Gouverneur Bancorp Stock Market Value
| GOVB Stock | USD 16.25 0.25 1.56% |
| Symbol | Gouverneur |
Gouverneur 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 Gouverneur 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 Gouverneur Bancorp.
| 08/31/2025 |
| 11/29/2025 |
If you would invest 0.00 in Gouverneur Bancorp on August 31, 2025 and sell it all today you would earn a total of 0.00 from holding Gouverneur Bancorp or generate 0.0% return on investment in Gouverneur Bancorp over 90 days. Gouverneur Bancorp is related to or competes with BV Financial,, Molson Coors, Suntory Beverage, Solvay Bank, National Beverage, and Bankwell Financial. Gouverneur Bancorp, Inc. operates as the holding company for Gouverneur Savings and Loan Association that provides vario... More
Gouverneur 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 Gouverneur 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 Gouverneur Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.12 | |||
| Information Ratio | 0.0838 | |||
| Maximum Drawdown | 11.96 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 3.52 |
Gouverneur Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gouverneur Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gouverneur Bancorp's standard deviation. In reality, there are many statistical measures that can use Gouverneur Bancorp historical prices to predict the future Gouverneur Bancorp's volatility.| Risk Adjusted Performance | 0.0904 | |||
| Jensen Alpha | 0.2115 | |||
| Total Risk Alpha | 0.0485 | |||
| Sortino Ratio | 0.049 | |||
| Treynor Ratio | 4.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gouverneur 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.
Gouverneur Bancorp Backtested Returns
At this point, Gouverneur Bancorp is not too volatile. Gouverneur Bancorp holds Efficiency (Sharpe) Ratio of 0.0754, which attests that the entity had a 0.0754 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Gouverneur Bancorp, which you can use to evaluate the volatility of the firm. Please check out Gouverneur Bancorp's Downside Deviation of 3.12, risk adjusted performance of 0.0904, and Market Risk Adjusted Performance of 4.01 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Gouverneur Bancorp has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0537, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gouverneur Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gouverneur Bancorp is expected to be smaller as well. Gouverneur Bancorp right now retains a risk of 1.65%. Please check out Gouverneur Bancorp expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Gouverneur Bancorp will be following its current trending patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
Gouverneur Bancorp has very good reverse predictability. Overlapping area represents the amount of predictability between Gouverneur Bancorp time series from 31st of August 2025 to 15th of October 2025 and 15th of October 2025 to 29th of November 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 Gouverneur Bancorp price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Gouverneur Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Gouverneur Bancorp lagged returns against current returns
Autocorrelation, which is Gouverneur 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 Gouverneur Bancorp's otc stock expected returns. We can calculate the autocorrelation of Gouverneur Bancorp returns to help us make a trade decision. For example, suppose you find that Gouverneur 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 |
Gouverneur 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 Gouverneur Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gouverneur 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 Gouverneur Bancorp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Gouverneur Bancorp Lagged Returns
When evaluating Gouverneur Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gouverneur Bancorp otc stock have on its future price. Gouverneur 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, Gouverneur Bancorp autocorrelation shows the relationship between Gouverneur Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Gouverneur Bancorp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Gouverneur OTC Stock
Gouverneur Bancorp financial ratios help investors to determine whether Gouverneur 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 Gouverneur with respect to the benefits of owning Gouverneur Bancorp security.