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FSB Bancorp Risk Analysis And Volatility

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FSBC -- USA Stock  

USD 17.08  0.10  0.59%

We consider FSB Bancorp very steady. FSB Bancorp retains Efficiency (Sharpe Ratio) of 0.0229 which denotes the organization had 0.0229% 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-one technical indicators for FSB Bancorp which you can use to evaluate future volatility of the firm. Please confirm FSB Bancorp Coefficient Of Variation of 5055.5, Downside Deviation of 0.7115 and Market Risk Adjusted Performance of (0.007004) to check if risk estimate we provide are consistent with the epected return of 0.0134%.

90 Days Market Risk

Very steady

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Moves indifferently to market moves

FSB Bancorp Market Sensitivity

As returns on market increase, returns on owning FSB Bancorp are expected to decrease at a much smaller rate. During bear market, FSB Bancorp is likely to outperform the market.
3 Months Beta |Analyze FSB Bancorp Demand Trend
Check current 30 days FSB Bancorp correlation with market (DOW)
β = -0.1596

FSB Bancorp Central Daily Price Deviation

FSB Bancorp Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. FSB Bancorp Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

FSB Bancorp Projected Return Density Against Market

Given the investment horizon of 30 days, FSB Bancorp has beta of -0.1596 suggesting as returns on benchmark increase, returns on holding FSB Bancorp are expected to decrease at a much smaller rate. During bear market, however, FSB Bancorp is likely to outperform the market. Moreover, The company has an alpha of 0.0134 implying that it can potentially generate 0.0134% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Given the investment horizon of 30 days, the coefficient of variation of FSB Bancorp is 4358.84. The daily returns are destributed with a variance of 0.34 and standard deviation of 0.59. The mean deviation of FSB Bancorp is currently at 0.35. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.0134
β
Beta against DOW=0.16
σ
Overall volatility
=0.59
Ir
Information ratio =0.1

FSB Bancorp Return Volatility

the company inherits 0.5852% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.7895% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

FSB Bancorp Investment Opportunity

DOW has a standard deviation of returns of 0.79 and is 1.34 times more volatile than FSB Bancorp. of all equities and portfolios are less risky than FSB Bancorp. Compared to the overall equity markets, volatility of historical daily returns of FSB Bancorp is lower than 5 () of all global equities and portfolios over the last 30 days. Use FSB Bancorp to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of FSB Bancorp to be traded at $18.79 in 30 days. . As returns on market increase, returns on owning FSB Bancorp are expected to decrease at a much smaller rate. During bear market, FSB Bancorp is likely to outperform the market.

FSB Bancorp correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding FSB Bancorp Inc and equity matching DJI index in the same portfolio.

FSB Bancorp Current Risk Indicators

FSB Bancorp Suggested Diversification Pairs

Plese check Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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