Sound Financial Bancorp Stock Market Value
| SFBC Stock | USD 54.00 1.19 2.25% |
| Symbol | Sound |
Sound Financial Bancorp Price To Book Ratio
Is Regional Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sound Financial. If investors know Sound will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sound Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.76 | Earnings Share 1.52 | Revenue Per Share 13.726 | Quarterly Revenue Growth (0.01) | Return On Assets 0.0037 |
The market value of Sound Financial Bancorp is measured differently than its book value, which is the value of Sound that is recorded on the company's balance sheet. Investors also form their own opinion of Sound Financial's value that differs from its market value or its book value, called intrinsic value, which is Sound Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sound Financial's market value can be influenced by many factors that don't directly affect Sound Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sound Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sound Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sound Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sound Financial '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 Sound Financial's 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 Sound Financial.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Sound Financial on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Sound Financial Bancorp or generate 0.0% return on investment in Sound Financial over 720 days. Sound Financial is related to or competes with Finward Bancorp, Franklin Financial, Community West, Home Federal, Lake Shore, First Financial, and First Northwest. Sound Financial Bancorp, Inc. operates as the bank holding company for Sound Community Bank that provides banking and ot... More
Sound Financial 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 Sound Financial's 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 Sound Financial Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.0726 | |||
| Maximum Drawdown | 11.33 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 3.3 |
Sound Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sound Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sound Financial's standard deviation. In reality, there are many statistical measures that can use Sound Financial historical prices to predict the future Sound Financial's volatility.| Risk Adjusted Performance | 0.1062 | |||
| Jensen Alpha | 0.2367 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0787 | |||
| Treynor Ratio | (9.30) |
Sound Financial Bancorp Backtested Returns
Sound Financial appears to be very steady, given 3 months investment horizon. Sound Financial Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sound Financial Bancorp, which you can use to evaluate the volatility of the company. Please review Sound Financial's Coefficient Of Variation of 760.03, semi deviation of 1.21, and Risk Adjusted Performance of 0.1062 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sound Financial holds a performance score of 9. The entity has a beta of -0.0252, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sound Financial are expected to decrease at a much lower rate. During the bear market, Sound Financial is likely to outperform the market. Please check Sound Financial's value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Sound Financial's existing price patterns will revert.
Auto-correlation | -0.29 |
Weak reverse predictability
Sound Financial Bancorp has weak reverse predictability. Overlapping area represents the amount of predictability between Sound Financial time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sound Financial Bancorp price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Sound Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 51.49 |
Sound Financial Bancorp lagged returns against current returns
Autocorrelation, which is Sound Financial 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 Sound Financial's stock expected returns. We can calculate the autocorrelation of Sound Financial returns to help us make a trade decision. For example, suppose you find that Sound Financial has exhibited high autocorrelation historically, and you observe that the 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 |
Sound Financial 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 Sound Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sound Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sound Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Sound Financial Lagged Returns
When evaluating Sound Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sound Financial stock have on its future price. Sound Financial 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, Sound Financial autocorrelation shows the relationship between Sound Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Sound Financial Bancorp.
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.When determining whether Sound Financial Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sound Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sound Financial Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sound Financial Bancorp Stock:Check out Sound Financial Correlation, Sound Financial Volatility and Sound Financial Alpha and Beta module to complement your research on Sound Financial. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Sound Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.