Bank Of Marin Stock Market Value
| BMRC Stock | USD 25.28 0.31 1.21% |
| Symbol | Bank |
Bank of Marin Price To Book Ratio
Is Regional Banks 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 Bank of Marin. If investors know Bank 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 Bank of Marin 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 (0.15) | Dividend Share 1 | Earnings Share (0.87) | Revenue Per Share 3.695 | Quarterly Revenue Growth 0.028 |
The market value of Bank of Marin is measured differently than its book value, which is the value of Bank that is recorded on the company's balance sheet. Investors also form their own opinion of Bank of Marin's value that differs from its market value or its book value, called intrinsic value, which is Bank of Marin'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 Bank of Marin's market value can be influenced by many factors that don't directly affect Bank of Marin'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 Bank of Marin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bank of Marin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bank of Marin'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.
Bank of Marin '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 Bank of Marin'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 Bank of Marin.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Bank of Marin on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Bank of Marin or generate 0.0% return on investment in Bank of Marin over 540 days. Bank of Marin is related to or competes with Community West, Heritage Financial, First Financial, Sierra Bancorp, First Financial, TriCo Bancshares, and Community Trust. Bank of Marin Bancorp operates as the holding company for Bank of Marin that provides a range of financial services prim... More
Bank of Marin 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 Bank of Marin'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 Bank of Marin upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.0936 | |||
| Maximum Drawdown | 19.54 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 4.26 |
Bank of Marin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of Marin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of Marin's standard deviation. In reality, there are many statistical measures that can use Bank of Marin historical prices to predict the future Bank of Marin's volatility.| Risk Adjusted Performance | 0.1135 | |||
| Jensen Alpha | 0.1079 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1393 | |||
| Treynor Ratio | 0.1617 |
Bank of Marin Backtested Returns
Bank of Marin appears to be not too volatile, given 3 months investment horizon. Bank of Marin secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bank of Marin, which you can use to evaluate the volatility of the firm. Please makes use of Bank of Marin's Downside Deviation of 1.87, risk adjusted performance of 0.1135, and Mean Deviation of 1.76 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bank of Marin holds a performance score of 9. The firm shows a Beta (market volatility) of 2.33, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bank of Marin will likely underperform. Please check Bank of Marin's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Bank of Marin's price patterns will revert.
Auto-correlation | -0.04 |
Very weak reverse predictability
Bank of Marin has very weak reverse predictability. Overlapping area represents the amount of predictability between Bank of Marin time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Bank of Marin price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Bank of Marin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 11.26 |
Bank of Marin lagged returns against current returns
Autocorrelation, which is Bank of Marin 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 Bank of Marin's stock expected returns. We can calculate the autocorrelation of Bank of Marin returns to help us make a trade decision. For example, suppose you find that Bank of Marin 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 |
Bank of Marin 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 Bank of Marin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of Marin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of Marin stock over time.
Current vs Lagged Prices |
| Timeline |
Bank of Marin Lagged Returns
When evaluating Bank of Marin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of Marin stock have on its future price. Bank of Marin 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, Bank of Marin autocorrelation shows the relationship between Bank of Marin stock current value and its past values and can show if there is a momentum factor associated with investing in Bank of Marin.
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.When determining whether Bank of Marin offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Bank of Marin's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bank Of Marin Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bank Of Marin Stock:Check out Bank of Marin Correlation, Bank of Marin Volatility and Bank of Marin Alpha and Beta module to complement your research on Bank of Marin. For information on how to trade Bank Stock refer to our How to Trade Bank Stock guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Bank of Marin 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.