Signature Bank Stock Market Value
| SBNY Stock | USD 1.10 0.10 8.33% |
| Symbol | Signature |
Signature Bank '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 Signature Bank'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 Signature Bank.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Signature Bank on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Signature Bank or generate 0.0% return on investment in Signature Bank over 30 days. Signature Bank is related to or competes with Uwharrie Capital, New Tripoli, Juniata Valley, Citizens Bancorp, National Capital, Delhi Bank, and Neffs Bancorp. Signature Bank provides commercial banking products and services More
Signature Bank 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 Signature Bank'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 Signature Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.51 | |||
| Information Ratio | 0.1074 | |||
| Maximum Drawdown | 70.46 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 16.0 |
Signature Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Signature Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Signature Bank's standard deviation. In reality, there are many statistical measures that can use Signature Bank historical prices to predict the future Signature Bank's volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 1.22 | |||
| Total Risk Alpha | 0.0294 | |||
| Sortino Ratio | 0.1327 | |||
| Treynor Ratio | (0.65) |
Signature Bank Backtested Returns
Signature Bank is out of control given 3 months investment horizon. Signature Bank owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.23% are justified by taking the suggested risk. Use Signature Bank Risk Adjusted Performance of 0.0966, semi deviation of 4.34, and Coefficient Of Variation of 850.78 to evaluate company specific risk that cannot be diversified away. Signature Bank holds a performance score of 10 on a scale of zero to a hundred. The entity has a beta of -1.67, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Signature Bank are expected to decrease by larger amounts. On the other hand, during market turmoil, Signature Bank is expected to outperform it. Use Signature Bank treynor ratio, as well as the relationship between the expected short fall and day median price , to analyze future returns on Signature Bank.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Signature Bank has insignificant reverse predictability. Overlapping area represents the amount of predictability between Signature Bank time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Signature Bank price movement. The serial correlation of -0.17 indicates that over 17.0% of current Signature Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Signature Bank lagged returns against current returns
Autocorrelation, which is Signature Bank 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 Signature Bank's pink sheet expected returns. We can calculate the autocorrelation of Signature Bank returns to help us make a trade decision. For example, suppose you find that Signature Bank 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 |
Signature Bank 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 Signature Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Signature Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Signature Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Signature Bank Lagged Returns
When evaluating Signature Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Signature Bank pink sheet have on its future price. Signature Bank 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, Signature Bank autocorrelation shows the relationship between Signature Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Signature Bank.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Signature Pink Sheet Analysis
When running Signature Bank's price analysis, check to measure Signature Bank'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 Signature Bank is operating at the current time. Most of Signature Bank's value examination focuses on studying past and present price action to predict the probability of Signature Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Signature Bank's price. Additionally, you may evaluate how the addition of Signature Bank to your portfolios can decrease your overall portfolio volatility.