Nicolet Bankshares Stock Market Value
| NIC Stock | USD 126.39 0.44 0.35% |
| Symbol | Nicolet |
Nicolet Bankshares Price To Book Ratio
Is Regional Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Nicolet Bankshares. If investors know Nicolet will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Nicolet Bankshares listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.219 | Dividend Share 1.16 | Earnings Share 8.73 | Revenue Per Share | Quarterly Revenue Growth 0.133 |
The market value of Nicolet Bankshares is measured differently than its book value, which is the value of Nicolet that is recorded on the company's balance sheet. Investors also form their own opinion of Nicolet Bankshares' value that differs from its market value or its book value, called intrinsic value, which is Nicolet Bankshares' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Nicolet Bankshares' market value can be influenced by many factors that don't directly affect Nicolet Bankshares' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Nicolet Bankshares' value and its price as these two are different measures arrived at by different means. Investors typically determine if Nicolet Bankshares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nicolet Bankshares' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Nicolet Bankshares '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 Nicolet Bankshares' 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 Nicolet Bankshares.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Nicolet Bankshares on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Nicolet Bankshares or generate 0.0% return on investment in Nicolet Bankshares over 90 days. Nicolet Bankshares is related to or competes with Bank First, First Business, National Bank, OFG Bancorp, FB Financial, Amerant Bancorp, and Byline Bancorp. Nicolet Bankshares, Inc. operates as the bank holding company for Nicolet National Bank that provides banking products a... More
Nicolet Bankshares 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 Nicolet Bankshares' 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 Nicolet Bankshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.67 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.22 |
Nicolet Bankshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nicolet Bankshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nicolet Bankshares' standard deviation. In reality, there are many statistical measures that can use Nicolet Bankshares historical prices to predict the future Nicolet Bankshares' volatility.| Risk Adjusted Performance | 0.0444 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0644 |
Nicolet Bankshares Backtested Returns
At this point, Nicolet Bankshares is very steady. Nicolet Bankshares has Sharpe Ratio of 0.0565, which conveys that the firm had a 0.0565 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nicolet Bankshares, which you can use to evaluate the volatility of the firm. Please verify Nicolet Bankshares' Risk Adjusted Performance of 0.0444, mean deviation of 1.16, and Downside Deviation of 1.29 to check out if the risk estimate we provide is consistent with the expected return of 0.0994%. Nicolet Bankshares has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.16, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Nicolet Bankshares will likely underperform. Nicolet Bankshares right now secures a risk of 1.76%. Please verify Nicolet Bankshares coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to decide if Nicolet Bankshares will be following its current price movements.
Auto-correlation | -0.37 |
Poor reverse predictability
Nicolet Bankshares has poor reverse predictability. Overlapping area represents the amount of predictability between Nicolet Bankshares time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Nicolet Bankshares price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Nicolet Bankshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 26.45 |
Nicolet Bankshares lagged returns against current returns
Autocorrelation, which is Nicolet Bankshares 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 Nicolet Bankshares' stock expected returns. We can calculate the autocorrelation of Nicolet Bankshares returns to help us make a trade decision. For example, suppose you find that Nicolet Bankshares has exhibited high autocorrelation historically, and you observe that the 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 |
Nicolet Bankshares 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 Nicolet Bankshares stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nicolet Bankshares stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nicolet Bankshares stock over time.
Current vs Lagged Prices |
| Timeline |
Nicolet Bankshares Lagged Returns
When evaluating Nicolet Bankshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nicolet Bankshares stock have on its future price. Nicolet Bankshares 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, Nicolet Bankshares autocorrelation shows the relationship between Nicolet Bankshares stock current value and its past values and can show if there is a momentum factor associated with investing in Nicolet Bankshares.
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.When determining whether Nicolet Bankshares offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Nicolet Bankshares' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Nicolet Bankshares Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Nicolet Bankshares Stock:Check out Nicolet Bankshares Correlation, Nicolet Bankshares Volatility and Nicolet Bankshares Alpha and Beta module to complement your research on Nicolet Bankshares. For information on how to trade Nicolet Stock refer to our How to Trade Nicolet Stock guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Nicolet Bankshares technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.