American Riviera Bank Stock Market Value
| ARBV Stock | USD 19.87 0.02 0.10% |
| Symbol | American |
American Riviera '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 American Riviera'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 American Riviera.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in American Riviera on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding American Riviera Bank or generate 0.0% return on investment in American Riviera over 180 days. American Riviera is related to or competes with Invesco High, Blackrock Muniholdings, Nuveen California, MFS Investment, and Federated Premier. American Riviera Bancorp operates as a bank holding company for American Riviera Bank that provides a range of community... More
American Riviera 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 American Riviera'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 American Riviera Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6759 | |||
| Information Ratio | 0.0571 | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 1.49 |
American Riviera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Riviera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Riviera's standard deviation. In reality, there are many statistical measures that can use American Riviera historical prices to predict the future American Riviera's volatility.| Risk Adjusted Performance | 0.1814 | |||
| Jensen Alpha | 0.1316 | |||
| Total Risk Alpha | 0.0506 | |||
| Sortino Ratio | 0.0585 | |||
| Treynor Ratio | 0.7673 |
American Riviera Bank Backtested Returns
At this stage we consider American OTC Stock to be very steady. American Riviera Bank secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for American Riviera Bank, which you can use to evaluate the volatility of the firm. Please confirm American Riviera's mean deviation of 0.4696, and Risk Adjusted Performance of 0.1814 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. American Riviera has a performance score of 19 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, American Riviera's returns are expected to increase less than the market. However, during the bear market, the loss of holding American Riviera is expected to be smaller as well. American Riviera Bank right now shows a risk of 0.7%. Please confirm American Riviera Bank value at risk, and the relationship between the jensen alpha and skewness , to decide if American Riviera Bank will be following its price patterns.
Auto-correlation | 0.53 |
Modest predictability
American Riviera Bank has modest predictability. Overlapping area represents the amount of predictability between American Riviera time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 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 American Riviera Bank price movement. The serial correlation of 0.53 indicates that about 53.0% of current American Riviera price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
American Riviera Bank lagged returns against current returns
Autocorrelation, which is American Riviera 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 American Riviera's otc stock expected returns. We can calculate the autocorrelation of American Riviera returns to help us make a trade decision. For example, suppose you find that American Riviera 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 |
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American Riviera 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 American Riviera otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Riviera otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Riviera otc stock over time.
Current vs Lagged Prices |
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American Riviera Lagged Returns
When evaluating American Riviera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Riviera otc stock have on its future price. American Riviera 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, American Riviera autocorrelation shows the relationship between American Riviera otc stock current value and its past values and can show if there is a momentum factor associated with investing in American Riviera Bank.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for American OTC Stock Analysis
When running American Riviera's price analysis, check to measure American Riviera's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy American Riviera is operating at the current time. Most of American Riviera's value examination focuses on studying past and present price action to predict the probability of American Riviera's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Riviera's price. Additionally, you may evaluate how the addition of American Riviera to your portfolios can decrease your overall portfolio volatility.