Cib Marine Bancshares Stock Market Value
| CIBH Stock | USD 28.96 0.00 0.00% |
| Symbol | CIB |
CIB Marine '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 CIB Marine'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 CIB Marine.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in CIB Marine on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding CIB Marine Bancshares or generate 0.0% return on investment in CIB Marine over 720 days. CIB Marine is related to or competes with First Hawaiian, Central Pacific, Territorial Bancorp, Comerica, Bank of Hawaii, Lloyds Banking, and Zions Bancorporation. CIB Marine Bancshares, Inc. operates as the bank holding company for CIBM Bank that provides commercial banking services... More
CIB Marine 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 CIB Marine'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 CIB Marine Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | 0.1614 | |||
| Maximum Drawdown | 27.31 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 4.63 |
CIB Marine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIB Marine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CIB Marine's standard deviation. In reality, there are many statistical measures that can use CIB Marine historical prices to predict the future CIB Marine's volatility.| Risk Adjusted Performance | 0.159 | |||
| Jensen Alpha | 0.69 | |||
| Total Risk Alpha | 0.1544 | |||
| Sortino Ratio | 0.2127 | |||
| Treynor Ratio | (2.72) |
CIB Marine Bancshares Backtested Returns
CIB Marine appears to be not too volatile, given 3 months investment horizon. CIB Marine Bancshares retains Efficiency (Sharpe Ratio) of 0.2, which signifies that the company had a 0.2% return per unit of risk over the last 3 months. By examining CIB Marine's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please makes use of CIB Marine's coefficient of variation of 505.05, and Market Risk Adjusted Performance of (2.71) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CIB Marine holds a performance score of 15. The firm owns a Beta (Systematic Risk) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CIB Marine are expected to decrease at a much lower rate. During the bear market, CIB Marine is likely to outperform the market. Please check CIB Marine's semi deviation, sortino ratio, semi variance, as well as the relationship between the information ratio and value at risk , to make a quick decision on whether CIB Marine's current price history will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
CIB Marine Bancshares has poor reverse predictability. Overlapping area represents the amount of predictability between CIB Marine time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 CIB Marine Bancshares price movement. The serial correlation of -0.37 indicates that just about 37.0% of current CIB Marine price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 10.09 |
CIB Marine Bancshares lagged returns against current returns
Autocorrelation, which is CIB Marine 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 CIB Marine's otc stock expected returns. We can calculate the autocorrelation of CIB Marine returns to help us make a trade decision. For example, suppose you find that CIB Marine 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 |
| Timeline |
CIB Marine 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 CIB Marine otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CIB Marine otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CIB Marine otc stock over time.
Current vs Lagged Prices |
| Timeline |
CIB Marine Lagged Returns
When evaluating CIB Marine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CIB Marine otc stock have on its future price. CIB Marine 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, CIB Marine autocorrelation shows the relationship between CIB Marine otc stock current value and its past values and can show if there is a momentum factor associated with investing in CIB Marine Bancshares.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CIB OTC Stock
CIB Marine financial ratios help investors to determine whether CIB OTC Stock 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 CIB with respect to the benefits of owning CIB Marine security.