Somerset Trust Holding Stock Market Value
| SOME Stock | USD 73.99 1.99 2.76% |
| Symbol | Somerset |
Somerset Trust '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 Somerset Trust'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 Somerset Trust.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Somerset Trust on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Somerset Trust Holding or generate 0.0% return on investment in Somerset Trust over 90 days. Somerset Trust is related to or competes with First Northern, TISCO Financial, Exchange Bank, Merchants Financial, First Farmers, United Bancorporation, and FS Bancorp. Somerset Trust Holding Company operates as the bank holding company for Somerset Trust Company that provides banking pro... More
Somerset Trust 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 Somerset Trust'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 Somerset Trust Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.0867 | |||
| Maximum Drawdown | 11.73 | |||
| Value At Risk | (2.88) | |||
| Potential Upside | 2.76 |
Somerset Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Somerset Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Somerset Trust's standard deviation. In reality, there are many statistical measures that can use Somerset Trust historical prices to predict the future Somerset Trust's volatility.| Risk Adjusted Performance | 0.1063 | |||
| Jensen Alpha | 0.1968 | |||
| Total Risk Alpha | 0.0828 | |||
| Sortino Ratio | 0.0703 | |||
| Treynor Ratio | 0.5792 |
Somerset Trust February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1063 | |||
| Market Risk Adjusted Performance | 0.5892 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.34 | |||
| Downside Deviation | 2.27 | |||
| Coefficient Of Variation | 801.7 | |||
| Standard Deviation | 1.84 | |||
| Variance | 3.39 | |||
| Information Ratio | 0.0867 | |||
| Jensen Alpha | 0.1968 | |||
| Total Risk Alpha | 0.0828 | |||
| Sortino Ratio | 0.0703 | |||
| Treynor Ratio | 0.5792 | |||
| Maximum Drawdown | 11.73 | |||
| Value At Risk | (2.88) | |||
| Potential Upside | 2.76 | |||
| Downside Variance | 5.16 | |||
| Semi Variance | 1.8 | |||
| Expected Short fall | (1.82) | |||
| Skewness | 0.1412 | |||
| Kurtosis | 3.56 |
Somerset Trust Holding Backtested Returns
Somerset Trust appears to be very steady, given 3 months investment horizon. Somerset Trust Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Somerset Trust Holding, which you can use to evaluate the volatility of the company. Please review Somerset Trust's Coefficient Of Variation of 801.7, semi deviation of 1.34, and Risk Adjusted Performance of 0.1063 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Somerset Trust holds a performance score of 12. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Somerset Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Somerset Trust is expected to be smaller as well. Please check Somerset Trust's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Somerset Trust's existing price patterns will revert.
Auto-correlation | 0.47 |
Average predictability
Somerset Trust Holding has average predictability. Overlapping area represents the amount of predictability between Somerset Trust time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Somerset Trust Holding price movement. The serial correlation of 0.47 indicates that about 47.0% of current Somerset Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 4.59 |
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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.Other Information on Investing in Somerset Pink Sheet
Somerset Trust financial ratios help investors to determine whether Somerset 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 Somerset with respect to the benefits of owning Somerset Trust security.