Security Bancorp Stock Market Value
| SCYT Stock | USD 94.00 0.77 0.81% |
| Symbol | Security |
Security 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 Security 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 Security Bancorp.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Security Bancorp on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Security Bancorp or generate 0.0% return on investment in Security Bancorp over 180 days. Security Bancorp is related to or competes with Pioneer Bankshares, Hocking Valley, Middlebury National, HFB Financial, Great American, Community Bancorp, and High Country. Security Bancorp, Inc. operates as the bank holding company for Security Federal Savings Bank that provides banking prod... More
Security 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 Security 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 Security Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0826 | |||
| Maximum Drawdown | 10.42 | |||
| Potential Upside | 1.9 |
Security Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Security Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Security Bancorp's standard deviation. In reality, there are many statistical measures that can use Security Bancorp historical prices to predict the future Security Bancorp's volatility.| Risk Adjusted Performance | 0.1057 | |||
| Jensen Alpha | 0.1682 | |||
| Total Risk Alpha | 0.0408 | |||
| Treynor Ratio | 0.6318 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Security Bancorp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Security Bancorp Backtested Returns
Security Bancorp appears to be very steady, given 3 months investment horizon. Security Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Security Bancorp, which you can use to evaluate the volatility of the company. Please review Security Bancorp's Variance of 1.96, coefficient of variation of 696.74, and Risk Adjusted Performance of 0.1057 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Security Bancorp holds a performance score of 11. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Security Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Security Bancorp is expected to be smaller as well. Please check Security Bancorp's coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and day typical price , to make a quick decision on whether Security Bancorp's existing price patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
Security Bancorp has excellent predictability. Overlapping area represents the amount of predictability between Security Bancorp time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 Security Bancorp price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Security Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 21.46 |
Security Bancorp lagged returns against current returns
Autocorrelation, which is Security 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 Security Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Security Bancorp returns to help us make a trade decision. For example, suppose you find that Security 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 |
Security 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 Security Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Security 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 Security Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Security Bancorp Lagged Returns
When evaluating Security Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Security Bancorp pink sheet have on its future price. Security 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, Security Bancorp autocorrelation shows the relationship between Security Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Security Bancorp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Security Pink Sheet Analysis
When running Security Bancorp's price analysis, check to measure Security Bancorp'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 Security Bancorp is operating at the current time. Most of Security Bancorp's value examination focuses on studying past and present price action to predict the probability of Security Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Security Bancorp's price. Additionally, you may evaluate how the addition of Security Bancorp to your portfolios can decrease your overall portfolio volatility.