Community Bancorp Of Stock Market Value
| CYSM Stock | USD 15.10 0.02 0.13% |
| Symbol | Community |
Community Bancorp '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 Community Bancorp'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 Community Bancorp.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in Community Bancorp on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Community Bancorp of or generate 0.0% return on investment in Community Bancorp over 90 days. Community Bancorp is related to or competes with Community Heritage, First Community, Neffs Bancorp, CommerceWest Bank, American Riviera, Mission Valley, and Century Financial. Community Bancorp of Santa Maria, through its subsidiary, Community Bank of Santa Maria, provides various banking produc... More
Community Bancorp 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 Community Bancorp'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 Community Bancorp of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.32 | |||
| Information Ratio | 0.1007 | |||
| Maximum Drawdown | 19.34 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.37 |
Community Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Community Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Community Bancorp's standard deviation. In reality, there are many statistical measures that can use Community Bancorp historical prices to predict the future Community Bancorp's volatility.| Risk Adjusted Performance | 0.1123 | |||
| Jensen Alpha | 0.323 | |||
| Total Risk Alpha | 0.0358 | |||
| Sortino Ratio | 0.0492 | |||
| Treynor Ratio | (1.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Community Bancorp'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.
Community Bancorp Backtested Returns
Community Bancorp appears to be not too volatile, given 3 months investment horizon. Community Bancorp secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Community Bancorp of, which you can use to evaluate the volatility of the firm. Please makes use of Community Bancorp's Downside Deviation of 4.32, mean deviation of 1.08, and Risk Adjusted Performance of 0.1123 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Community Bancorp holds a performance score of 12. The firm shows a Beta (market volatility) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Community Bancorp are expected to decrease at a much lower rate. During the bear market, Community Bancorp is likely to outperform the market. Please check Community Bancorp's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Community Bancorp's price patterns will revert.
Auto-correlation | 0.77 |
Good predictability
Community Bancorp of has good predictability. Overlapping area represents the amount of predictability between Community Bancorp time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th 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 Community Bancorp price movement. The serial correlation of 0.77 indicates that around 77.0% of current Community Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Community Bancorp lagged returns against current returns
Autocorrelation, which is Community Bancorp 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 Community Bancorp's otc stock expected returns. We can calculate the autocorrelation of Community Bancorp returns to help us make a trade decision. For example, suppose you find that Community Bancorp 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 |
Community Bancorp 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 Community Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Community Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Community Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Community Bancorp Lagged Returns
When evaluating Community Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Community Bancorp otc stock have on its future price. Community Bancorp 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, Community Bancorp autocorrelation shows the relationship between Community Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Community Bancorp of.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in Community OTC Stock
Community Bancorp financial ratios help investors to determine whether Community 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 Community with respect to the benefits of owning Community Bancorp security.