Embassy Bancorp Stock Market Value

EMYB Stock  USD 13.70  0.05  0.37%   
Embassy Bancorp's market value is the price at which a share of Embassy Bancorp stock trades on a public exchange. It measures the collective expectations of Embassy Bancorp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Embassy Bancorp and determine expected loss or profit from investing in Embassy Bancorp over a given investment horizon.
Check out Embassy Bancorp Correlation, Embassy Bancorp Volatility and Embassy Bancorp Alpha and Beta module to complement your research on Embassy Bancorp.
Symbol

Please note, there is a significant difference between Embassy Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Embassy Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Embassy Bancorp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Embassy Bancorp '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 Embassy Bancorp'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 Embassy Bancorp.
0.00
03/30/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/19/2024
0.00
If you would invest  0.00  in Embassy Bancorp on March 30, 2022 and sell it all today you would earn a total of 0.00 from holding Embassy Bancorp or generate 0.0% return on investment in Embassy Bancorp over 720 days. Embassy Bancorp is related to or competes with Mitsubishi UFJ, Mitsubishi UFJ, Sumitomo Mitsui, Sumitomo Mitsui, KB Financial, Mizuho Financial, and Mizuho Financial. Embassy Bancorp, Inc. operates as the bank holding company for the Embassy Bank for the Lehigh Valley that provides trad... More

Embassy Bancorp 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 Embassy Bancorp'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 Embassy Bancorp upside and downside potential and time the market with a certain degree of confidence.

Embassy Bancorp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Embassy Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embassy Bancorp's standard deviation. In reality, there are many statistical measures that can use Embassy Bancorp historical prices to predict the future Embassy Bancorp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Embassy Bancorp'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. Please use the tools below to analyze the current value of Embassy Bancorp in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
13.0613.7014.34
Details
Intrinsic
Valuation
LowRealHigh
13.3714.0114.65
Details
Naive
Forecast
LowNextHigh
12.9713.6114.25
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.6513.6913.73
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Embassy Bancorp. Your research has to be compared to or analyzed against Embassy Bancorp's peers to derive any actionable benefits. When done correctly, Embassy Bancorp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Embassy Bancorp.

Embassy Bancorp Backtested Returns

Embassy Bancorp secures Sharpe Ratio (or Efficiency) of -0.16, which denotes the company had -0.16% return per unit of standard deviation over the last 3 months. Our philosophy in predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Embassy Bancorp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please confirm Embassy Bancorp's Mean Deviation of 0.3966, standard deviation of 0.7557, and Coefficient Of Variation of (2,519) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0472, which means not very significant fluctuations relative to the market. As returns on the market increase, Embassy Bancorp returns are expected to increase less than the market. However, during the bear market, the loss on holding Embassy Bancorp will be expected to be smaller as well. Even though it is essential to pay attention to Embassy Bancorp historical returns, it is always good to be careful when utilizing equity current trending patterns. Embassy Bancorp has an expected return of -0.11%. Please make sure to confirm Embassy Bancorp treynor ratio, and the relationship between the standard deviation and kurtosis to decide if Embassy Bancorp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.29  

Poor predictability

Embassy Bancorp has poor predictability. Overlapping area represents the amount of predictability between Embassy Bancorp time series from 30th of March 2022 to 25th of March 2023 and 25th of March 2023 to 19th of March 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 Embassy Bancorp price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Embassy Bancorp price fluctuation can be explain by its past prices.
Correlation Coefficient0.29
Spearman Rank Test0.04
Residual Average0.0
Price Variance0.78

Embassy Bancorp lagged returns against current returns

Autocorrelation, which is Embassy Bancorp 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 Embassy Bancorp's otc stock expected returns. We can calculate the autocorrelation of Embassy Bancorp returns to help us make a trade decision. For example, suppose you find that Embassy Bancorp otc stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Embassy Bancorp 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 Embassy Bancorp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embassy Bancorp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embassy Bancorp otc stock over time.
   Current vs Lagged Prices   
       Timeline  

Embassy Bancorp Lagged Returns

When evaluating Embassy Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embassy Bancorp otc stock have on its future price. Embassy Bancorp 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, Embassy Bancorp autocorrelation shows the relationship between Embassy Bancorp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Embassy Bancorp.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Embassy Bancorp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Embassy Bancorp's short interest history, or implied volatility extrapolated from Embassy Bancorp options trading.

Pair Trading with Embassy Bancorp

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Embassy Bancorp position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Embassy Bancorp will appreciate offsetting losses from the drop in the long position's value.

Moving against Embassy OTC Stock

  0.83MZHOF Mizuho FinancialPairCorr
  0.72GE General Electric Fiscal Quarter End 31st of March 2024 PairCorr
  0.71SMFG Sumitomo Mitsui Financial Potential GrowthPairCorr
  0.71SMFNF Sumitomo Mitsui FinancialPairCorr
  0.63MUFG Mitsubishi UFJ Financial Financial Report 20th of May 2024 PairCorr
The ability to find closely correlated positions to Embassy Bancorp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Embassy Bancorp when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Embassy Bancorp - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Embassy Bancorp to buy it.
The correlation of Embassy Bancorp is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Embassy Bancorp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Embassy Bancorp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Embassy Bancorp can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Check out Embassy Bancorp Correlation, Embassy Bancorp Volatility and Embassy Bancorp Alpha and Beta module to complement your research on Embassy Bancorp.
You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

Complementary Tools for Embassy OTC Stock analysis

When running Embassy Bancorp's price analysis, check to measure Embassy Bancorp'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 Embassy Bancorp is operating at the current time. Most of Embassy Bancorp's value examination focuses on studying past and present price action to predict the probability of Embassy Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embassy Bancorp's price. Additionally, you may evaluate how the addition of Embassy Bancorp to your portfolios can decrease your overall portfolio volatility.
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Embassy Bancorp technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.
A focus of Embassy Bancorp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Embassy Bancorp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...