Citizens Financial Corp Stock Market Value
| CIWV Stock | USD 20.26 0.01 0.05% |
| Symbol | Citizens |
Citizens 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 Citizens Financial's pink sheet 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 Citizens Financial.
| 10/01/2022 |
| 09/20/2024 |
If you would invest 0.00 in Citizens Financial on October 1, 2022 and sell it all today you would earn a total of 0.00 from holding Citizens Financial Corp or generate 0.0% return on investment in Citizens Financial over 720 days. Citizens Financial is related to or competes with Greenville Federal, First Ottawa, Coastal Carolina, First Bankers, North Dallas, Potomac Bancshares. Citizens Financial Corp. operates as the bank holding company for Citizens Bank of West Virginia, Inc More
Citizens 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 Citizens Financial's pink sheet 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 Citizens Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | 6.0E-4 | |||
| Maximum Drawdown | 15.39 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 2.58 |
Citizens Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citizens Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citizens Financial's standard deviation. In reality, there are many statistical measures that can use Citizens Financial historical prices to predict the future Citizens Financial's volatility.| Risk Adjusted Performance | 0.0569 | |||
| Jensen Alpha | 0.1355 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 3.0E-4 | |||
| Treynor Ratio | (0.70) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Citizens Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Citizens Financial Corp Backtested Returns
At this stage we consider Citizens Pink Sheet to be not too volatile. Citizens Financial Corp secures Sharpe Ratio (or Efficiency) of 0.0607, which signifies that the company had a 0.0607% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Citizens Financial Corp, which you can use to evaluate the volatility of the firm. Please confirm Citizens Financial's Downside Deviation of 3.74, mean deviation of 0.9457, and Risk Adjusted Performance of 0.0569 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Citizens Financial has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Citizens Financial are expected to decrease at a much lower rate. During the bear market, Citizens Financial is likely to outperform the market. Citizens Financial Corp right now shows a risk of 2.01%. Please confirm Citizens Financial Corp jensen alpha, potential upside, as well as the relationship between the Potential Upside and daily balance of power , to decide if Citizens Financial Corp will be following its price patterns.
Auto-correlation | 0.66 |
Good predictability
Citizens Financial Corp has good predictability. Overlapping area represents the amount of predictability between Citizens Financial time series from 1st of October 2022 to 26th of September 2023 and 26th of September 2023 to 20th of September 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Citizens Financial Corp price movement. The serial correlation of 0.66 indicates that around 66.0% of current Citizens Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Citizens Financial Corp lagged returns against current returns
Autocorrelation, which is Citizens Financial pink sheet'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 Citizens Financial's pink sheet expected returns. We can calculate the autocorrelation of Citizens Financial returns to help us make a trade decision. For example, suppose you find that Citizens Financial has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Citizens 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 Citizens Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citizens Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citizens Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Citizens Financial Lagged Returns
When evaluating Citizens Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citizens Financial pink sheet have on its future price. Citizens 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, Citizens Financial autocorrelation shows the relationship between Citizens Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Citizens Financial Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Citizens Pink Sheet Analysis
When running Citizens Financial's price analysis, check to measure Citizens Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Citizens Financial is operating at the current time. Most of Citizens Financial's value examination focuses on studying past and present price action to predict the probability of Citizens Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Citizens Financial's price. Additionally, you may evaluate how the addition of Citizens Financial to your portfolios can decrease your overall portfolio volatility.