Ccsb Financial Corp Stock Market Value
| CCFC Stock | USD 11.69 0.21 1.76% |
| Symbol | CCSB |
CCSB 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 CCSB Financial'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 CCSB Financial.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in CCSB Financial on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding CCSB Financial Corp or generate 0.0% return on investment in CCSB Financial over 30 days. CCSB Financial is related to or competes with AmTrust Financial, Artisan Partners, Mesa Air, Corporacion America, Pentair PLC, Glacier Bancorp, and Porvair Plc. CCSB Financial Corp. operates as a financial holding company for Clay County Savings Bank that provides a range of banki... More
CCSB 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 CCSB Financial'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 CCSB Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 0.6024 |
CCSB Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CCSB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CCSB Financial's standard deviation. In reality, there are many statistical measures that can use CCSB Financial historical prices to predict the future CCSB Financial's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (2.01) |
CCSB Financial Corp Backtested Returns
CCSB Financial Corp secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15% return per unit of volatility over the last 3 months. CCSB Financial Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CCSB Financial's Mean Deviation of 0.4743, variance of 0.976, and Market Risk Adjusted Performance of (2.00) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0825, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CCSB Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding CCSB Financial is expected to be smaller as well. At this point, CCSB Financial Corp has a negative expected return of -0.16%. Please make sure to confirm CCSB Financial's treynor ratio, daily balance of power, price action indicator, as well as the relationship between the skewness and day median price , to decide if CCSB Financial Corp performance from the past will be repeated in the future.
Auto-correlation | 0.55 |
Modest predictability
CCSB Financial Corp has modest predictability. Overlapping area represents the amount of predictability between CCSB Financial time series from 29th of October 2024 to 13th of November 2024 and 13th of November 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 CCSB Financial Corp price movement. The serial correlation of 0.55 indicates that about 55.0% of current CCSB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
CCSB Financial Corp lagged returns against current returns
Autocorrelation, which is CCSB Financial 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 CCSB Financial's pink sheet expected returns. We can calculate the autocorrelation of CCSB Financial returns to help us make a trade decision. For example, suppose you find that CCSB Financial 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 |
CCSB 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 CCSB Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CCSB Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CCSB Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CCSB Financial Lagged Returns
When evaluating CCSB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CCSB Financial pink sheet have on its future price. CCSB 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, CCSB Financial autocorrelation shows the relationship between CCSB Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CCSB Financial Corp.
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 CCSB Pink Sheet
CCSB Financial financial ratios help investors to determine whether CCSB 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 CCSB with respect to the benefits of owning CCSB Financial security.