Citizens Bancorp Of Stock Market Value
| CZBT Stock | USD 31.00 0.00 0.00% |
| Symbol | Citizens |
Citizens 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 Citizens 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 Citizens Bancorp.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Citizens Bancorp on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Citizens Bancorp of or generate 0.0% return on investment in Citizens Bancorp over 720 days. Citizens Bancorp is related to or competes with Western Asset, Invesco Trust, Logan Ridge, Invesco Advantage, Invesco Municipal, Rand Capital, and Noah Holdings. Citizens Bancorp of Virginia, Inc. operates as the bank holding company for Citizens Bank and Trust Company that provide... More
Citizens 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 Citizens 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 Citizens Bancorp of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | 0.052 | |||
| Maximum Drawdown | 7.23 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.48 |
Citizens Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citizens Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citizens Bancorp's standard deviation. In reality, there are many statistical measures that can use Citizens Bancorp historical prices to predict the future Citizens Bancorp's volatility.| Risk Adjusted Performance | 0.1219 | |||
| Jensen Alpha | 0.1631 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0255 | |||
| Treynor Ratio | 0.7253 |
Citizens Bancorp Backtested Returns
Citizens Bancorp appears to be very steady, given 3 months investment horizon. Citizens Bancorp secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Citizens Bancorp of, which you can use to evaluate the volatility of the firm. Please makes use of Citizens Bancorp's Downside Deviation of 2.76, mean deviation of 0.8529, and Risk Adjusted Performance of 0.1219 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Citizens Bancorp holds a performance score of 14. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Citizens Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Citizens Bancorp is expected to be smaller as well. Please check Citizens Bancorp's value at risk, as well as the relationship between the skewness and relative strength index , to make a quick decision on whether Citizens Bancorp's price patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
Citizens Bancorp of has poor reverse predictability. Overlapping area represents the amount of predictability between Citizens Bancorp time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Citizens Bancorp price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Citizens Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 1.29 |
Citizens Bancorp lagged returns against current returns
Autocorrelation, which is Citizens 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 Citizens Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Citizens Bancorp returns to help us make a trade decision. For example, suppose you find that Citizens 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 |
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Citizens 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 Citizens Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citizens 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 Citizens Bancorp pink sheet over time.
Current vs Lagged Prices |
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Citizens Bancorp Lagged Returns
When evaluating Citizens Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citizens Bancorp pink sheet have on its future price. Citizens 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, Citizens Bancorp autocorrelation shows the relationship between Citizens Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Citizens Bancorp of.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Citizens Pink Sheet Analysis
When running Citizens Bancorp's price analysis, check to measure Citizens Bancorp'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 Citizens Bancorp is operating at the current time. Most of Citizens Bancorp's value examination focuses on studying past and present price action to predict the probability of Citizens Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Citizens Bancorp's price. Additionally, you may evaluate how the addition of Citizens Bancorp to your portfolios can decrease your overall portfolio volatility.