Security Federal Stock Market Value
| SFDL Stock | USD 27.00 1.00 3.57% |
| Symbol | Security |
Security Federal '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 Security Federal'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 Security Federal.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Security Federal on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Security Federal or generate 0.0% return on investment in Security Federal over 720 days. Security Federal is related to or competes with Citizens Financial, Farmers Bancorp, Alpine Banks, and First Financial. Security Federal Corporation operates as the bank holding company for Security Federal Bank that provides various bankin... More
Security Federal 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 Security Federal'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 Security Federal upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.42 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.81 |
Security Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Security Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Security Federal's standard deviation. In reality, there are many statistical measures that can use Security Federal historical prices to predict the future Security Federal's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.95) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Security Federal'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.
Security Federal Backtested Returns
As of now, Security Pink Sheet is very steady. Security Federal owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0037, which indicates the firm had a 0.0037% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Security Federal, which you can use to evaluate the volatility of the company. Please validate Security Federal's Risk Adjusted Performance of (0.01), variance of 0.5475, and Coefficient Of Variation of (13,025) to confirm if the risk estimate we provide is consistent with the expected return of 0.0028%. The entity has a beta of 0.0165, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Security Federal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Security Federal is expected to be smaller as well. Security Federal right now has a risk of 0.75%. Please validate Security Federal skewness, and the relationship between the total risk alpha and day median price , to decide if Security Federal will be following its existing price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Security Federal has very good reverse predictability. Overlapping area represents the amount of predictability between Security Federal time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Security Federal price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Security Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 4.26 |
Security Federal lagged returns against current returns
Autocorrelation, which is Security Federal 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 Security Federal's pink sheet expected returns. We can calculate the autocorrelation of Security Federal returns to help us make a trade decision. For example, suppose you find that Security Federal 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 |
Security Federal 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 Security Federal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Security Federal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Security Federal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Security Federal Lagged Returns
When evaluating Security Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Security Federal pink sheet have on its future price. Security Federal 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, Security Federal autocorrelation shows the relationship between Security Federal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Security Federal.
Regressed Prices |
| Timeline |
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Security Federal financial ratios help investors to determine whether Security 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 Security with respect to the benefits of owning Security Federal security.