Liberty Northwest Bancorp Stock Market Value
| LBNW Stock | USD 5.35 0.00 0.00% |
| Symbol | Liberty |
Liberty Northwest '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 Liberty Northwest'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 Liberty Northwest.
| 09/04/2024 |
| 11/03/2024 |
If you would invest 0.00 in Liberty Northwest on September 4, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Northwest Bancorp or generate 0.0% return on investment in Liberty Northwest over 60 days. Liberty Northwest is related to or competes with National Capital, Banco De, Bancolombia, Magyar Bancorp, Berkshire Hills, Zions Bancorporation, and KeyCorp. Liberty Northwest Bancorp, Inc. operates as a bank holding company for Liberty Bank that provides various banking servic... More
Liberty Northwest 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 Liberty Northwest'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 Liberty Northwest Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0603 | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 1.74 |
Liberty Northwest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Northwest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Northwest's standard deviation. In reality, there are many statistical measures that can use Liberty Northwest historical prices to predict the future Liberty Northwest's volatility.| Risk Adjusted Performance | 0.1008 | |||
| Jensen Alpha | 0.1052 | |||
| Total Risk Alpha | 0.0435 | |||
| Treynor Ratio | 0.9019 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Liberty Northwest'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.
Liberty Northwest Bancorp Backtested Returns
At this stage we consider Liberty OTC Stock to be not too volatile. Liberty Northwest Bancorp has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Liberty Northwest, which you can use to evaluate the volatility of the firm. Please verify Liberty Northwest's Mean Deviation of 0.4214, risk adjusted performance of 0.1008, and Standard Deviation of 0.9383 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Liberty Northwest has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Liberty Northwest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Liberty Northwest is expected to be smaller as well. Liberty Northwest Bancorp right now secures a risk of 0.95%. Please verify Liberty Northwest Bancorp market risk adjusted performance, jensen alpha, as well as the relationship between the Jensen Alpha and rate of daily change , to decide if Liberty Northwest Bancorp will be following its current price movements.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Liberty Northwest Bancorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Liberty Northwest time series from 4th of September 2024 to 4th of October 2024 and 4th of October 2024 to 3rd of November 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 Liberty Northwest Bancorp price movement. The serial correlation of -0.16 indicates that over 16.0% of current Liberty Northwest price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Liberty Northwest Bancorp lagged returns against current returns
Autocorrelation, which is Liberty Northwest 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 Liberty Northwest's otc stock expected returns. We can calculate the autocorrelation of Liberty Northwest returns to help us make a trade decision. For example, suppose you find that Liberty Northwest 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 |
Liberty Northwest 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 Liberty Northwest otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Northwest otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Northwest otc stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Northwest Lagged Returns
When evaluating Liberty Northwest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Northwest otc stock have on its future price. Liberty Northwest 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, Liberty Northwest autocorrelation shows the relationship between Liberty Northwest otc stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Northwest Bancorp.
Regressed Prices |
| Timeline |
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Additional Tools for Liberty OTC Stock Analysis
When running Liberty Northwest's price analysis, check to measure Liberty Northwest's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Liberty Northwest is operating at the current time. Most of Liberty Northwest's value examination focuses on studying past and present price action to predict the probability of Liberty Northwest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liberty Northwest's price. Additionally, you may evaluate how the addition of Liberty Northwest to your portfolios can decrease your overall portfolio volatility.