Sturgis Bancorp Stock Market Value
| STBI Stock | USD 21.47 0.37 1.75% |
| Symbol | Sturgis |
Sturgis 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 Sturgis Bancorp's otc 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 Sturgis Bancorp.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Sturgis Bancorp on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Sturgis Bancorp or generate 0.0% return on investment in Sturgis Bancorp over 30 days. Sturgis Bancorp is related to or competes with West Shore, Denali Bancorporation, HCB Financial, Lumbee Guaranty, MBT Bancshares, Infinity Bank, and Home Loan. Sturgis Bancorp, Inc. operates as the bank holding company for Sturgis Bank Trust Company that provides banking products... More
Sturgis 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 Sturgis Bancorp's otc 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 Sturgis Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0359 | |||
| Maximum Drawdown | 11.85 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.07 |
Sturgis Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sturgis Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sturgis Bancorp's standard deviation. In reality, there are many statistical measures that can use Sturgis Bancorp historical prices to predict the future Sturgis Bancorp's volatility.| Risk Adjusted Performance | 0.0774 | |||
| Jensen Alpha | 0.1143 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0387 | |||
| Treynor Ratio | 0.4639 |
Sturgis Bancorp Backtested Returns
Sturgis Bancorp is very steady at the moment. Sturgis Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.097, which indicates the firm had a 0.097 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sturgis Bancorp, which you can use to evaluate the volatility of the company. Please validate Sturgis Bancorp's Semi Deviation of 0.8558, coefficient of variation of 1030.46, and Risk Adjusted Performance of 0.0774 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sturgis Bancorp has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sturgis Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sturgis Bancorp is expected to be smaller as well. Sturgis Bancorp right now has a risk of 1.54%. Please validate Sturgis Bancorp skewness, and the relationship between the potential upside and rate of daily change , to decide if Sturgis Bancorp will be following its existing price patterns.
Auto-correlation | 0.20 |
Weak predictability
Sturgis Bancorp has weak predictability. Overlapping area represents the amount of predictability between Sturgis Bancorp time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Sturgis Bancorp price movement. The serial correlation of 0.2 indicates that over 20.0% of current Sturgis Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Sturgis Bancorp lagged returns against current returns
Autocorrelation, which is Sturgis Bancorp otc 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 Sturgis Bancorp's otc stock expected returns. We can calculate the autocorrelation of Sturgis Bancorp returns to help us make a trade decision. For example, suppose you find that Sturgis Bancorp has exhibited high autocorrelation historically, and you observe that the otc 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 |
Sturgis 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 Sturgis Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sturgis Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sturgis Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sturgis Bancorp Lagged Returns
When evaluating Sturgis Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sturgis Bancorp otc stock have on its future price. Sturgis 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, Sturgis Bancorp autocorrelation shows the relationship between Sturgis Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sturgis Bancorp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sturgis OTC Stock
Sturgis Bancorp financial ratios help investors to determine whether Sturgis OTC Stock 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 Sturgis with respect to the benefits of owning Sturgis Bancorp security.