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.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
|Horizon||30 Days Login to change|
EMBASSY BANCORP 'What if' Analysis
July 21, 20190.00
October 19, 20190.00
If you would invest 0.00 in EMBASSY BANCORP on July 21, 2019 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 90 days. EMBASSY BANCORP is related to or competes with Eagle Bancorp, Emclaire Financial, Prosperity Bancshares, EAGLE FINANCIAL, Enterprise Financial, Eagle Bancorp, and ENB FINACIAL. Embassy Bancorp, Inc. operates as the bank holding company for the Embassy Bank for the Lehigh Valley that provides trad...
EMBASSY BANCORP Upside/Downside Indicators
|Value At Risk||(1.16)|
EMBASSY BANCORP Market Premium Indicators
|Risk Adjusted Performance||0.0803|
|Total Risk Alpha||0.1115|
EMBASSY BANCORP INC Backtested Returns
We consider EMBASSY BANCORP not too volatile. EMBASSY BANCORP INC retains Efficiency (Sharpe Ratio) of 0.0709 which denotes the organization had 0.0709% of return per unit of risk over the last 3 months. Our philosophy in predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for EMBASSY BANCORP which you can use to evaluate future volatility of the firm. Please confirm EMBASSY BANCORP INC Downside Deviation of 1.76, Market Risk Adjusted Performance of
(0.25) and Coefficient Of Variation of 1231.75 to check if risk estimate we provide are consistent with the epected return of 0.0775%. EMBASSY BANCORP has performance score of 4 on a scale of 0 to 100. The firm owns Beta (Systematic Risk) of -0.297 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 existing price patterns, it is better to be realistic regarding the information on equity price patterns. 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 right now evaluate if the expected return of 0.0775% will be sustainable into the future. EMBASSY BANCORP INC at this time owns a risk of 1.0937%. Please confirm EMBASSY BANCORP INC Downside Deviation, Value At Risk, Rate Of Daily Change, as well as the relationship between Total Risk Alpha and Expected Short fall to decide if EMBASSY BANCORP INC will be following its current price history.
|15 days auto-correlation||(0.44)|
|Spearman Rank Test||-0.5|
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 Lagged Returns
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. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.