University Bancorp Stock Market Value
| UNIB Stock | USD 19.06 0.12 0.63% |
| Symbol | University |
University 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 University 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 University Bancorp.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in University Bancorp on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding University Bancorp or generate 0.0% return on investment in University Bancorp over 30 days. University Bancorp is related to or competes with Westbury Bancorp, Boyle Bancorp, Katahdin Bankshares, BEO Bancorp, Cnb Community, Pinnacle Bankshares, and 1st Colonial. University Bancorp, Inc. operates as the bank holding company for University Bank that provides various personal, busine... More
University 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 University 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 University Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.1629 | |||
| Maximum Drawdown | 7.13 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.94 |
University Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for University Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as University Bancorp's standard deviation. In reality, there are many statistical measures that can use University Bancorp historical prices to predict the future University Bancorp's volatility.| Risk Adjusted Performance | 0.1704 | |||
| Jensen Alpha | 0.2528 | |||
| Total Risk Alpha | 0.1383 | |||
| Sortino Ratio | 0.1646 | |||
| Treynor Ratio | (2.53) |
University Bancorp Backtested Returns
University Bancorp appears to be very steady, given 3 months investment horizon. University Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for University Bancorp, which you can use to evaluate the volatility of the company. Please review University Bancorp's Semi Deviation of 0.0661, coefficient of variation of 421.55, and Risk Adjusted Performance of 0.1704 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, University Bancorp holds a performance score of 18. The entity has a beta of -0.0973, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning University Bancorp are expected to decrease at a much lower rate. During the bear market, University Bancorp is likely to outperform the market. Please check University Bancorp's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether University Bancorp's existing price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
University Bancorp has good predictability. Overlapping area represents the amount of predictability between University Bancorp time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 University Bancorp price movement. The serial correlation of 0.75 indicates that around 75.0% of current University Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
University Bancorp lagged returns against current returns
Autocorrelation, which is University 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 University Bancorp's otc stock expected returns. We can calculate the autocorrelation of University Bancorp returns to help us make a trade decision. For example, suppose you find that University 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 |
University 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 University Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if University 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 University Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
University Bancorp Lagged Returns
When evaluating University Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of University Bancorp otc stock have on its future price. University 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, University Bancorp autocorrelation shows the relationship between University Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in University 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.Other Information on Investing in University OTC Stock
University Bancorp financial ratios help investors to determine whether University 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 University with respect to the benefits of owning University Bancorp security.