Mbt Bancshares Stock Market Value
| MBKL Stock | USD 20.58 0.58 2.90% |
| Symbol | MBT |
MBT Bancshares '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 MBT Bancshares' 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 MBT Bancshares.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in MBT Bancshares on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding MBT Bancshares or generate 0.0% return on investment in MBT Bancshares over 60 days. MBT Bancshares is related to or competes with Freedom Bank, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, Via Renewables, and Bondbloxx ETF. MBT Bancshares, Inc. operates as a bank holding company for the Metairie Bank and Trust Company that provides various ba... More
MBT Bancshares 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 MBT Bancshares' 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 MBT Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0343 | |||
| Maximum Drawdown | 5.18 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 2.52 |
MBT Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MBT Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MBT Bancshares' standard deviation. In reality, there are many statistical measures that can use MBT Bancshares historical prices to predict the future MBT Bancshares' volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 0.1597 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0198 | |||
| Treynor Ratio | 30.83 |
MBT Bancshares Backtested Returns
As of now, MBT Pink Sheet is very steady. MBT Bancshares has Sharpe Ratio of 0.13, which conveys that the company had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for MBT Bancshares, which you can use to evaluate the volatility of the entity. Please verify MBT Bancshares' downside deviation of 2.31, and Mean Deviation of 0.7754 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. MBT Bancshares has a performance score of 10 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of 0.0052, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MBT Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding MBT Bancshares is expected to be smaller as well. MBT Bancshares currently secures a risk of 1.39%. Please verify MBT Bancshares expected short fall, and the relationship between the value at risk and daily balance of power , to decide if MBT Bancshares will be following its current price movements.
Auto-correlation | 0.11 |
Insignificant predictability
MBT Bancshares has insignificant predictability. Overlapping area represents the amount of predictability between MBT Bancshares time series from 13th of October 2024 to 12th of November 2024 and 12th 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 MBT Bancshares price movement. The serial correlation of 0.11 indicates that less than 11.0% of current MBT Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
MBT Bancshares lagged returns against current returns
Autocorrelation, which is MBT Bancshares 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 MBT Bancshares' pink sheet expected returns. We can calculate the autocorrelation of MBT Bancshares returns to help us make a trade decision. For example, suppose you find that MBT Bancshares 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 |
MBT Bancshares 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 MBT Bancshares pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MBT Bancshares pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MBT Bancshares pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MBT Bancshares Lagged Returns
When evaluating MBT Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MBT Bancshares pink sheet have on its future price. MBT Bancshares 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, MBT Bancshares autocorrelation shows the relationship between MBT Bancshares pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MBT Bancshares.
Regressed Prices |
| Timeline |
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MBT Bancshares financial ratios help investors to determine whether MBT 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 MBT with respect to the benefits of owning MBT Bancshares security.