CullenFrost Stock Market Value

CFR -  USA Stock  

USD 125.86  3.68  3.01%

CullenFrost Bankers' market value is the price at which a share of CullenFrost Bankers stock trades on a public exchange. It measures the collective expectations of CullenFrost Bankers investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of CullenFrost Bankers and determine expected loss or profit from investing in CullenFrost Bankers over a given investment horizon. Continue to CullenFrost Bankers Hype Analysis, CullenFrost Bankers Correlation, CullenFrost Bankers Valuation, CullenFrost Bankers Volatility, as well as analyze CullenFrost Bankers Alpha and Beta and CullenFrost Bankers Performance.
Symbol
Backtest


Is CullenFrost Bankers' 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 CullenFrost Bankers. If investors know CullenFrost 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 CullenFrost Bankers listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of CullenFrost Bankers is measured differently than its book value, which is the value of CullenFrost that is recorded on the company's balance sheet. Investors also form their own opinion of CullenFrost Bankers' value that differs from its market value or its book value, called intrinsic value, which is CullenFrost Bankers' 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 CullenFrost Bankers' market value can be influenced by many factors that don't directly affect CullenFrost Bankers' 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 CullenFrost Bankers' value and its price as these two are different measures arrived at by different means. Investors typically determine CullenFrost Bankers value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CullenFrost Bankers' 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.

CullenFrost Bankers '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 CullenFrost Bankers' 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 CullenFrost Bankers.
0.00
05/28/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
05/18/2022
0.00
If you would invest  0.00  in CullenFrost Bankers on May 28, 2020 and sell it all today you would earn a total of 0.00 from holding CullenFrost Bankers or generate 0.0% return on investment in CullenFrost Bankers over 720 days. CullenFrost Bankers is related to or competes with Banco Bradesco, First Bancorp, Banco DE, Bank First, Bar Harbor, Middlefield Banc, and BankUnited. CullenFrost Bankers, Inc. operates as the bank holding company for Frost Bank that offers commercial and consumer bankin...

CullenFrost Bankers 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 CullenFrost Bankers' 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 CullenFrost Bankers upside and downside potential and time the market with a certain degree of confidence.

CullenFrost Bankers Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CullenFrost Bankers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CullenFrost Bankers' standard deviation. In reality, there are many statistical measures that can use CullenFrost Bankers historical prices to predict the future CullenFrost Bankers' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CullenFrost Bankers' 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. Please use the tools below to analyze the current value of CullenFrost Bankers in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
123.57125.73127.89
Details
Intrinsic
Valuation
LowReal ValueHigh
113.27131.29133.45
Details
Naive
Forecast
LowNext ValueHigh
118.29120.46122.62
Details
10 Analysts
Consensus
LowTarget PriceHigh
108.00132.67157.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CullenFrost Bankers. Your research has to be compared to or analyzed against CullenFrost Bankers' peers to derive any actionable benefits. When done correctly, CullenFrost Bankers' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in CullenFrost Bankers.

CullenFrost Bankers Backtested Returns

CullenFrost Bankers secures Sharpe Ratio (or Efficiency) of -0.073, which signifies that the company had -0.073% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. CullenFrost Bankers exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CullenFrost Bankers mean deviation of 1.7, and Risk Adjusted Performance of (0.11) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.3429, which signifies a somewhat significant risk relative to the market. Let's try to break down what CullenFrost's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CullenFrost Bankers will likely underperform. Even though it is essential to pay attention to CullenFrost Bankers historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CullenFrost Bankers exposes twenty-eight different technical indicators, which can help you to evaluate its performance. CullenFrost Bankers has an expected return of -0.16%. Please be advised to confirm CullenFrost Bankers downside variance, and the relationship between the sortino ratio and accumulation distribution to decide if CullenFrost Bankers performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.76  

Good predictability

CullenFrost Bankers has good predictability. Overlapping area represents the amount of predictability between CullenFrost Bankers time series from 28th of May 2020 to 23rd of May 2021 and 23rd of May 2021 to 18th of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CullenFrost Bankers price movement. The serial correlation of 0.76 indicates that around 76.0% of current CullenFrost Bankers price fluctuation can be explain by its past prices.
Correlation Coefficient0.76
Spearman Rank Test0.67
Residual Average0.0
Price Variance154.03

CullenFrost Bankers lagged returns against current returns

Autocorrelation, which is CullenFrost Bankers 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 CullenFrost Bankers' stock expected returns. We can calculate the autocorrelation of CullenFrost Bankers returns to help us make a trade decision. For example, suppose you find that CullenFrost Bankers stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

CullenFrost Bankers 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 CullenFrost Bankers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CullenFrost Bankers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CullenFrost Bankers stock over time.
 Current vs Lagged Prices 
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      Timeline 

CullenFrost Bankers Lagged Returns

When evaluating CullenFrost Bankers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CullenFrost Bankers stock have on its future price. CullenFrost Bankers 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, CullenFrost Bankers autocorrelation shows the relationship between CullenFrost Bankers stock current value and its past values and can show if there is a momentum factor associated with investing in CullenFrost Bankers.
 Regressed Prices 
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      Timeline 

CullenFrost Bankers Investors Sentiment

The influence of CullenFrost Bankers' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in CullenFrost. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

CullenFrost Bankers Implied Volatility

    
  41.04  
CullenFrost Bankers' implied volatility exposes the market's sentiment of CullenFrost Bankers stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if CullenFrost Bankers' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that CullenFrost Bankers stock will not fluctuate a lot when CullenFrost Bankers' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CullenFrost Bankers in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CullenFrost Bankers' short interest history, or implied volatility extrapolated from CullenFrost Bankers options trading.

Current Sentiment - CFR

CullenFrost Bankers Investor Sentiment

Greater number of Macroaxis users are currently bullish on CullenFrost Bankers. What is your opinion about investing in CullenFrost Bankers? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Trading with CullenFrost Bankers

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CullenFrost Bankers position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CullenFrost Bankers will appreciate offsetting losses from the drop in the long position's value.

CullenFrost Bankers Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to CullenFrost Bankers could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CullenFrost Bankers when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CullenFrost Bankers - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CullenFrost Bankers to buy it.
The correlation of CullenFrost Bankers is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CullenFrost Bankers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CullenFrost Bankers moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for CullenFrost Bankers can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to CullenFrost Bankers Hype Analysis, CullenFrost Bankers Correlation, CullenFrost Bankers Valuation, CullenFrost Bankers Volatility, as well as analyze CullenFrost Bankers Alpha and Beta and CullenFrost Bankers Performance. Note that the CullenFrost Bankers information on this page should be used as a complementary analysis to other CullenFrost Bankers' 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 Global Correlations module to find global opportunities by holding instruments from different markets.

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CullenFrost Bankers 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.
A focus of CullenFrost Bankers technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CullenFrost Bankers trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...