Waterstone Financial Stock Market Value
| WSBF Stock | USD 14.70 0.32 2.23% |
| Symbol | Waterstone |
Waterstone Financial Price To Book Ratio
Is Commercial & Residential Mortgage Finance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Waterstone Financial. If investors know Waterstone will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Waterstone Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.61 | Dividend Share 0.55 | Earnings Share 0.72 | Revenue Per Share | Quarterly Revenue Growth 0.02 |
The market value of Waterstone Financial is measured differently than its book value, which is the value of Waterstone that is recorded on the company's balance sheet. Investors also form their own opinion of Waterstone Financial's value that differs from its market value or its book value, called intrinsic value, which is Waterstone Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Waterstone Financial's market value can be influenced by many factors that don't directly affect Waterstone Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Waterstone Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Waterstone Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Waterstone Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Waterstone Financial '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 Waterstone Financial's 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 Waterstone Financial.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Waterstone Financial on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Waterstone Financial or generate 0.0% return on investment in Waterstone Financial over 30 days. Waterstone Financial is related to or competes with National Bank, Community West, Financial Institutions, Kearny Financial, Heritage Financial, Home Bancorp, and CB Financial. Waterstone Financial, Inc. operates as a bank holding company for WaterStone Bank SSB that provides various financial se... More
Waterstone Financial 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 Waterstone Financial's 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 Waterstone Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.71 | |||
| Value At Risk | (3.48) | |||
| Potential Upside | 2.59 |
Waterstone Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Waterstone Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Waterstone Financial's standard deviation. In reality, there are many statistical measures that can use Waterstone Financial historical prices to predict the future Waterstone Financial's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.10) |
Waterstone Financial Backtested Returns
Waterstone Financial shows Sharpe Ratio of -0.0176, which attests that the company had a -0.0176 % return per unit of risk over the last 3 months. Waterstone Financial exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Waterstone Financial's Market Risk Adjusted Performance of (0.09), standard deviation of 1.91, and Mean Deviation of 1.3 to validate the risk estimate we provide. The firm maintains a market beta of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Waterstone Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Waterstone Financial is expected to be smaller as well. At this point, Waterstone Financial has a negative expected return of -0.0347%. Please make sure to check out Waterstone Financial's accumulation distribution, as well as the relationship between the day typical price and relative strength index , to decide if Waterstone Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
Waterstone Financial has average predictability. Overlapping area represents the amount of predictability between Waterstone Financial time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th 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 Waterstone Financial price movement. The serial correlation of 0.48 indicates that about 48.0% of current Waterstone Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Waterstone Financial lagged returns against current returns
Autocorrelation, which is Waterstone Financial 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 Waterstone Financial's stock expected returns. We can calculate the autocorrelation of Waterstone Financial returns to help us make a trade decision. For example, suppose you find that Waterstone Financial has exhibited high autocorrelation historically, and you observe that the 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 |
Waterstone Financial 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 Waterstone Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Waterstone Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Waterstone Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Waterstone Financial Lagged Returns
When evaluating Waterstone Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Waterstone Financial stock have on its future price. Waterstone Financial 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, Waterstone Financial autocorrelation shows the relationship between Waterstone Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Waterstone Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Waterstone Financial is a strong investment it is important to analyze Waterstone Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Waterstone Financial's future performance. For an informed investment choice regarding Waterstone Stock, refer to the following important reports:Check out Waterstone Financial Correlation, Waterstone Financial Volatility and Waterstone Financial Alpha and Beta module to complement your research on Waterstone Financial. For more detail on how to invest in Waterstone Stock please use our How to Invest in Waterstone Financial guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Waterstone Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.