Blueharbor Bank Stock Market Value
| BLHK Stock | USD 20.10 0.10 0.50% |
| Symbol | Blueharbor |
Blueharbor 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 Blueharbor Bank'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 Blueharbor Bank.
| 08/28/2024 |
| 09/27/2024 |
If you would invest 0.00 in Blueharbor Bank on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Blueharbor Bank or generate 0.0% return on investment in Blueharbor Bank over 30 days. Blueharbor Bank is related to or competes with CCSB Financial, Bank of Utica, First Community, BEO Bancorp, First Community, and Delhi Bank. blueharbor bank provides various banking products and services More
Blueharbor 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 Blueharbor Bank'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 Blueharbor Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.99 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.54 | |||
| Value At Risk | (8.17) | |||
| Potential Upside | 4.71 |
Blueharbor Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blueharbor Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blueharbor Bank's standard deviation. In reality, there are many statistical measures that can use Blueharbor Bank historical prices to predict the future Blueharbor Bank's volatility.| Risk Adjusted Performance | 0.0255 | |||
| Jensen Alpha | 0.1084 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Blueharbor Bank'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.
Blueharbor Bank Backtested Returns
As of now, Blueharbor OTC Stock is not too volatile. Blueharbor Bank secures Sharpe Ratio (or Efficiency) of 0.0128, which signifies that the company had a 0.0128% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Blueharbor Bank, which you can use to evaluate the volatility of the firm. Please confirm Blueharbor Bank's Downside Deviation of 7.99, risk adjusted performance of 0.0255, and Mean Deviation of 1.33 to double-check if the risk estimate we provide is consistent with the expected return of 0.0395%. Blueharbor Bank has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Blueharbor Bank are expected to decrease at a much lower rate. During the bear market, Blueharbor Bank is likely to outperform the market. Blueharbor Bank right now shows a risk of 3.09%. Please confirm Blueharbor Bank semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if Blueharbor Bank will be following its price patterns.
Auto-correlation | 0.43 |
Average predictability
Blueharbor Bank has average predictability. Overlapping area represents the amount of predictability between Blueharbor Bank time series from 28th of August 2024 to 12th of September 2024 and 12th of September 2024 to 27th of September 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blueharbor Bank price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Blueharbor Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Blueharbor Bank lagged returns against current returns
Autocorrelation, which is Blueharbor Bank 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 Blueharbor Bank's otc stock expected returns. We can calculate the autocorrelation of Blueharbor Bank returns to help us make a trade decision. For example, suppose you find that Blueharbor Bank 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 |
Blueharbor 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 Blueharbor Bank otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blueharbor Bank otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blueharbor Bank otc stock over time.
Current vs Lagged Prices |
| Timeline |
Blueharbor Bank Lagged Returns
When evaluating Blueharbor Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blueharbor Bank otc stock have on its future price. Blueharbor 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, Blueharbor Bank autocorrelation shows the relationship between Blueharbor Bank otc stock current value and its past values and can show if there is a momentum factor associated with investing in Blueharbor Bank.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Blueharbor OTC Stock
Blueharbor Bank financial ratios help investors to determine whether Blueharbor 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 Blueharbor with respect to the benefits of owning Blueharbor Bank security.