Mt Bank Corp Stock Market Value
MTB Stock | USD 145.44 0.64 0.44% |
Symbol | MTB |
MT Bank Corp Price To Book Ratio
Is MT Bank'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 MT Bank. If investors know MTB 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 MT Bank 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 (0.36) | Dividend Share 5.2 | Earnings Share 15.79 | Revenue Per Share 54.087 | Quarterly Revenue Growth (0.14) |
The market value of MT Bank Corp is measured differently than its book value, which is the value of MTB that is recorded on the company's balance sheet. Investors also form their own opinion of MT Bank's value that differs from its market value or its book value, called intrinsic value, which is MT Bank'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 MT Bank's market value can be influenced by many factors that don't directly affect MT Bank'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 MT Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if MT Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MT Bank'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.
MT Bank '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 MT Bank'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 MT Bank.
02/27/2024 |
| 03/28/2024 |
If you would invest 0.00 in MT Bank on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding MT Bank Corp or generate 0.0% return on investment in MT Bank over 30 days. MT Bank is related to or competes with Merchants Bancorp, Axos Financial, Regions Financial, Regions Financial, and Regions Financial. MT Bank Corporation operates as a bank holding company that provides commercial and retail banking services More
MT Bank 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 MT Bank'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 MT Bank Corp upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.72 | |||
Information Ratio | (0.01) | |||
Maximum Drawdown | 9.52 | |||
Value At Risk | (2.92) | |||
Potential Upside | 2.56 |
MT Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MT Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MT Bank's standard deviation. In reality, there are many statistical measures that can use MT Bank historical prices to predict the future MT Bank's volatility.Risk Adjusted Performance | 0.0468 | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.26) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.0878 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MT Bank'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.
MT Bank Corp Backtested Returns
We consider MT Bank very steady. MT Bank Corp retains Efficiency (Sharpe Ratio) of 0.0734, which conveys that the firm had a 0.0734% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for MT Bank, which you can use to evaluate the volatility of the firm. Please verify MT Bank's Market Risk Adjusted Performance of 0.0978, standard deviation of 1.67, and Mean Deviation of 1.25 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. MT Bank has a performance score of 5 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 1.26, 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, MT Bank will likely underperform. MT Bank Corp today owns a risk of 1.7%. Please verify MT Bank Corp potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if MT Bank Corp will be following its current price history.
Auto-correlation | 0.52 |
Modest predictability
MT Bank Corp has modest predictability. Overlapping area represents the amount of predictability between MT Bank time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th 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 MT Bank Corp price movement. The serial correlation of 0.52 indicates that about 52.0% of current MT Bank price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.52 | |
Spearman Rank Test | 0.38 | |
Residual Average | 0.0 | |
Price Variance | 3.94 |
MT Bank Corp lagged returns against current returns
Autocorrelation, which is MT Bank 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 MT Bank's stock expected returns. We can calculate the autocorrelation of MT Bank returns to help us make a trade decision. For example, suppose you find that MT Bank 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 |
MT Bank 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 MT Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MT Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MT Bank stock over time.
Current vs Lagged Prices |
Timeline |
MT Bank Lagged Returns
When evaluating MT Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MT Bank stock have on its future price. MT Bank 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, MT Bank autocorrelation shows the relationship between MT Bank stock current value and its past values and can show if there is a momentum factor associated with investing in MT Bank Corp.
Regressed Prices |
Timeline |
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When running MT Bank's price analysis, check to measure MT Bank'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 MT Bank is operating at the current time. Most of MT Bank's value examination focuses on studying past and present price action to predict the probability of MT Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MT Bank's price. Additionally, you may evaluate how the addition of MT Bank to your portfolios can decrease your overall portfolio volatility.
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MT Bank 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.