Commercewest Bank Stock Market Value
| CWBK Stock | USD 34.98 0.02 0.06% |
| Symbol | CommerceWest |
CommerceWest Bank '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 CommerceWest Bank'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 CommerceWest Bank.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in CommerceWest Bank on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding CommerceWest Bank or generate 0.0% return on investment in CommerceWest Bank over 90 days. CommerceWest Bank is related to or competes with Private Bancorp, Pacific Premier, Hanmi Financial, CVB Financial, First Foundation, Community Bancorp, and American Business. CW Bancorp operates as a holding company for CommerceWest Bank that provides various commercial banking services for sma... More
CommerceWest Bank 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 CommerceWest Bank'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 CommerceWest Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 2.13 |
CommerceWest Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CommerceWest Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CommerceWest Bank's standard deviation. In reality, there are many statistical measures that can use CommerceWest Bank historical prices to predict the future CommerceWest Bank's volatility.| Risk Adjusted Performance | 0.0435 | |||
| Jensen Alpha | 0.0703 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (2.84) |
CommerceWest Bank Backtested Returns
As of now, CommerceWest OTC Stock is very steady. CommerceWest Bank secures Sharpe Ratio (or Efficiency) of 0.065, which signifies that the company had a 0.065 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CommerceWest Bank, which you can use to evaluate the volatility of the firm. Please confirm CommerceWest Bank's Risk Adjusted Performance of 0.0435, mean deviation of 0.9584, and Downside Deviation of 2.09 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. CommerceWest Bank has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.024, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CommerceWest Bank are expected to decrease at a much lower rate. During the bear market, CommerceWest Bank is likely to outperform the market. CommerceWest Bank right now shows a risk of 1.56%. Please confirm CommerceWest Bank total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to decide if CommerceWest Bank will be following its price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
CommerceWest Bank has weak reverse predictability. Overlapping area represents the amount of predictability between CommerceWest Bank time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th 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 CommerceWest Bank price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current CommerceWest Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
CommerceWest Bank lagged returns against current returns
Autocorrelation, which is CommerceWest Bank 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 CommerceWest Bank's otc stock expected returns. We can calculate the autocorrelation of CommerceWest Bank returns to help us make a trade decision. For example, suppose you find that CommerceWest Bank 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 |
CommerceWest Bank 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 CommerceWest Bank otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CommerceWest Bank otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CommerceWest Bank otc stock over time.
Current vs Lagged Prices |
| Timeline |
CommerceWest Bank Lagged Returns
When evaluating CommerceWest Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CommerceWest Bank otc stock have on its future price. CommerceWest Bank 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, CommerceWest Bank autocorrelation shows the relationship between CommerceWest Bank otc stock current value and its past values and can show if there is a momentum factor associated with investing in CommerceWest Bank.
Regressed Prices |
| Timeline |
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CommerceWest Bank financial ratios help investors to determine whether CommerceWest 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 CommerceWest with respect to the benefits of owning CommerceWest Bank security.