Merchants Bancorp Preferred Stock Market Value
| MBINN Preferred Stock | USD 19.72 0.13 0.66% |
| Symbol | Merchants |
Merchants Bancorp '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 Merchants Bancorp's preferred 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 Merchants Bancorp.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Merchants Bancorp on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Merchants Bancorp or generate 0.0% return on investment in Merchants Bancorp over 720 days. Merchants Bancorp is related to or competes with Merchants Bancorp, Texas Capital, Washington Federal, and First Guaranty. Merchants Bancorp operates as the diversified bank holding company in the United States More
Merchants Bancorp 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 Merchants Bancorp's preferred 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 Merchants Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 7.47 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 1.85 |
Merchants Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Merchants Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Merchants Bancorp's standard deviation. In reality, there are many statistical measures that can use Merchants Bancorp historical prices to predict the future Merchants Bancorp's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Merchants Bancorp'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.
Merchants Bancorp Backtested Returns
Merchants Bancorp has Sharpe Ratio of -0.0332, which conveys that the firm had a -0.0332% return per unit of risk over the last 3 months. Merchants Bancorp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Merchants Bancorp's Standard Deviation of 1.32, risk adjusted performance of (0.02), and Mean Deviation of 0.9728 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Merchants Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Merchants Bancorp is expected to be smaller as well. Merchants Bancorp has an expected return of -0.0437%. Please make sure to verify Merchants Bancorp treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Merchants Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Merchants Bancorp has weak reverse predictability. Overlapping area represents the amount of predictability between Merchants Bancorp time series from 4th of May 2022 to 29th of April 2023 and 29th of April 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 Merchants Bancorp price movement. The serial correlation of -0.21 indicates that over 21.0% of current Merchants Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 3.53 |
Merchants Bancorp lagged returns against current returns
Autocorrelation, which is Merchants Bancorp preferred 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 Merchants Bancorp's preferred stock expected returns. We can calculate the autocorrelation of Merchants Bancorp returns to help us make a trade decision. For example, suppose you find that Merchants Bancorp has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Merchants Bancorp 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 Merchants Bancorp preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Merchants Bancorp preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Merchants Bancorp preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Merchants Bancorp Lagged Returns
When evaluating Merchants Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Merchants Bancorp preferred stock have on its future price. Merchants Bancorp 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, Merchants Bancorp autocorrelation shows the relationship between Merchants Bancorp preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Merchants Bancorp.
Regressed Prices |
| Timeline |
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 Merchants Bancorp 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, Merchants Bancorp's short interest history, or implied volatility extrapolated from Merchants Bancorp options trading.
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Try AI Portfolio ArchitectCheck out Merchants Bancorp Correlation, Merchants Bancorp Volatility and Merchants Bancorp Alpha and Beta module to complement your research on Merchants Bancorp. To learn how to invest in Merchants Preferred Stock, please use our How to Invest in Merchants Bancorp guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Merchants Preferred Stock analysis
When running Merchants Bancorp's price analysis, check to measure Merchants 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 Merchants Bancorp is operating at the current time. Most of Merchants Bancorp's value examination focuses on studying past and present price action to predict the probability of Merchants 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 Merchants Bancorp's price. Additionally, you may evaluate how the addition of Merchants Bancorp to your portfolios can decrease your overall portfolio volatility.
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Merchants 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.