Five Star Bancorp Stock Market Value
| FSBC Stock | USD 32.71 0.40 1.21% |
| Symbol | Five |
Five Star Bancorp 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 Five Star. If investors know Five 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 Five Star 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 (0.19) | Dividend Share 0.8 | Earnings Share 2.26 | Revenue Per Share 5.91 | Quarterly Revenue Growth 0.043 |
The market value of Five Star Bancorp is measured differently than its book value, which is the value of Five that is recorded on the company's balance sheet. Investors also form their own opinion of Five Star's value that differs from its market value or its book value, called intrinsic value, which is Five Star'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 Five Star's market value can be influenced by many factors that don't directly affect Five Star'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 Five Star's value and its price as these two are different measures arrived at by different means. Investors typically determine if Five Star is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Star'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.
Five Star '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 Five Star'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 Five Star.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Five Star on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Five Star Bancorp or generate 0.0% return on investment in Five Star over 30 days. Five Star is related to or competes with Community West, First Northwest, Home Federal, First Financial, Chemung Financial, First Community, and Oak Valley. Five Star Bancorp operates as the bank holding company for Five Star Bank that provides a range of banking products and ... More
Five Star 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 Five Star'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 Five Star Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.044 | |||
| Maximum Drawdown | 13.52 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 2.64 |
Five Star Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Star's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Star's standard deviation. In reality, there are many statistical measures that can use Five Star historical prices to predict the future Five Star's volatility.| Risk Adjusted Performance | 0.0811 | |||
| Jensen Alpha | 0.0032 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0532 | |||
| Treynor Ratio | 0.105 |
Five Star Bancorp Backtested Returns
Five Star appears to be very steady, given 3 months investment horizon. Five Star Bancorp secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for Five Star Bancorp, which you can use to evaluate the volatility of the firm. Please utilize Five Star's Mean Deviation of 1.42, coefficient of variation of 1020.82, and Downside Deviation of 1.74 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Five Star holds a performance score of 9. The firm shows a Beta (market volatility) of 1.86, which means 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, Five Star will likely underperform. Please check Five Star's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Five Star's price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Five Star Bancorp has modest predictability. Overlapping area represents the amount of predictability between Five Star time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Five Star Bancorp price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Five Star price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Five Star Bancorp lagged returns against current returns
Autocorrelation, which is Five Star 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 Five Star's stock expected returns. We can calculate the autocorrelation of Five Star returns to help us make a trade decision. For example, suppose you find that Five Star 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 |
Five Star 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 Five Star stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five Star stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five Star stock over time.
Current vs Lagged Prices |
| Timeline |
Five Star Lagged Returns
When evaluating Five Star's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five Star stock have on its future price. Five Star 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, Five Star autocorrelation shows the relationship between Five Star stock current value and its past values and can show if there is a momentum factor associated with investing in Five Star Bancorp.
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 Five Star Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Five Star'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 Five Star Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Five Star Bancorp Stock:Check out Five Star Correlation, Five Star Volatility and Five Star Alpha and Beta module to complement your research on Five Star. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Five Star 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.