United Tennessee Bankshares Stock Market Value
| UNTN Stock | USD 22.26 0.48 2.20% |
| Symbol | United |
United Tennessee '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 United Tennessee'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 United Tennessee.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in United Tennessee on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding United Tennessee Bankshares or generate 0.0% return on investment in United Tennessee over 30 days. United Tennessee is related to or competes with Community Bankers, Tennessee Valley, Town Center, Harbor Bankshares, Gouverneur Bancorp, Fleetwood Bank, and Community Investors. United Tennessee Bankshares, Inc. operates as the holding company for Newport Federal Bank that provides various financi... More
United Tennessee 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 United Tennessee'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 United Tennessee Bankshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0779 | |||
| Maximum Drawdown | 5.86 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 1.53 |
United Tennessee Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Tennessee's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Tennessee's standard deviation. In reality, there are many statistical measures that can use United Tennessee historical prices to predict the future United Tennessee's volatility.| Risk Adjusted Performance | 0.1444 | |||
| Jensen Alpha | 0.1528 | |||
| Total Risk Alpha | 0.0552 | |||
| Treynor Ratio | (2.62) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of United Tennessee'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.
United Tennessee Ban Backtested Returns
As of now, United OTC Stock is very steady. United Tennessee Ban owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for United Tennessee Bankshares, which you can use to evaluate the volatility of the company. Please validate United Tennessee's Variance of 0.6707, coefficient of variation of 518.22, and Risk Adjusted Performance of 0.1444 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. United Tennessee has a performance score of 14 on a scale of 0 to 100. The entity has a beta of -0.0566, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning United Tennessee are expected to decrease at a much lower rate. During the bear market, United Tennessee is likely to outperform the market. United Tennessee Ban right now has a risk of 0.84%. Please validate United Tennessee variance, skewness, as well as the relationship between the Skewness and price action indicator , to decide if United Tennessee will be following its existing price patterns.
Auto-correlation | -1 |
Near perfect reversele predictability
United Tennessee Bankshares has near perfect reversele predictability. Overlapping area represents the amount of predictability between United Tennessee 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 United Tennessee Ban price movement. The serial correlation of -1.0 indicates that 100.0% of current United Tennessee price fluctuation can be explain by its past prices.
| Correlation Coefficient | -1.0 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
United Tennessee Ban lagged returns against current returns
Autocorrelation, which is United Tennessee 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 United Tennessee's otc stock expected returns. We can calculate the autocorrelation of United Tennessee returns to help us make a trade decision. For example, suppose you find that United Tennessee 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 |
United Tennessee 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 United Tennessee otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Tennessee otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Tennessee otc stock over time.
Current vs Lagged Prices |
| Timeline |
United Tennessee Lagged Returns
When evaluating United Tennessee's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Tennessee otc stock have on its future price. United Tennessee 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, United Tennessee autocorrelation shows the relationship between United Tennessee otc stock current value and its past values and can show if there is a momentum factor associated with investing in United Tennessee Bankshares.
Regressed Prices |
| Timeline |
Pair Trading with United Tennessee
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if United Tennessee position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in United Tennessee will appreciate offsetting losses from the drop in the long position's value.Moving together with United OTC Stock
| 0.83 | MUFG | Mitsubishi UFJ Financial Normal Trading | PairCorr |
| 0.78 | MBFJF | Mitsubishi UFJ Financial Normal Trading | PairCorr |
| 0.92 | SMFG | Sumitomo Mitsui Financial | PairCorr |
| 0.92 | SMFNF | Sumitomo Mitsui Financial | PairCorr |
Moving against United OTC Stock
The ability to find closely correlated positions to United Tennessee could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace United Tennessee when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back United Tennessee - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling United Tennessee Bankshares to buy it.
The correlation of United Tennessee is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as United Tennessee moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if United Tennessee Ban moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for United Tennessee can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in United OTC Stock
United Tennessee financial ratios help investors to determine whether United 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 United with respect to the benefits of owning United Tennessee security.