Private Bancorp Of Stock Market Value
| PBAM Stock | USD 59.75 0.73 1.21% |
| Symbol | Private |
Private 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 Private Bancorp'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 Private Bancorp.
| 02/07/2024 |
| 02/01/2025 |
If you would invest 0.00 in Private Bancorp on February 7, 2024 and sell it all today you would earn a total of 0.00 from holding Private Bancorp of or generate 0.0% return on investment in Private Bancorp over 360 days. Private Bancorp is related to or competes with Prime Meridian, Mainstreet Bank, Avidbank Holdings, and Heartland Banccorp. Private Bancorp of America, Inc. operates as the bank holding company for CalPrivate Bank that provides banking products... More
Private 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 Private Bancorp'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 Private Bancorp of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8576 | |||
| Information Ratio | 0.1906 | |||
| Maximum Drawdown | 5.97 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 2.02 |
Private Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Private Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Private Bancorp's standard deviation. In reality, there are many statistical measures that can use Private Bancorp historical prices to predict the future Private Bancorp's volatility.| Risk Adjusted Performance | 0.2384 | |||
| Jensen Alpha | 0.3004 | |||
| Total Risk Alpha | 0.1799 | |||
| Sortino Ratio | 0.2412 | |||
| Treynor Ratio | (7.29) |
Private Bancorp Backtested Returns
Private Bancorp appears to be very steady, given 3 months investment horizon. Private Bancorp maintains Sharpe Ratio (i.e., Efficiency) of 0.3, which implies the firm had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Private Bancorp, which you can use to evaluate the volatility of the company. Please evaluate Private Bancorp's Coefficient Of Variation of 353.68, semi deviation of 0.2681, and Risk Adjusted Performance of 0.2384 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Private Bancorp holds a performance score of 23. The company holds a Beta of -0.0407, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Private Bancorp are expected to decrease at a much lower rate. During the bear market, Private Bancorp is likely to outperform the market. Please check Private Bancorp's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Private Bancorp's historical price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Private Bancorp of has good predictability. Overlapping area represents the amount of predictability between Private Bancorp time series from 7th of February 2024 to 5th of August 2024 and 5th of August 2024 to 1st of February 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 Private Bancorp price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Private Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 32.5 |
Private Bancorp lagged returns against current returns
Autocorrelation, which is Private Bancorp 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 Private Bancorp's otc stock expected returns. We can calculate the autocorrelation of Private Bancorp returns to help us make a trade decision. For example, suppose you find that Private Bancorp 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 |
Private 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 Private Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Private Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Private Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Private Bancorp Lagged Returns
When evaluating Private Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Private Bancorp otc stock have on its future price. Private 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, Private Bancorp autocorrelation shows the relationship between Private Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Private Bancorp of.
Regressed Prices |
| Timeline |
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Private Bancorp financial ratios help investors to determine whether Private 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 Private with respect to the benefits of owning Private Bancorp security.