Auburn Bancorp Stock Market Value
| ABBB Stock | USD 8.49 0.27 3.28% |
| Symbol | Auburn |
Auburn 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 Auburn Bancorp's pink sheet 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 Auburn Bancorp.
| 07/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in Auburn Bancorp on July 20, 2023 and sell it all today you would earn a total of 0.00 from holding Auburn Bancorp or generate 0.0% return on investment in Auburn Bancorp over 510 days. Auburn Bancorp is related to or competes with Freedom Bank, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, Via Renewables, and Bondbloxx ETF. Auburn Bancorp, Inc. operates as the holding company for Auburn Savings Bank, FSB that provides personal and business ba... More
Auburn 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 Auburn Bancorp's pink sheet 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 Auburn Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 16.45 | |||
| Potential Upside | 1.71 |
Auburn Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Auburn Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auburn Bancorp's standard deviation. In reality, there are many statistical measures that can use Auburn Bancorp historical prices to predict the future Auburn Bancorp's volatility.| Risk Adjusted Performance | 0.0139 | |||
| Jensen Alpha | 0.0096 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (1.77) |
Auburn Bancorp Backtested Returns
At this point, Auburn Bancorp is not too volatile. Auburn Bancorp secures Sharpe Ratio (or Efficiency) of 0.0118, which signifies that the company had a 0.0118% return per unit of standard deviation over the last 3 months. We have found twenty technical indicators for Auburn Bancorp, which you can use to evaluate the volatility of the firm. Please confirm Auburn Bancorp's mean deviation of 0.4882, and Risk Adjusted Performance of 0.0139 to double-check if the risk estimate we provide is consistent with the expected return of 0.0199%. The firm shows a Beta (market volatility) of -0.0051, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Auburn Bancorp are expected to decrease at a much lower rate. During the bear market, Auburn Bancorp is likely to outperform the market. Auburn Bancorp right now shows a risk of 1.7%. Please confirm Auburn Bancorp information ratio, skewness, and the relationship between the standard deviation and total risk alpha , to decide if Auburn Bancorp will be following its price patterns.
Auto-correlation | 0.38 |
Below average predictability
Auburn Bancorp has below average predictability. Overlapping area represents the amount of predictability between Auburn Bancorp time series from 20th of July 2023 to 31st of March 2024 and 31st of March 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Auburn Bancorp price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Auburn Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Auburn Bancorp lagged returns against current returns
Autocorrelation, which is Auburn Bancorp pink sheet'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 Auburn Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Auburn Bancorp returns to help us make a trade decision. For example, suppose you find that Auburn Bancorp has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Auburn 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 Auburn Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auburn Bancorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Auburn Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Auburn Bancorp Lagged Returns
When evaluating Auburn Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auburn Bancorp pink sheet have on its future price. Auburn 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, Auburn Bancorp autocorrelation shows the relationship between Auburn Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Auburn 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 Auburn Pink Sheet
Auburn Bancorp financial ratios help investors to determine whether Auburn Pink Sheet 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 Auburn with respect to the benefits of owning Auburn Bancorp security.