Hamlin Bank And Stock Market Value
| HMLN Stock | USD 180.00 5.00 2.86% |
| Symbol | Hamlin |
Hamlin 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 Hamlin Bank'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 Hamlin Bank.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Hamlin Bank on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Hamlin Bank and or generate 0.0% return on investment in Hamlin Bank over 90 days. Hamlin Bank is related to or competes with Apollo Bancorp, Community Bankers, FNB, Highlands Bankshares, HCB Financial, Harford Bank, and Honat Bancorp. Hamlin Bank and Trust Company provides various financial and trust services in Northwestern Pennsylvania More
Hamlin 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 Hamlin Bank'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 Hamlin Bank and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 8.9 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 3.28 |
Hamlin Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hamlin Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hamlin Bank's standard deviation. In reality, there are many statistical measures that can use Hamlin Bank historical prices to predict the future Hamlin Bank's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0826 | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | 0.0926 |
Hamlin Bank Backtested Returns
Hamlin Bank holds Efficiency (Sharpe) Ratio of -0.0333, which attests that the entity had a -0.0333 % return per unit of risk over the last 3 months. Hamlin Bank exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hamlin Bank's Risk Adjusted Performance of (0.02), market risk adjusted performance of 0.1026, and Standard Deviation of 2.02 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Hamlin Bank are expected to decrease at a much lower rate. During the bear market, Hamlin Bank is likely to outperform the market. At this point, Hamlin Bank has a negative expected return of -0.0662%. Please make sure to check out Hamlin Bank's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Hamlin Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.06 |
Very weak reverse predictability
Hamlin Bank and has very weak reverse predictability. Overlapping area represents the amount of predictability between Hamlin Bank time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 Hamlin Bank price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Hamlin Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 6.1 |
Hamlin Bank lagged returns against current returns
Autocorrelation, which is Hamlin Bank 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 Hamlin Bank's pink sheet expected returns. We can calculate the autocorrelation of Hamlin Bank returns to help us make a trade decision. For example, suppose you find that Hamlin Bank 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 |
Hamlin 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 Hamlin Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hamlin Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hamlin Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hamlin Bank Lagged Returns
When evaluating Hamlin Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hamlin Bank pink sheet have on its future price. Hamlin 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, Hamlin Bank autocorrelation shows the relationship between Hamlin Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hamlin Bank and.
Regressed Prices |
| Timeline |
Pair Trading with Hamlin Bank
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Hamlin Bank position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Hamlin Bank will appreciate offsetting losses from the drop in the long position's value.Moving against Hamlin Pink Sheet
| 0.63 | CIB | Bancolombia SA ADR | PairCorr |
| 0.62 | PKX | POSCO Holdings | PairCorr |
| 0.6 | FITBP | Fifth Third Bancorp | PairCorr |
| 0.57 | PTC | PTC Inc Earnings Call This Week | PairCorr |
| 0.52 | CTBB | Qwest Corp NT | PairCorr |
The ability to find closely correlated positions to Hamlin Bank could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Hamlin Bank when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Hamlin Bank - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Hamlin Bank and to buy it.
The correlation of Hamlin Bank is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Hamlin Bank moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Hamlin Bank moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Hamlin Bank can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Hamlin Pink Sheet
Hamlin Bank financial ratios help investors to determine whether Hamlin Pink Sheet 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 Hamlin with respect to the benefits of owning Hamlin Bank security.