Lyons Bancorp Stock Market Value
| LYBC Stock | USD 40.00 0.75 1.84% |
| Symbol | Lyons |
Lyons 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 Lyons Bancorp'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 Lyons Bancorp.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Lyons Bancorp on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Lyons Bancorp or generate 0.0% return on investment in Lyons Bancorp over 30 days. Lyons Bancorp is related to or competes with Freedom Bank, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, Via Renewables, and Bondbloxx ETF. Lyons Bancorp Inc., a financial holding company, provides a range of commercial and retail banking services to individua... More
Lyons 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 Lyons Bancorp'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 Lyons Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.43 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.75 |
Lyons Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyons Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyons Bancorp's standard deviation. In reality, there are many statistical measures that can use Lyons Bancorp historical prices to predict the future Lyons Bancorp's volatility.| Risk Adjusted Performance | 0.0593 | |||
| Jensen Alpha | 0.0727 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 8.64 |
Lyons Bancorp Backtested Returns
At this point, Lyons Bancorp is very steady. Lyons Bancorp has Sharpe Ratio of 0.0785, which conveys that the firm had a 0.0785% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lyons Bancorp, which you can use to evaluate the volatility of the firm. Please verify Lyons Bancorp's Risk Adjusted Performance of 0.0593, mean deviation of 0.4933, and Downside Deviation of 1.9 to check out if the risk estimate we provide is consistent with the expected return of 0.086%. Lyons Bancorp has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0085, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyons Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyons Bancorp is expected to be smaller as well. Lyons Bancorp right now secures a risk of 1.1%. Please verify Lyons Bancorp semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Lyons Bancorp will be following its current price movements.
Auto-correlation | 0.21 |
Weak predictability
Lyons Bancorp has weak predictability. Overlapping area represents the amount of predictability between Lyons Bancorp time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Lyons Bancorp price movement. The serial correlation of 0.21 indicates that over 21.0% of current Lyons Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Lyons Bancorp lagged returns against current returns
Autocorrelation, which is Lyons Bancorp 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 Lyons Bancorp's otc stock expected returns. We can calculate the autocorrelation of Lyons Bancorp returns to help us make a trade decision. For example, suppose you find that Lyons Bancorp 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 |
Lyons 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 Lyons Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyons Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyons Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Lyons Bancorp Lagged Returns
When evaluating Lyons Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyons Bancorp otc stock have on its future price. Lyons 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, Lyons Bancorp autocorrelation shows the relationship between Lyons Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Lyons 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.Other Information on Investing in Lyons OTC Stock
Lyons Bancorp financial ratios help investors to determine whether Lyons 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 Lyons with respect to the benefits of owning Lyons Bancorp security.