FSB Bancorp Backtesting

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FSBC -- USA Stock  

USD 17.26  0.13  0.75%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of FSB Bancorp and determine expected loss or profit from investing in FSB Bancorp over given investment horizon. Please check FSB Bancorp Hype Analysis, FSB Bancorp Correlation, FSB Bancorp Valuation, FSB Bancorp Volatility as well as analyze FSB Bancorp Alpha and Beta and FSB Bancorp Performance.

FSB Bancorp 'What if' Analysis

November 23, 2019
No Change 0.00  0.0 
In 2 months and 31 days
February 21, 2020
If you would invest  0.00  in FSB Bancorp on November 23, 2019 and sell it all today you would earn a total of 0.00 from holding FSB Bancorp or generate 0.0% return on investment in FSB Bancorp over 90 days. FSB Bancorp is related to or competes with Byline Bancorp, FFBW, Bridgewater Bancshares, Coastal Financial, Esquire Financial, FB Financial, and FSB Bancorp. FSB Bancorp, Inc. operates as the bank holding company for Fairport Savings Bank that provides various financial product...

FSB Bancorp Upside/Downside Indicators

Downside Deviation0.6627
Information Ratio(0.07)
Maximum Drawdown4.57
Value At Risk(0.94)
Potential Upside1.11

FSB Bancorp Market Premium Indicators

Risk Adjusted Performance0.0461
Jensen Alpha0.0237
Total Risk Alpha(0.033297)
Sortino Ratio(0.07)
Treynor Ratio0.3625

FSB Bancorp Backtested Returns

We consider FSB Bancorp not too volatile. FSB Bancorp retains Efficiency (Sharpe Ratio) of 0.0672 which denotes the organization had 0.0672% of return per unit of risk over the last 3 months. Our approach towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for FSB Bancorp which you can use to evaluate future volatility of the firm. Please confirm FSB Bancorp Coefficient Of Variation of 1623.42, Downside Deviation of 0.6627 and Market Risk Adjusted Performance of 0.3725 to check if risk estimate we provide are consistent with the epected return of 0.0432%. FSB Bancorp has performance score of 4 on a scale of 0 to 100. The firm owns Beta (Systematic Risk) of 0.0828 which denotes to the fact that as returns on market increase, FSB Bancorp returns are expected to increase less than the market. However during bear market, the loss on holding FSB Bancorp will be expected to be smaller as well. Although it is extremely important to respect FSB Bancorp existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing FSB Bancorp technical indicators you can today evaluate if the expected return of 0.0432% will be sustainable into the future. FSB Bancorp now owns a risk of 0.6428%. Please confirm FSB Bancorp Downside Deviation, Treynor Ratio, Expected Short fall, as well as the relationship between Jensen Alpha and Potential Upside to decide if FSB Bancorp will be following its current price history.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.15) 
correlation synergy

Insignificant reverse predictability

FSB Bancorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between FSB Bancorp time series from November 23, 2019 to January 7, 2020 and January 7, 2020 to February 21, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FSB Bancorp price movement. The serial correlation of -0.15 indicates that less than 15.0% of current FSB Bancorp price fluctuation can be explain by its past prices. Given that FSB Bancorp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of FSB Bancorp for similar time interval.
Correlation Coefficient-0.15
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.01

FSB Bancorp lagged returns against current returns

 Current and Lagged Values 

FSB Bancorp regressed lagged prices vs. current prices

 Current vs Lagged Prices 

FSB Bancorp Lagged Returns

 Regressed Prices 

Current Sentiment - FSBC

FSB Bancorp Investor Sentiment

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Please check FSB Bancorp Hype Analysis, FSB Bancorp Correlation, FSB Bancorp Valuation, FSB Bancorp Volatility as well as analyze FSB Bancorp Alpha and Beta and FSB Bancorp Performance. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..