Nasb Financial Stock Market Value
| NASB Stock | USD 35.60 0.40 1.11% |
| Symbol | NASB |
NASB 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 NASB 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 NASB Financial.
| 09/04/2025 |
| 12/03/2025 |
If you would invest 0.00 in NASB Financial on September 4, 2025 and sell it all today you would earn a total of 0.00 from holding NASB Financial or generate 0.0% return on investment in NASB Financial over 90 days. NASB Financial is related to or competes with Piedmont Office, Caribbean Utilities, SBM Offshore, Nobility Homes, and HomeTrust Bancshares,. NASB Financial, Inc. operates as a unitary thrift holding company for North American Savings Bank, F.S.B More
NASB 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 NASB 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 NASB Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7038 | |||
| Information Ratio | 0.013 | |||
| Maximum Drawdown | 3.15 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 1.21 |
NASB Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NASB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NASB Financial's standard deviation. In reality, there are many statistical measures that can use NASB Financial historical prices to predict the future NASB Financial's volatility.| Risk Adjusted Performance | 0.0866 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | 0.0174 | |||
| Sortino Ratio | 0.0105 | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NASB 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.
NASB Financial Backtested Returns
At this point, NASB Financial is very steady. NASB Financial has Sharpe Ratio of 0.0973, which conveys that the company had a 0.0973 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for NASB Financial, which you can use to evaluate the volatility of the entity. Please verify NASB Financial's mean deviation of 0.3762, and Downside Deviation of 0.7038 to check out if the risk estimate we provide is consistent with the expected return of 0.0552%. NASB Financial has a performance score of 7 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NASB Financial are expected to decrease at a much lower rate. During the bear market, NASB Financial is likely to outperform the market. NASB Financial currently secures a risk of 0.57%. Please verify NASB Financial skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if NASB Financial will be following its current price movements.
Auto-correlation | 0.48 |
Average predictability
NASB Financial has average predictability. Overlapping area represents the amount of predictability between NASB Financial time series from 4th of September 2025 to 19th of October 2025 and 19th of October 2025 to 3rd of December 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 NASB Financial price movement. The serial correlation of 0.48 indicates that about 48.0% of current NASB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
NASB Financial lagged returns against current returns
Autocorrelation, which is NASB 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 NASB Financial's otc stock expected returns. We can calculate the autocorrelation of NASB Financial returns to help us make a trade decision. For example, suppose you find that NASB 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 |
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NASB 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 NASB Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NASB 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 NASB Financial otc stock over time.
Current vs Lagged Prices |
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NASB Financial Lagged Returns
When evaluating NASB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NASB Financial otc stock have on its future price. NASB 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, NASB Financial autocorrelation shows the relationship between NASB Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in NASB Financial.
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 NASB OTC Stock
NASB Financial financial ratios help investors to determine whether NASB 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 NASB with respect to the benefits of owning NASB Financial security.