Oregon Bancorp Stock Market Value
| ORBN Stock | USD 21.50 0.45 2.05% |
| Symbol | Oregon |
Oregon 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 Oregon 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 Oregon Bancorp.
| 02/05/2023 |
| 01/25/2025 |
If you would invest 0.00 in Oregon Bancorp on February 5, 2023 and sell it all today you would earn a total of 0.00 from holding Oregon Bancorp or generate 0.0% return on investment in Oregon Bancorp over 720 days. Oregon Bancorp is related to or competes with National Capital, Community Heritage, Citizens Financial, First Community, Bank of Idaho Holding, and Lewis Clark. Oregon Bancorp, Inc. operates as the bank holding company for Willamette Valley Bank that provides banking services to b... More
Oregon 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 Oregon 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 Oregon Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 2.58 |
Oregon Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oregon Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oregon Bancorp's standard deviation. In reality, there are many statistical measures that can use Oregon Bancorp historical prices to predict the future Oregon Bancorp's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.11) |
Oregon Bancorp Backtested Returns
Oregon Bancorp maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Oregon Bancorp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Oregon Bancorp's Coefficient Of Variation of (12,472), insignificant risk adjusted performance, and Variance of 2.34 to confirm the risk estimate we provide. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oregon Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oregon Bancorp is expected to be smaller as well. At this point, Oregon Bancorp has a negative expected return of -0.0123%. Please make sure to check Oregon Bancorp's maximum drawdown, as well as the relationship between the accumulation distribution and price action indicator , to decide if Oregon Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Oregon Bancorp has modest reverse predictability. Overlapping area represents the amount of predictability between Oregon Bancorp time series from 5th of February 2023 to 31st of January 2024 and 31st of January 2024 to 25th 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 Oregon Bancorp price movement. The serial correlation of -0.47 indicates that about 47.0% of current Oregon Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 3.71 |
Oregon Bancorp lagged returns against current returns
Autocorrelation, which is Oregon 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 Oregon Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Oregon Bancorp returns to help us make a trade decision. For example, suppose you find that Oregon 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 |
Oregon 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 Oregon Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oregon 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 Oregon Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Oregon Bancorp Lagged Returns
When evaluating Oregon Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oregon Bancorp pink sheet have on its future price. Oregon 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, Oregon Bancorp autocorrelation shows the relationship between Oregon Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Oregon Bancorp.
Regressed Prices |
| Timeline |
Pair Trading with Oregon Bancorp
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 Oregon Bancorp 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 Oregon Bancorp will appreciate offsetting losses from the drop in the long position's value.Moving together with Oregon Pink Sheet
Moving against Oregon Pink Sheet
| 0.5 | BNPQY | BNP Paribas SA | PairCorr |
| 0.49 | BNPQF | BNP Paribas SA | PairCorr |
| 0.48 | BBAS3 | Banco do Brasil | PairCorr |
| 0.45 | VLKAF | Volkswagen AG | PairCorr |
| 0.44 | VWAGY | Volkswagen AG 110 | PairCorr |
The ability to find closely correlated positions to Oregon Bancorp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Oregon Bancorp 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 Oregon Bancorp - 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 Oregon Bancorp to buy it.
The correlation of Oregon Bancorp 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 Oregon Bancorp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Oregon Bancorp 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 Oregon Bancorp 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 Oregon Pink Sheet
Oregon Bancorp financial ratios help investors to determine whether Oregon 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 Oregon with respect to the benefits of owning Oregon Bancorp security.