Susquehanna Community Financial Stock Market Value
| SQCF Stock | USD 12.70 0.25 2.01% |
| Symbol | Susquehanna |
Susquehanna Community '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 Susquehanna Community'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 Susquehanna Community.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in Susquehanna Community on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Susquehanna Community Financial or generate 0.0% return on investment in Susquehanna Community over 300 days. Susquehanna Community is related to or competes with CCFNB Bancorp, Mifflinburg Bancorp, Woodlands Financial, Penns Woods, Main Street, First Keystone, and FNB. Susquehanna Community Financial, Inc. operates as a financial holding company that provides various financial services t... More
Susquehanna Community 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 Susquehanna Community'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 Susquehanna Community Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.0347 | |||
| Maximum Drawdown | 13.33 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 4.09 |
Susquehanna Community Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Susquehanna Community's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Susquehanna Community's standard deviation. In reality, there are many statistical measures that can use Susquehanna Community historical prices to predict the future Susquehanna Community's volatility.| Risk Adjusted Performance | 0.0709 | |||
| Jensen Alpha | 0.1341 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0373 | |||
| Treynor Ratio | 0.3244 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Susquehanna Community'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.
Susquehanna Community Backtested Returns
Susquehanna Community appears to be somewhat reliable, given 3 months investment horizon. Susquehanna Community owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0847, which indicates the firm had a 0.0847% return per unit of risk over the last 3 months. We have found thirty technical indicators for Susquehanna Community Financial, which you can use to evaluate the volatility of the company. Please review Susquehanna Community's Semi Deviation of 1.57, coefficient of variation of 1199.03, and Risk Adjusted Performance of 0.0709 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Susquehanna Community holds a performance score of 6. The entity has a beta of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Susquehanna Community's returns are expected to increase less than the market. However, during the bear market, the loss of holding Susquehanna Community is expected to be smaller as well. Please check Susquehanna Community's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Susquehanna Community's existing price patterns will revert.
Auto-correlation | 0.02 |
Virtually no predictability
Susquehanna Community Financial has virtually no predictability. Overlapping area represents the amount of predictability between Susquehanna Community time series from 1st of February 2024 to 30th of June 2024 and 30th of June 2024 to 27th 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 Susquehanna Community price movement. The serial correlation of 0.02 indicates that only 2.0% of current Susquehanna Community price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Susquehanna Community lagged returns against current returns
Autocorrelation, which is Susquehanna Community 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 Susquehanna Community's pink sheet expected returns. We can calculate the autocorrelation of Susquehanna Community returns to help us make a trade decision. For example, suppose you find that Susquehanna Community 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 |
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Susquehanna Community 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 Susquehanna Community pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Susquehanna Community pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Susquehanna Community pink sheet over time.
Current vs Lagged Prices |
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Susquehanna Community Lagged Returns
When evaluating Susquehanna Community's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Susquehanna Community pink sheet have on its future price. Susquehanna Community 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, Susquehanna Community autocorrelation shows the relationship between Susquehanna Community pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Susquehanna Community Financial.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Susquehanna Pink Sheet
Susquehanna Community financial ratios help investors to determine whether Susquehanna 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 Susquehanna with respect to the benefits of owning Susquehanna Community security.