Orrstown Financial Services Stock Market Value
| ORRF Stock | USD 39.63 0.15 0.38% |
| Symbol | Orrstown |
Orrstown Financial 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 Orrstown Financial. If investors know Orrstown 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 Orrstown Financial 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 (0.22) | Dividend Share 0.83 | Earnings Share 1.36 | Revenue Per Share 11.803 | Quarterly Revenue Growth 0.575 |
The market value of Orrstown Financial is measured differently than its book value, which is the value of Orrstown that is recorded on the company's balance sheet. Investors also form their own opinion of Orrstown Financial's value that differs from its market value or its book value, called intrinsic value, which is Orrstown Financial'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 Orrstown Financial's market value can be influenced by many factors that don't directly affect Orrstown Financial'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 Orrstown Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Orrstown Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Orrstown Financial'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.
Orrstown Financial '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 Orrstown Financial'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 Orrstown Financial.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Orrstown Financial on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding Orrstown Financial Services or generate 0.0% return on investment in Orrstown Financial over 570 days. Orrstown Financial is related to or competes with Home Federal, LINKBANCORP, Rhinebeck Bancorp, Lake Shore, Community West, Oak Valley, and First Community. Orrstown Financial Services, Inc. operates as the holding company for Orrstown Bank that provides commercial banking and... More
Orrstown Financial 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 Orrstown Financial'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 Orrstown Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0392 | |||
| Maximum Drawdown | 12.95 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.74 |
Orrstown Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orrstown Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orrstown Financial's standard deviation. In reality, there are many statistical measures that can use Orrstown Financial historical prices to predict the future Orrstown Financial's volatility.| Risk Adjusted Performance | 0.091 | |||
| Jensen Alpha | 0.0179 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | 0.1279 |
Orrstown Financial Backtested Returns
At this point, Orrstown Financial is very steady. Orrstown Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Orrstown Financial, which you can use to evaluate the volatility of the company. Please check Orrstown Financial's Coefficient Of Variation of 896.84, risk adjusted performance of 0.091, and Semi Deviation of 1.01 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Orrstown Financial has a performance score of 8 on a scale of 0 to 100. The company holds a Beta of 1.43, which implies 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, Orrstown Financial will likely underperform. Orrstown Financial right now holds a risk of 1.77%. Please check Orrstown Financial potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Orrstown Financial will be following its historical price patterns.
Auto-correlation | 0.77 |
Good predictability
Orrstown Financial Services has good predictability. Overlapping area represents the amount of predictability between Orrstown Financial time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 to 29th of November 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 Orrstown Financial price movement. The serial correlation of 0.77 indicates that around 77.0% of current Orrstown Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 27.78 |
Orrstown Financial lagged returns against current returns
Autocorrelation, which is Orrstown Financial 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 Orrstown Financial's stock expected returns. We can calculate the autocorrelation of Orrstown Financial returns to help us make a trade decision. For example, suppose you find that Orrstown Financial 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 |
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Orrstown Financial 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 Orrstown Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orrstown Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orrstown Financial stock over time.
Current vs Lagged Prices |
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Orrstown Financial Lagged Returns
When evaluating Orrstown Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orrstown Financial stock have on its future price. Orrstown Financial 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, Orrstown Financial autocorrelation shows the relationship between Orrstown Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Orrstown Financial Services.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Orrstown Financial is a strong investment it is important to analyze Orrstown Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Orrstown Financial's future performance. For an informed investment choice regarding Orrstown Stock, refer to the following important reports:Check out Orrstown Financial Correlation, Orrstown Financial Volatility and Orrstown Financial Alpha and Beta module to complement your research on Orrstown Financial. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Orrstown Financial 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.