Lewis Clark Bancorp Stock Market Value
| LWCL Stock | USD 30.00 0.00 0.00% |
| Symbol | Lewis |
Lewis Clark '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 Lewis Clark'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 Lewis Clark.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Lewis Clark on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Lewis Clark Bancorp or generate 0.0% return on investment in Lewis Clark over 30 days. Lewis Clark is related to or competes with Old Republic, Daily Journal, Ihuman, Fidus Investment, and Afya. Lewis Clark Bancorp operates as the holding company for Lewis Clark Bank that provides various commercial banking produc... More
Lewis Clark 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 Lewis Clark'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 Lewis Clark Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1238 | |||
| Maximum Drawdown | 5.26 | |||
| Potential Upside | 1.79 |
Lewis Clark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lewis Clark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lewis Clark's standard deviation. In reality, there are many statistical measures that can use Lewis Clark historical prices to predict the future Lewis Clark's volatility.| Risk Adjusted Performance | 0.1844 | |||
| Jensen Alpha | 0.2117 | |||
| Total Risk Alpha | 0.0875 | |||
| Treynor Ratio | (14.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lewis Clark's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lewis Clark Bancorp Backtested Returns
Lewis Clark appears to be very steady, given 3 months investment horizon. Lewis Clark Bancorp has Sharpe Ratio of 0.26, which conveys that the firm had a 0.26% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Lewis Clark, which you can use to evaluate the volatility of the firm. Please exercise Lewis Clark's Standard Deviation of 0.8755, mean deviation of 0.4081, and Risk Adjusted Performance of 0.1844 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lewis Clark holds a performance score of 20. The company secures a Beta (Market Risk) of -0.015, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lewis Clark are expected to decrease at a much lower rate. During the bear market, Lewis Clark is likely to outperform the market. Please check Lewis Clark's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and kurtosis , to make a quick decision on whether Lewis Clark's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Lewis Clark Bancorp has no correlation between past and present. Overlapping area represents the amount of predictability between Lewis Clark time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Lewis Clark Bancorp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Lewis Clark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lewis Clark Bancorp lagged returns against current returns
Autocorrelation, which is Lewis Clark 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 Lewis Clark's pink sheet expected returns. We can calculate the autocorrelation of Lewis Clark returns to help us make a trade decision. For example, suppose you find that Lewis Clark 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 |
Lewis Clark 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 Lewis Clark pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lewis Clark pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lewis Clark pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lewis Clark Lagged Returns
When evaluating Lewis Clark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lewis Clark pink sheet have on its future price. Lewis Clark 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, Lewis Clark autocorrelation shows the relationship between Lewis Clark pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lewis Clark Bancorp.
Regressed Prices |
| Timeline |
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Lewis Clark financial ratios help investors to determine whether Lewis 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 Lewis with respect to the benefits of owning Lewis Clark security.