Eagle Financial Services Stock Market Value
| EFSI Stock | USD 30.58 0.43 1.43% |
| Symbol | Eagle |
Eagle 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 Eagle 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 Eagle Financial.
| 02/04/2025 |
| 05/05/2025 |
If you would invest 0.00 in Eagle Financial on February 4, 2025 and sell it all today you would earn a total of 0.00 from holding Eagle Financial Services or generate 0.0% return on investment in Eagle Financial over 90 days. Eagle Financial is related to or competes with Chesapeake Finl, PSB Holdings, Farmers Merchants, and First Financial. Eagle Financial Services, Inc. operates as the bank holding company for Bank of Clarke County that provides various reta... More
Eagle 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 Eagle 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 Eagle Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 14.51 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 1.43 |
Eagle Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eagle Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eagle Financial's standard deviation. In reality, there are many statistical measures that can use Eagle Financial historical prices to predict the future Eagle Financial's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Eagle 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.
Eagle Financial Services Backtested Returns
Eagle Financial Services secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11 % return per unit of risk over the last 3 months. Eagle Financial Services exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eagle Financial's Variance of 3.41, mean deviation of 1.02, and Standard Deviation of 1.85 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.67, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eagle Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eagle Financial is expected to be smaller as well. At this point, Eagle Financial Services has a negative expected return of -0.2%. Please make sure to confirm Eagle Financial's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Eagle Financial Services performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
Eagle Financial Services has average predictability. Overlapping area represents the amount of predictability between Eagle Financial time series from 4th of February 2025 to 21st of March 2025 and 21st of March 2025 to 5th of May 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 Eagle Financial Services price movement. The serial correlation of 0.48 indicates that about 48.0% of current Eagle Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.18 |
Eagle Financial Services lagged returns against current returns
Autocorrelation, which is Eagle 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 Eagle Financial's otc stock expected returns. We can calculate the autocorrelation of Eagle Financial returns to help us make a trade decision. For example, suppose you find that Eagle 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 |
Eagle 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 Eagle Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eagle 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 Eagle Financial otc stock over time.
Current vs Lagged Prices |
| Timeline |
Eagle Financial Lagged Returns
When evaluating Eagle Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eagle Financial otc stock have on its future price. Eagle 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, Eagle Financial autocorrelation shows the relationship between Eagle Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in Eagle Financial Services.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Eagle OTC Stock
Eagle Financial financial ratios help investors to determine whether Eagle 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 Eagle with respect to the benefits of owning Eagle Financial security.