Embassy Bancorp Backtesting

Embassy Bancorp Inc -- USA Stock  

USD 14.9  0.05  0.33%

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

Embassy Bancorp 'What if' Analysis

September 19, 2017
No Change 0.00  0.0%
In 31 days
October 19, 2017
If you would invest  0.00  in Embassy Bancorp on September 19, 2017 and sell it all today you would earn a total of 0.00 from holding Embassy Bancorp Inc or generate 0.0% return on investment in Embassy Bancorp over 30 days. Embassy Bancorp is related to or competes with Citigroup, Bank of New York, Byline Bancorp, Canadian Imperial, and Deutsche Bank. Embassy Bancorp Inc offers deposit solutions comprising demand deposits savings deposits money market deposits time depo...

Embassy Bancorp Upside/Downside Indicators


Embassy Bancorp Market Premium Indicators

Embassy Bancorp Inc lagged returns against current returns

 Current and Lagged Values 

Embassy Bancorp regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Embassy Bancorp Inc Backtested Returns

We consider Embassy Bancorp not too risky. Embassy Bancorp Inc secures Sharpe Ratio (or Efficiency) of 0.04 which denotes Embassy Bancorp Inc had 0.04% of return per unit of standard deviation over the last 1 month. Our philosophy in predicting 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 Embassy Bancorp Inc which you can use to evaluate future volatility of the firm. Please confirm Embassy Bancorp Inc Semi Deviation of 0.2965, Mean Deviation of 0.2814 and Downside Deviation of 0.4774 to check if risk estimate we provide are consistent with the epected return of 0.0153%. Embassy Bancorp has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.4168 which denotes to the fact that as returns on market increase, returns on owning Embassy Bancorp are expected to decrease at a much smaller rate. During bear market, Embassy Bancorp is likely to outperform the market.. Although it is extremely important to respect Embassy Bancorp Inc historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in predicting 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 reviewing Embassy Bancorp Inc technical indicators you can presently evaluate if the expected return of 0.0153% will be sustainable into the future. Embassy Bancorp Inc right now shows a risk of 0.383%. Please confirm Embassy Bancorp Inc Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Embassy Bancorp Inc will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.54) 

Good reverse predictability

Embassy Bancorp Inc has good reverse predictability. Overlapping area represents the amount of predictability between Embassy Bancorp time series from September 19, 2017 to October 4, 2017 and October 4, 2017 to October 19, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Embassy Bancorp Inc price movement. The serial correlation of -0.54 indicates that about 54.0% of current Embassy Bancorp price fluctuation can be explain by its past prices. Given that Embassy Bancorp Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Embassy Bancorp for similar time interval.
Correlation Coefficient -0.54
Spearman Rank Test -0.41
Average Price 14.99
Lagged Average Price 14.92

Embassy Bancorp Lagged Returns

 Regressed Prices 

Embassy Bancorp Performance vs DOW

The median price of Embassy Bancorp for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 14.96 with a coefficient of variation of 0.49. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 14.96, and mean deviation of 0.05. The Stock received some media coverage during the period.
Price Growth (%)  
Market Scope Following the Numbers on Shares of Embassy Banc...09/27/2017
Embassy Bancorp, Inc. Director John G. Englesson Sells 6757 ...10/16/2017