Vwf Bancorp Stock Market Value
| VWFB Stock | USD 14.80 0.20 1.37% |
| Symbol | VWF |
VWF 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 VWF 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 VWF Bancorp.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in VWF Bancorp on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding VWF Bancorp or generate 0.0% return on investment in VWF Bancorp over 180 days. VWF Bancorp is related to or competes with Bank Utica, Woodlands Financial, Grand River, Auburn Bancorp, Great Southern, First Bancorp, and First Merchants. VWF Bancorp, Inc. operates as the holding company for Van Wert Federal Savings Bank that primarily engages in originatin... More
VWF 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 VWF 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 VWF Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.93 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.76 |
VWF Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VWF Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VWF Bancorp's standard deviation. In reality, there are many statistical measures that can use VWF Bancorp historical prices to predict the future VWF Bancorp's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.59) |
VWF Bancorp Backtested Returns
VWF Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0493, which indicates the firm had a -0.0493 % return per unit of volatility over the last 3 months. VWF Bancorp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VWF Bancorp's variance of 1.16, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VWF Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding VWF Bancorp is expected to be smaller as well. At this point, VWF Bancorp has a negative expected return of -0.0457%. Please make sure to validate VWF Bancorp's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if VWF Bancorp performance from the past will be repeated at some future point.
Auto-correlation | 0.02 |
Virtually no predictability
VWF Bancorp has virtually no predictability. Overlapping area represents the amount of predictability between VWF Bancorp time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 VWF Bancorp price movement. The serial correlation of 0.02 indicates that only 2.0% of current VWF Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
VWF Bancorp lagged returns against current returns
Autocorrelation, which is VWF 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 VWF Bancorp's otc stock expected returns. We can calculate the autocorrelation of VWF Bancorp returns to help us make a trade decision. For example, suppose you find that VWF 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 |
VWF 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 VWF Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VWF 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 VWF Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
VWF Bancorp Lagged Returns
When evaluating VWF Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VWF Bancorp otc stock have on its future price. VWF 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, VWF Bancorp autocorrelation shows the relationship between VWF Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in VWF 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 VWF OTC Stock
VWF Bancorp financial ratios help investors to determine whether VWF 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 VWF with respect to the benefits of owning VWF Bancorp security.