Commercial Bancshares Backtesting

CMOH -- 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 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
SymbolX
Backtest

Commercial Bancshares 'What if' Analysis

June 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 18, 2018
0.00
If you would invest  0.00  in Commercial Bancshares on June 18, 2018 and sell it all today you would earn a total of 0.00 from holding Commercial Bancshares or generate 0.0% return on investment in Commercial Bancshares over 30 days. Commercial Bancshares is related to or competes with MB Financial, First Financial, First Foundation, First Mid, Hills Bancorp, Farmers Merchants, and First Internet. 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 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 which you can use to evaluate future volatility of the firm. Please confirm Commercial Bancshares 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 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 technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Commercial Bancshares right now shows a risk of 0.0%. Please confirm Commercial Bancshares Information Ratio as well as the relationship between Value At Risk and Expected Short fall to decide if Commercial Bancshares 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 has no correlation between past and present. Overlapping area represents the amount of predictability between Commercial Bancshares time series from June 18, 2018 to July 3, 2018 and July 3, 2018 to July 18, 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 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 against current returns

 Current and Lagged Values 
      Timeline 

Commercial Bancshares regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Commercial Bancshares Lagged Returns

 Regressed Prices 
      Timeline 

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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Commercial Bancshares and MB Financial. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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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. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.