Riverbank Holding Stock Market Value
| RBNK Stock | USD 26.00 0.00 0.00% |
| Symbol | RiverBank |
RiverBank Holding '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 RiverBank Holding'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 RiverBank Holding.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in RiverBank Holding on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding RiverBank Holding or generate 0.0% return on investment in RiverBank Holding over 570 days. RiverBank Holding is related to or competes with SpareBank, Dah Sing, Laurentian Bank, Central Bancompany, and Grenke AG. The company was founded in 2008 and is based in Spokane, Washington More
RiverBank Holding 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 RiverBank Holding'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 RiverBank Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0721 | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 4.0 |
RiverBank Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RiverBank Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RiverBank Holding's standard deviation. In reality, there are many statistical measures that can use RiverBank Holding historical prices to predict the future RiverBank Holding's volatility.| Risk Adjusted Performance | 0.092 | |||
| Jensen Alpha | 0.1733 | |||
| Total Risk Alpha | 0.0206 | |||
| Treynor Ratio | 0.758 |
RiverBank Holding Backtested Returns
RiverBank Holding appears to be very steady, given 3 months investment horizon. RiverBank Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for RiverBank Holding, which you can use to evaluate the volatility of the company. Please evaluate RiverBank Holding's Variance of 2.71, coefficient of variation of 815.02, and Risk Adjusted Performance of 0.092 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RiverBank Holding holds a performance score of 12. The company holds a Beta of 0.25, which implies not very significant fluctuations relative to the market. As returns on the market increase, RiverBank Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding RiverBank Holding is expected to be smaller as well. Please check RiverBank Holding's variance, as well as the relationship between the potential upside and day typical price , to make a quick decision on whether RiverBank Holding's historical price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
RiverBank Holding has poor predictability. Overlapping area represents the amount of predictability between RiverBank Holding time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 RiverBank Holding price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current RiverBank Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 2.72 |
RiverBank Holding lagged returns against current returns
Autocorrelation, which is RiverBank Holding 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 RiverBank Holding's pink sheet expected returns. We can calculate the autocorrelation of RiverBank Holding returns to help us make a trade decision. For example, suppose you find that RiverBank Holding 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 |
RiverBank Holding 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 RiverBank Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RiverBank Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RiverBank Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
RiverBank Holding Lagged Returns
When evaluating RiverBank Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RiverBank Holding pink sheet have on its future price. RiverBank Holding 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, RiverBank Holding autocorrelation shows the relationship between RiverBank Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in RiverBank Holding.
Regressed Prices |
| Timeline |
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RiverBank Holding financial ratios help investors to determine whether RiverBank 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 RiverBank with respect to the benefits of owning RiverBank Holding security.