Five Star Bancorp Stock Market Value
| FSBC Stock | USD 21.95 0.02 0.09% |
| Symbol | Five |
Five Star Bancorp Price To Book Ratio
Is Five Star's industry 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 Five Star. If investors know Five 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 Five Star 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 (0.18) | Earnings Share 2.78 | Revenue Per Share 6.664 | Quarterly Revenue Growth (0.06) | Return On Assets 0.014 |
The market value of Five Star Bancorp is measured differently than its book value, which is the value of Five that is recorded on the company's balance sheet. Investors also form their own opinion of Five Star's value that differs from its market value or its book value, called intrinsic value, which is Five Star'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 Five Star's market value can be influenced by many factors that don't directly affect Five Star'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 Five Star's value and its price as these two are different measures arrived at by different means. Investors typically determine if Five Star is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Star'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.
Five Star '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 Five Star'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 Five Star.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Five Star on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Five Star Bancorp or generate 0.0% return on investment in Five Star over 30 days. Five Star is related to or competes with Community West, HMN Financial, First Northwest, Cullman Bancorp, Home Federal, First Financial, and Chemung Financial. Five Star Bancorp operates as the bank holding company for Five Star Bank that provides a range of banking products and ... More
Five Star 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 Five Star'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 Five Star Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.55 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 2.28 |
Five Star Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Five Star's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Five Star's standard deviation. In reality, there are many statistical measures that can use Five Star historical prices to predict the future Five Star's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Five Star'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.
Five Star Bancorp Backtested Returns
Five Star Bancorp secures Sharpe Ratio (or Efficiency) of -0.0875, which denotes the company had a -0.0875% return per unit of risk over the last 3 months. Five Star Bancorp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Five Star's Variance of 4.34, standard deviation of 2.08, and Mean Deviation of 1.47 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.47, which means 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, Five Star will likely underperform. Five Star Bancorp has an expected return of -0.19%. Please make sure to confirm Five Star Bancorp daily balance of power, and the relationship between the skewness and day typical price , to decide if Five Star Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Five Star Bancorp has poor reverse predictability. Overlapping area represents the amount of predictability between Five Star time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Five Star Bancorp price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Five Star price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Five Star Bancorp lagged returns against current returns
Autocorrelation, which is Five Star 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 Five Star's stock expected returns. We can calculate the autocorrelation of Five Star returns to help us make a trade decision. For example, suppose you find that Five Star 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 |
| Timeline |
Five Star 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 Five Star stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Five Star stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Five Star stock over time.
Current vs Lagged Prices |
| Timeline |
Five Star Lagged Returns
When evaluating Five Star's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Five Star stock have on its future price. Five Star 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, Five Star autocorrelation shows the relationship between Five Star stock current value and its past values and can show if there is a momentum factor associated with investing in Five Star Bancorp.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Five Star in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Five Star's short interest history, or implied volatility extrapolated from Five Star options trading.
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Complementary Tools for Five Stock analysis
When running Five Star's price analysis, check to measure Five Star's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Five Star is operating at the current time. Most of Five Star's value examination focuses on studying past and present price action to predict the probability of Five Star's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Five Star's price. Additionally, you may evaluate how the addition of Five Star to your portfolios can decrease your overall portfolio volatility.
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Five Star 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.