Heartland Financial Usa Preferred Stock Market Value
| HTLFP Preferred Stock | USD 25.37 0.12 0.48% |
| Symbol | Heartland |
Heartland 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 Heartland Financial'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 Heartland Financial.
| 03/22/2024 |
| 05/21/2024 |
If you would invest 0.00 in Heartland Financial on March 22, 2024 and sell it all today you would earn a total of 0.00 from holding Heartland Financial USA or generate 0.0% return on investment in Heartland Financial over 60 days. Heartland Financial is related to or competes with US Bancorp, KeyCorp, Regions Financial, KeyCorp, and Citizens Financial. Heartland Financial USA, Inc., a multi-bank holding company, provides commercial, small business, and consumer banking s... More
Heartland 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 Heartland Financial'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 Heartland Financial USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8241 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.37 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.24 |
Heartland Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heartland Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heartland Financial's standard deviation. In reality, there are many statistical measures that can use Heartland Financial historical prices to predict the future Heartland Financial's volatility.| Risk Adjusted Performance | 0.0371 | |||
| Jensen Alpha | 0.0414 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.66) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Heartland 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.
Heartland Financial USA Backtested Returns
We consider Heartland Financial very steady. Heartland Financial USA holds Efficiency (Sharpe) Ratio of 0.0901, which attests that the entity had a 0.0901% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Heartland Financial USA, which you can use to evaluate the volatility of the firm. Please check out Heartland Financial's market risk adjusted performance of (0.65), and Risk Adjusted Performance of 0.0371 to validate if the risk estimate we provide is consistent with the expected return of 0.0722%. Heartland Financial has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0565, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Heartland Financial are expected to decrease at a much lower rate. During the bear market, Heartland Financial is likely to outperform the market. Heartland Financial USA right now retains a risk of 0.8%. Please check out Heartland Financial coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Heartland Financial will be following its current trending patterns.
Auto-correlation | 0.05 |
Virtually no predictability
Heartland Financial USA has virtually no predictability. Overlapping area represents the amount of predictability between Heartland Financial time series from 22nd of March 2024 to 21st of April 2024 and 21st of April 2024 to 21st of May 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 Heartland Financial USA price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Heartland Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Heartland Financial USA lagged returns against current returns
Autocorrelation, which is Heartland Financial 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 Heartland Financial's preferred stock expected returns. We can calculate the autocorrelation of Heartland Financial returns to help us make a trade decision. For example, suppose you find that Heartland Financial 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 |
Heartland 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 Heartland Financial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Heartland Financial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Heartland Financial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Heartland Financial Lagged Returns
When evaluating Heartland Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Heartland Financial preferred stock have on its future price. Heartland 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, Heartland Financial autocorrelation shows the relationship between Heartland Financial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Heartland Financial USA.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Heartland Financial Correlation, Heartland Financial Volatility and Heartland Financial Alpha and Beta module to complement your research on Heartland Financial. Note that the Heartland Financial USA information on this page should be used as a complementary analysis to other Heartland 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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Heartland Preferred Stock analysis
When running Heartland Financial's price analysis, check to measure Heartland 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 Heartland Financial is operating at the current time. Most of Heartland Financial's value examination focuses on studying past and present price action to predict the probability of Heartland 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 Heartland Financial's price. Additionally, you may evaluate how the addition of Heartland Financial to your portfolios can decrease your overall portfolio volatility.
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Heartland Financial 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.