Regions Financial Preferred Stock Market Value
| RF-PE Preferred Stock | USD 17.80 0.20 1.11% |
| Symbol | Regions |
Regions 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 Regions 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 Regions Financial.
| 04/08/2024 |
| 05/08/2024 |
If you would invest 0.00 in Regions Financial on April 8, 2024 and sell it all today you would earn a total of 0.00 from holding Regions Financial or generate 0.0% return on investment in Regions Financial over 30 days. Regions Financial is related to or competes with Truist Financial, US Bancorp, Truist Financial, MetLife Preferred, and US Bancorp. Regions Financial Corporation, a financial holding company, provides banking and bank-related services to individual and... More
Regions 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 Regions 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 Regions Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 1.88 |
Regions Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regions Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regions Financial's standard deviation. In reality, there are many statistical measures that can use Regions Financial historical prices to predict the future Regions Financial's volatility.| Risk Adjusted Performance | 0.0268 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0334 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Regions 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.
Regions Financial Backtested Returns
We consider Regions Financial very steady. Regions Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.0378, which implies the firm had a 0.0378% return per unit of risk over the last 3 months. We have found thirty technical indicators for Regions Financial, which you can use to evaluate the volatility of the company. Please check Regions Financial's Coefficient Of Variation of 2834.11, semi deviation of 1.31, and Risk Adjusted Performance of 0.0268 to confirm if the risk estimate we provide is consistent with the expected return of 0.0462%. Regions Financial has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.97, which implies possible diversification benefits within a given portfolio. Regions Financial returns are very sensitive to returns on the market. As the market goes up or down, Regions Financial is expected to follow. Regions Financial right now holds a risk of 1.22%. Please check Regions Financial jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Regions Financial will be following its historical price patterns.
Auto-correlation | 0.09 |
Virtually no predictability
Regions Financial has virtually no predictability. Overlapping area represents the amount of predictability between Regions Financial time series from 8th of April 2024 to 23rd of April 2024 and 23rd of April 2024 to 8th 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 Regions Financial price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Regions Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Regions Financial lagged returns against current returns
Autocorrelation, which is Regions 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 Regions Financial's preferred stock expected returns. We can calculate the autocorrelation of Regions Financial returns to help us make a trade decision. For example, suppose you find that Regions 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 |
Regions 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 Regions Financial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regions 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 Regions Financial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Regions Financial Lagged Returns
When evaluating Regions Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regions Financial preferred stock have on its future price. Regions 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, Regions Financial autocorrelation shows the relationship between Regions Financial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Regions Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Regions Financial Correlation, Regions Financial Volatility and Regions Financial Alpha and Beta module to complement your research on Regions Financial. For information on how to trade Regions Preferred Stock refer to our How to Trade Regions Preferred Stock guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for Regions Preferred Stock analysis
When running Regions Financial's price analysis, check to measure Regions 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 Regions Financial is operating at the current time. Most of Regions Financial's value examination focuses on studying past and present price action to predict the probability of Regions 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 Regions Financial's price. Additionally, you may evaluate how the addition of Regions Financial to your portfolios can decrease your overall portfolio volatility.
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Regions 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.