Middlefield Banc Stock Market Value
| MBCN Stock | USD 22.75 0.40 1.79% |
| Symbol | Middlefield |
Middlefield Banc Price To Book Ratio
Is Middlefield Banc's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Middlefield Banc. If investors know Middlefield will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Middlefield Banc listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.17) | Dividend Share 0.8 | Earnings Share 2.14 | Revenue Per Share 8.502 | Quarterly Revenue Growth (0) |
The market value of Middlefield Banc is measured differently than its book value, which is the value of Middlefield that is recorded on the company's balance sheet. Investors also form their own opinion of Middlefield Banc's value that differs from its market value or its book value, called intrinsic value, which is Middlefield Banc's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Middlefield Banc's market value can be influenced by many factors that don't directly affect Middlefield Banc's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Middlefield Banc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Middlefield Banc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Middlefield Banc'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.
Middlefield Banc '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 Middlefield Banc's 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 Middlefield Banc.
| 02/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Middlefield Banc on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Middlefield Banc or generate 0.0% return on investment in Middlefield Banc over 420 days. Middlefield Banc is related to or competes with HMN Financial, Lake Shore, and Rhinebeck Bancorp. Middlefield Banc Corp. operates as the bank holding company for The Middlefield Banking Company that provides various co... More
Middlefield Banc 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 Middlefield Banc's 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 Middlefield Banc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 13.83 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 3.39 |
Middlefield Banc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Middlefield Banc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Middlefield Banc's standard deviation. In reality, there are many statistical measures that can use Middlefield Banc historical prices to predict the future Middlefield Banc's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Middlefield Banc'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.
Middlefield Banc Backtested Returns
Middlefield Banc has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of risk over the last 3 months. Middlefield Banc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Middlefield Banc's Standard Deviation of 2.7, mean deviation of 1.97, and Risk Adjusted Performance of (0.08) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 2.45, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Middlefield Banc will likely underperform. Middlefield Banc has an expected return of -0.41%. Please make sure to verify Middlefield Banc potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Middlefield Banc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Middlefield Banc has good reverse predictability. Overlapping area represents the amount of predictability between Middlefield Banc time series from 28th of February 2023 to 26th of September 2023 and 26th of September 2023 to 23rd of April 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 Middlefield Banc price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Middlefield Banc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 10.23 |
Middlefield Banc lagged returns against current returns
Autocorrelation, which is Middlefield Banc 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 Middlefield Banc's stock expected returns. We can calculate the autocorrelation of Middlefield Banc returns to help us make a trade decision. For example, suppose you find that Middlefield Banc 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Middlefield Banc 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 Middlefield Banc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Middlefield Banc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Middlefield Banc stock over time.
Current vs Lagged Prices |
| Timeline |
Middlefield Banc Lagged Returns
When evaluating Middlefield Banc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Middlefield Banc stock have on its future price. Middlefield Banc 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, Middlefield Banc autocorrelation shows the relationship between Middlefield Banc stock current value and its past values and can show if there is a momentum factor associated with investing in Middlefield Banc.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Middlefield Banc Correlation, Middlefield Banc Volatility and Middlefield Banc Alpha and Beta module to complement your research on Middlefield Banc. To learn how to invest in Middlefield Stock, please use our How to Invest in Middlefield Banc guide.Note that the Middlefield Banc information on this page should be used as a complementary analysis to other Middlefield Banc's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Middlefield Stock analysis
When running Middlefield Banc's price analysis, check to measure Middlefield Banc'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 Middlefield Banc is operating at the current time. Most of Middlefield Banc's value examination focuses on studying past and present price action to predict the probability of Middlefield Banc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Middlefield Banc's price. Additionally, you may evaluate how the addition of Middlefield Banc to your portfolios can decrease your overall portfolio volatility.
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Middlefield Banc technical 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, stock market cycles, or different charting patterns.