Commercial Bancshares Backtesting

Commercial Bancshares Inc -- USA Stock  

USD 54.00  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Commercial Bancshares Inc and determine expected loss or profit from investing in Commercial Bancshares over given investment horizon. Check also Commercial Bancshares Hype Analysis, Commercial Bancshares Correlation, Commercial Bancshares Valuation, Commercial Bancshares Volatility as well as analyze Commercial Bancshares Alpha and Beta and Commercial Bancshares Performance
 Time Horizon     30 Days    Login   to change

Commercial Bancshares 'What if' Analysis

February 20, 2018
No Change 0.00  0.0%
In 31 days
March 22, 2018
If you would invest  0.00  in Commercial Bancshares on February 20, 2018 and sell it all today you would earn a total of 0.00 from holding Commercial Bancshares Inc or generate 0.0% return on investment in Commercial Bancshares over 30 days. Commercial Bancshares is related to or competes with Citigroup, Astoria Financial, Bank of New York, Byline Bancorp, Canadian Imperial, and Deutsche Bank. Commercial Bancshares, Inc. operates as the holding company for The Commercial Savings Bank that offer retail and commercial banking services primarily in Wyandot, Marion, and Hancock, Ohio.

Commercial Bancshares Upside/Downside Indicators


Commercial Bancshares Market Premium Indicators

Commercial Bancshares Inc lagged returns against current returns

 Current and Lagged Values 

Commercial Bancshares regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Commercial Bancshares Inc Backtested Returns

Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Commercial Bancshares Inc which you can use to evaluate future volatility of the firm. Please confirm Commercial Bancshares Inc to double-check if risk estimate we provide are consistent with the epected return of 0.0%. Commercial Bancshares has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Commercial Bancshares are completely uncorrelated. Although it is extremely important to respect Commercial Bancshares Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Commercial Bancshares Inc technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Commercial Bancshares Inc right now shows a risk of 0.0%. Please confirm Commercial Bancshares Inc Information Ratio as well as the relationship between Value At Risk and Expected Short fall to decide if Commercial Bancshares Inc will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Commercial Bancshares Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Commercial Bancshares time series from February 20, 2018 to March 7, 2018 and March 7, 2018 to March 22, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Commercial Bancshares Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Commercial Bancshares price fluctuation can be explain by its past prices.
Spearman Rank Test 1.0
Average Price 54.0
Lagged Average Price 54.0

Commercial Bancshares Lagged Returns

 Regressed Prices 

Commercial Bancshares Performance vs DOW

The median price of Commercial Bancshares for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 54.0 with a coefficient of variation of 77.37. The daily time series for the period is distributed with a sample standard deviation of 26.59, arithmetic mean of 34.36, and mean deviation of 24.99. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)