Mission Valley Bancorp Stock Market Value
| MVLY Stock | USD 16.00 0.68 4.44% |
| Symbol | Mission |
Mission Valley '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 Mission Valley'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 Mission Valley.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Mission Valley on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Mission Valley Bancorp or generate 0.0% return on investment in Mission Valley over 360 days. Mission Valley is related to or competes with PSB Holdings, United Overseas, and Turkiye Garanti. Mission Valley Bancorp operates as the bank holding company for Mission Valley Bank that provides various banking produc... More
Mission Valley 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 Mission Valley'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 Mission Valley Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.9 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.76 |
Mission Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mission Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mission Valley's standard deviation. In reality, there are many statistical measures that can use Mission Valley historical prices to predict the future Mission Valley's volatility.| Risk Adjusted Performance | 0.0976 | |||
| Jensen Alpha | 0.0835 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.0007) | |||
| Treynor Ratio | 0.399 |
Mission Valley Bancorp Backtested Returns
At this stage we consider Mission OTC Stock to be very steady. Mission Valley Bancorp has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. We have found thirty technical indicators for Mission Valley, which you can use to evaluate the volatility of the firm. Please verify Mission Valley's Mean Deviation of 0.5848, downside deviation of 1.48, and Risk Adjusted Performance of 0.0976 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Mission Valley has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mission Valley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mission Valley is expected to be smaller as well. Mission Valley Bancorp right now secures a risk of 1.04%. Please verify Mission Valley Bancorp downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Mission Valley Bancorp will be following its current price movements.
Auto-correlation | -0.38 |
Poor reverse predictability
Mission Valley Bancorp has poor reverse predictability. Overlapping area represents the amount of predictability between Mission Valley time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Mission Valley Bancorp price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Mission Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Mission Valley Bancorp lagged returns against current returns
Autocorrelation, which is Mission Valley 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 Mission Valley's otc stock expected returns. We can calculate the autocorrelation of Mission Valley returns to help us make a trade decision. For example, suppose you find that Mission Valley 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 |
Mission Valley 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 Mission Valley otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mission Valley otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mission Valley otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mission Valley Lagged Returns
When evaluating Mission Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mission Valley otc stock have on its future price. Mission Valley 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, Mission Valley autocorrelation shows the relationship between Mission Valley otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mission Valley Bancorp.
Regressed Prices |
| Timeline |
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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.Additional Tools for Mission OTC Stock Analysis
When running Mission Valley's price analysis, check to measure Mission Valley'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 Mission Valley is operating at the current time. Most of Mission Valley's value examination focuses on studying past and present price action to predict the probability of Mission Valley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mission Valley's price. Additionally, you may evaluate how the addition of Mission Valley to your portfolios can decrease your overall portfolio volatility.