Webster Financial Stock Market Value
| WBS Stock | USD 46.39 1.12 2.47% |
| Symbol | Webster |
Webster Financial Price To Book Ratio
Is Webster Financial'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 Webster Financial. If investors know Webster 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 Webster Financial 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 (0.24) | Dividend Share 1.6 | Earnings Share 4.91 | Revenue Per Share 14.555 | Quarterly Revenue Growth (0.1) |
The market value of Webster Financial is measured differently than its book value, which is the value of Webster that is recorded on the company's balance sheet. Investors also form their own opinion of Webster Financial's value that differs from its market value or its book value, called intrinsic value, which is Webster Financial'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 Webster Financial's market value can be influenced by many factors that don't directly affect Webster Financial'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 Webster Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Webster Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Webster Financial'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.
Webster Financial '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 Webster Financial'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 Webster Financial.
| 03/21/2024 |
| 04/20/2024 |
If you would invest 0.00 in Webster Financial on March 21, 2024 and sell it all today you would earn a total of 0.00 from holding Webster Financial or generate 0.0% return on investment in Webster Financial over 30 days. Webster Financial is related to or competes with Home Bancorp, and Lake Shore. Webster Financial Corporation operates as the bank holding company for Webster Bank, National Association that provides ... More
Webster Financial 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 Webster Financial'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 Webster Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.41 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 2.62 |
Webster Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Webster Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Webster Financial's standard deviation. In reality, there are many statistical measures that can use Webster Financial historical prices to predict the future Webster Financial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Webster Financial'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.
Webster Financial Backtested Returns
Webster Financial shows Sharpe Ratio of -0.0663, which attests that the company had a -0.0663% return per unit of risk over the last 3 months. Webster Financial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Webster Financial's Standard Deviation of 1.86, market risk adjusted performance of (0.03), and Mean Deviation of 1.37 to validate the risk estimate we provide. The firm maintains a market beta of 1.31, which attests to 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, Webster Financial will likely underperform. Webster Financial has an expected return of -0.12%. Please make sure to check out Webster Financial maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Webster Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Webster Financial has modest predictability. Overlapping area represents the amount of predictability between Webster Financial time series from 21st of March 2024 to 5th of April 2024 and 5th of April 2024 to 20th 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 Webster Financial price movement. The serial correlation of 0.53 indicates that about 53.0% of current Webster Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
Webster Financial lagged returns against current returns
Autocorrelation, which is Webster Financial 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 Webster Financial's stock expected returns. We can calculate the autocorrelation of Webster Financial returns to help us make a trade decision. For example, suppose you find that Webster Financial 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 |
Webster Financial 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 Webster Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Webster Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Webster Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Webster Financial Lagged Returns
When evaluating Webster Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Webster Financial stock have on its future price. Webster Financial 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, Webster Financial autocorrelation shows the relationship between Webster Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Webster Financial.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Webster Financial is a strong investment it is important to analyze Webster Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Webster Financial's future performance. For an informed investment choice regarding Webster Stock, refer to the following important reports:Check out Webster Financial Correlation, Webster Financial Volatility and Webster Financial Alpha and Beta module to complement your research on Webster Financial. For more information on how to buy Webster Stock please use our How to Invest in Webster Financial guide.Note that the Webster Financial information on this page should be used as a complementary analysis to other Webster Financial'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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Webster Stock analysis
When running Webster Financial's price analysis, check to measure Webster Financial'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 Webster Financial is operating at the current time. Most of Webster Financial's value examination focuses on studying past and present price action to predict the probability of Webster Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Webster Financial's price. Additionally, you may evaluate how the addition of Webster Financial to your portfolios can decrease your overall portfolio volatility.
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Webster Financial 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.