Bank Of San Stock Market Value
| BSFO Stock | USD 27.45 0.15 0.55% |
| Symbol | Bank |
Bank of San Francisco '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 Bank of San Francisco's otc 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 Bank of San Francisco.
| 05/03/2025 |
| 08/01/2025 |
If you would invest 0.00 in Bank of San Francisco on May 3, 2025 and sell it all today you would earn a total of 0.00 from holding Bank of San or generate 0.0% return on investment in Bank of San Francisco over 90 days. Bank of San Francisco is related to or competes with Mountain Commerce, Community Heritage, National Capital, Prime Meridian, Private Bancorp, Coastal Carolina, and FineMark Holdings. Bank of San Francisco provides various banking products and services to businesses, nonprofits, entrepreneurs, professio... More
Bank of San Francisco 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 Bank of San Francisco's otc 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 Bank of San upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 6.29 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.2 |
Bank of San Francisco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank of San Francisco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank of San Francisco's standard deviation. In reality, there are many statistical measures that can use Bank of San Francisco historical prices to predict the future Bank of San Francisco's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.96) |
Bank of San Francisco Backtested Returns
Bank of San Francisco secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of risk over the last 3 months. Bank of San exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bank of San Francisco's Mean Deviation of 0.5187, standard deviation of 0.9936, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bank of San Francisco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of San Francisco is expected to be smaller as well. At this point, Bank of San Francisco has a negative expected return of -0.14%. Please make sure to confirm Bank of San Francisco's information ratio, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if Bank of San Francisco performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.62 |
Good predictability
Bank of San has good predictability. Overlapping area represents the amount of predictability between Bank of San Francisco time series from 3rd of May 2025 to 17th of June 2025 and 17th of June 2025 to 1st of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bank of San Francisco price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Bank of San Francisco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Bank of San Francisco lagged returns against current returns
Autocorrelation, which is Bank of San Francisco otc 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 Bank of San Francisco's otc stock expected returns. We can calculate the autocorrelation of Bank of San Francisco returns to help us make a trade decision. For example, suppose you find that Bank of San Francisco has exhibited high autocorrelation historically, and you observe that the otc 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 |
Bank of San Francisco 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 Bank of San Francisco otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank of San Francisco otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank of San Francisco otc stock over time.
Current vs Lagged Prices |
| Timeline |
Bank of San Francisco Lagged Returns
When evaluating Bank of San Francisco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank of San Francisco otc stock have on its future price. Bank of San Francisco 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, Bank of San Francisco autocorrelation shows the relationship between Bank of San Francisco otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bank of San.
Regressed Prices |
| Timeline |
Pair Trading with Bank of San Francisco
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Bank of San Francisco position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Bank of San Francisco will appreciate offsetting losses from the drop in the long position's value.Moving against Bank OTC Stock
| 0.89 | BNPQY | BNP Paribas SA | PairCorr |
| 0.87 | HDB | HDFC Bank Limited | PairCorr |
| 0.86 | CTDD | Qwest Corp 6 | PairCorr |
| 0.85 | CIHHF | China Merchants Bank | PairCorr |
| 0.83 | CTBB | Qwest Corp NT | PairCorr |
The ability to find closely correlated positions to Bank of San Francisco could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bank of San Francisco when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bank of San Francisco - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bank of San to buy it.
The correlation of Bank of San Francisco is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bank of San Francisco moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bank of San Francisco moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Bank of San Francisco can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Bank OTC Stock
Bank of San Francisco financial ratios help investors to determine whether Bank OTC Stock 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 Bank with respect to the benefits of owning Bank of San Francisco security.