Citba Financial Corp Stock Market Value
| CBAF Stock | USD 28.75 0.20 0.70% |
| Symbol | Citba |
Citba Financial '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 Citba Financial'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 Citba Financial.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Citba Financial on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Citba Financial Corp or generate 0.0% return on investment in Citba Financial over 90 days. Citba Financial is related to or competes with Huntington Bancshares, Huntington Bancshares, Comerica Incorporated, Western Alliance, Croghan Bancshares, Consumers Bancorp, and Community Bancorp. CITBA Financial Corporation operates as the holding company for Citizens Bank that provides various banking services in ... More
Citba Financial 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 Citba Financial'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 Citba Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.33 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.59 |
Citba Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citba Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citba Financial's standard deviation. In reality, there are many statistical measures that can use Citba Financial historical prices to predict the future Citba Financial's volatility.| Risk Adjusted Performance | 0.0179 | |||
| Jensen Alpha | 0.0041 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.2313 |
Citba Financial Corp Backtested Returns
At this point, Citba Financial is very steady. Citba Financial Corp secures Sharpe Ratio (or Efficiency) of 0.0458, which signifies that the company had a 0.0458 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Citba Financial Corp, which you can use to evaluate the volatility of the firm. Please confirm Citba Financial's Mean Deviation of 0.2901, risk adjusted performance of 0.0179, and Downside Deviation of 1.23 to double-check if the risk estimate we provide is consistent with the expected return of 0.03%. Citba Financial has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0297, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Citba Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Citba Financial is expected to be smaller as well. Citba Financial Corp right now shows a risk of 0.65%. Please confirm Citba Financial Corp potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Citba Financial Corp will be following its price patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
Citba Financial Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Citba Financial time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th 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 Citba Financial Corp price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Citba Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Citba Financial Corp lagged returns against current returns
Autocorrelation, which is Citba Financial 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 Citba Financial's otc stock expected returns. We can calculate the autocorrelation of Citba Financial returns to help us make a trade decision. For example, suppose you find that Citba Financial 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 |
Citba Financial 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 Citba Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citba Financial otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citba Financial otc stock over time.
Current vs Lagged Prices |
| Timeline |
Citba Financial Lagged Returns
When evaluating Citba Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citba Financial otc stock have on its future price. Citba Financial 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, Citba Financial autocorrelation shows the relationship between Citba Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in Citba Financial Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Citba OTC Stock
Citba Financial financial ratios help investors to determine whether Citba 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 Citba with respect to the benefits of owning Citba Financial security.