deviation of 1.17, and Mean Deviation of 0.3825 to check out if the risk estimate we provide is consistent with the expected return of 0.087%. Mountain Commerce has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0858, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mountain Commerce are expected to decrease at a much lower rate. During the bear market, Mountain Commerce is likely to outperform the market. Mountain Commerce Bancorp right now secures a risk of 0.65%. Please verify Mountain Commerce Bancorp value at risk, kurtosis, period momentum indicator, as well as the relationship between the semi variance and day median price , to decide if Mountain Commerce Bancorp will be following its current price movements.
Auto-correlation | 0.68 |
Good predictability
Mountain Commerce Bancorp has good predictability. Overlapping area represents the amount of predictability between Mountain Commerce time series from 26th of October 2024 to 10th of December 2024 and 10th of December 2024 to 24th 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 Mountain Commerce Bancorp price movement. The serial correlation of 0.68 indicates that around 68.0% of current Mountain Commerce price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Mountain Commerce Bancorp lagged returns against current returns
Autocorrelation, which is Mountain Commerce 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 Mountain Commerce's otc stock expected returns. We can calculate the autocorrelation of Mountain Commerce returns to help us make a trade decision. For example, suppose you find that Mountain Commerce 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 |
Mountain Commerce 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 Mountain Commerce otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mountain Commerce otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mountain Commerce otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mountain Commerce Lagged Returns
When evaluating Mountain Commerce's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mountain Commerce otc stock have on its future price. Mountain Commerce 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, Mountain Commerce autocorrelation shows the relationship between Mountain Commerce otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mountain Commerce Bancorp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mountain OTC Stock
Mountain Commerce financial ratios help investors to determine whether Mountain 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 Mountain with respect to the benefits of owning Mountain Commerce security.