Us Bancorp Perp Preferred Stock Technical Analysis
| USB-PA Preferred Stock | USD 880.00 4.75 0.54% |
As of the 25th of April, US Bancorp owns the Downside Deviation of 1.7, mean deviation of 0.6948, and Risk Adjusted Performance of 0.0664. Concerning fundamental indicators, the technical analysis model makes it possible for you to check potential technical drivers of US Bancorp PERP, as well as the relationship between them. Strictly speaking, you can use this information to find out if the company will indeed mirror its model of historical prices and volume patterns, or the prices will eventually revert. We have analyzed nineteen technical drivers for US Bancorp, which can be compared to its peers in the sector. Please validate US Bancorp PERP jensen alpha, semi variance, and the relationship between the standard deviation and value at risk to decide if US Bancorp PERP is priced correctly, providing market reflects its prevailing price of 880.0 per share. Given that US Bancorp PERP has jensen alpha of 0.086, we advise you to double-check US Bancorp's latest market performance to make sure the company can sustain itself at some future date.
US Bancorp Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as USB-PA, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to USB-PAUSB-PA |
US Bancorp technical preferred 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, preferred stock market cycles, or different charting patterns.
US Bancorp PERP Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of US Bancorp PERP volatility. High ATR values indicate high volatility, and low values indicate low volatility.
US Bancorp PERP Trend Analysis
Use this graph to draw trend lines for US Bancorp PERP. You can use it to identify possible trend reversals for US Bancorp as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual US Bancorp price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.US Bancorp Best Fit Change Line
The following chart estimates an ordinary least squares regression model for US Bancorp PERP applied against its price change over selected period. The best fit line has a slop of 1.06 , which means US Bancorp PERP will continue generating value for investors. It has 122 observation points and a regression sum of squares at 42492.73, which is the sum of squared deviations for the predicted US Bancorp price change compared to its average price change.About US Bancorp Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of US Bancorp PERP on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of US Bancorp PERP based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on US Bancorp PERP price pattern first instead of the macroeconomic environment surrounding US Bancorp PERP. By analyzing US Bancorp's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of US Bancorp's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to US Bancorp specific price patterns or momentum indicators. Please read more on our technical analysis page.
US Bancorp April 25, 2024 Technical Indicators
Most technical analysis of USB-PA help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for USB-PA from various momentum indicators to cycle indicators. When you analyze USB-PA charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0664 | |||
| Market Risk Adjusted Performance | 0.4111 | |||
| Mean Deviation | 0.6948 | |||
| Semi Deviation | 0.9207 | |||
| Downside Deviation | 1.7 | |||
| Coefficient Of Variation | 1012.76 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.46 | |||
| Information Ratio | 0.0198 | |||
| Jensen Alpha | 0.086 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.014 | |||
| Treynor Ratio | 0.4011 | |||
| Maximum Drawdown | 8.67 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 2.26 | |||
| Downside Variance | 2.91 | |||
| Semi Variance | 0.8478 | |||
| Expected Short fall | (0.99) | |||
| Skewness | (0.26) | |||
| Kurtosis | 5.25 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in US Bancorp PERP. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. For information on how to trade USB-PA Preferred Stock refer to our How to Trade USB-PA Preferred Stock guide.Note that the US Bancorp PERP information on this page should be used as a complementary analysis to other US Bancorp'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 Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for USB-PA Preferred Stock analysis
When running US Bancorp's price analysis, check to measure US 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 US Bancorp is operating at the current time. Most of US Bancorp's value examination focuses on studying past and present price action to predict the probability of US 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 US Bancorp's price. Additionally, you may evaluate how the addition of US Bancorp to your portfolios can decrease your overall portfolio volatility.
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