Luther Burbank Backtesting

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LBC -- USA Stock  

 Earnings Call  This Week

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Luther Burbank Corporation and determine expected loss or profit from investing in Luther Burbank over given investment horizon. Additionally see Luther Burbank Hype Analysis, Luther Burbank Correlation, Luther Burbank Valuation, Luther Burbank Volatility as well as analyze Luther Burbank Alpha and Beta and Luther Burbank Performance.
Horizon     30 Days    Login   to change

Luther Burbank 'What if' Analysis

October 23, 2019
No Change 0.00  0.0 
In 3 months and 1 day
January 21, 2020
If you would invest  0.00  in Luther Burbank on October 23, 2019 and sell it all today you would earn a total of 0.00 from holding Luther Burbank Corporation or generate 0.0% return on investment in Luther Burbank over 90 days. Luther Burbank is related to or competes with Byline Bancorp, FFBW, Bridgewater Bancshares, Coastal Financial, Esquire Financial, FB Financial, and FSB Bancorp. Luther Burbank Corporation operates as the bank holding company for Luther Burbank Savings that provides various banking...

Luther Burbank Upside/Downside Indicators

Downside Deviation1.07
Information Ratio(0.043908)
Maximum Drawdown7.42
Value At Risk(1.37)
Potential Upside2.78

Luther Burbank Market Premium Indicators

Risk Adjusted Performance0.0356
Jensen Alpha0.0613
Total Risk Alpha(0.23)
Sortino Ratio(0.049578)
Treynor Ratio2.37

Luther Burbank Backtested Returns

We consider Luther Burbank somewhat reliable. Luther Burbank has Sharpe Ratio of 0.0662 which conveys that the firm had 0.0662% of return per unit of risk over the last 3 months. Our philosophy towards estimating 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-seven technical indicators for Luther Burbank which you can use to evaluate future volatility of the firm. Please verify Luther Burbank Corporation Downside Deviation of 1.07, Mean Deviation of 0.8041 and Risk Adjusted Performance of 0.0356 to check out if risk estimate we provide are consistent with the epected return of 0.0818%. Luther Burbank has performance score of 4 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.0272 which conveys that as returns on market increase, Luther Burbank returns are expected to increase less than the market. However during bear market, the loss on holding Luther Burbank will be expected to be smaller as well. Although it is extremely important to respect Luther Burbank price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Luther Burbank technical indicators you can presently evaluate if the expected return of 0.0818% will be sustainable into the future. Luther Burbank right now secures a risk of 1.24%. Please verify Luther Burbank Corporation Maximum Drawdown, Skewness, Day Typical Price, as well as the relationship between Downside Variance and Daily Balance Of Power to decide if Luther Burbank Corporation will be following its current price movements.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.46 
correlation synergy

Average predictability

Luther Burbank Corporation has average predictability. Overlapping area represents the amount of predictability between Luther Burbank time series from October 23, 2019 to December 7, 2019 and December 7, 2019 to January 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 Luther Burbank price movement. The serial correlation of 0.46 indicates that about 46.0% of current Luther Burbank price fluctuation can be explain by its past prices.
Correlation Coefficient0.46
Spearman Rank Test0.08
Residual Average0.0
Price Variance0.03

Luther Burbank lagged returns against current returns

 Current and Lagged Values 

Luther Burbank regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Luther Burbank Lagged Returns

 Regressed Prices 

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Additionally see Luther Burbank Hype Analysis, Luther Burbank Correlation, Luther Burbank Valuation, Luther Burbank Volatility as well as analyze Luther Burbank Alpha and Beta and Luther Burbank Performance. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.