Associated Banc Corp Stock Market Value
| ASB Stock | USD 27.31 0.60 2.25% |
| Symbol | Associated |
Associated Banc Corp Price To Book Ratio
Is Regional Banks space 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 Associated Banc. If investors know Associated 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 Associated Banc listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.057 | Dividend Share 0.88 | Earnings Share 1.2 | Revenue Per Share 6.717 | Quarterly Revenue Growth 0.033 |
The market value of Associated Banc Corp is measured differently than its book value, which is the value of Associated that is recorded on the company's balance sheet. Investors also form their own opinion of Associated Banc's value that differs from its market value or its book value, called intrinsic value, which is Associated Banc's 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 Associated Banc's market value can be influenced by many factors that don't directly affect Associated Banc's 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 Associated Banc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Associated Banc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Associated Banc's 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.
Associated Banc '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 Associated Banc's 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 Associated Banc.
| 09/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in Associated Banc on September 30, 2023 and sell it all today you would earn a total of 0.00 from holding Associated Banc Corp or generate 0.0% return on investment in Associated Banc over 420 days. Associated Banc is related to or competes with Bank First, First Business, National Bank, OFG Bancorp, German American, First Merchants, and Mercantile Bank. Associated Banc-Corp, a bank holding company, provides various banking and nonbanking products to individuals and busine... More
Associated Banc 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 Associated Banc's 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 Associated Banc Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.1009 | |||
| Maximum Drawdown | 21.85 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 3.8 |
Associated Banc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Associated Banc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Associated Banc's standard deviation. In reality, there are many statistical measures that can use Associated Banc historical prices to predict the future Associated Banc's volatility.| Risk Adjusted Performance | 0.1144 | |||
| Jensen Alpha | 0.1232 | |||
| Total Risk Alpha | 0.0178 | |||
| Sortino Ratio | 0.1596 | |||
| Treynor Ratio | 0.1476 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Associated Banc'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.
Associated Banc Corp Backtested Returns
Associated Banc appears to be not too volatile, given 3 months investment horizon. Associated Banc Corp secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Associated Banc Corp, which you can use to evaluate the volatility of the firm. Please makes use of Associated Banc's Downside Deviation of 1.75, mean deviation of 1.6, and Risk Adjusted Performance of 0.1144 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Associated Banc holds a performance score of 10. The firm shows a Beta (market volatility) of 2.56, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Associated Banc will likely underperform. Please check Associated Banc's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Associated Banc's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Associated Banc Corp has below average predictability. Overlapping area represents the amount of predictability between Associated Banc time series from 30th of September 2023 to 27th of April 2024 and 27th of April 2024 to 23rd of November 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 Associated Banc Corp price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Associated Banc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 3.38 |
Associated Banc Corp lagged returns against current returns
Autocorrelation, which is Associated Banc 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 Associated Banc's stock expected returns. We can calculate the autocorrelation of Associated Banc returns to help us make a trade decision. For example, suppose you find that Associated Banc 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Associated Banc 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 Associated Banc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Associated Banc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Associated Banc stock over time.
Current vs Lagged Prices |
| Timeline |
Associated Banc Lagged Returns
When evaluating Associated Banc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Associated Banc stock have on its future price. Associated Banc 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, Associated Banc autocorrelation shows the relationship between Associated Banc stock current value and its past values and can show if there is a momentum factor associated with investing in Associated Banc Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Associated Banc Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Associated Banc's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Associated Banc Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Associated Banc Corp Stock:Check out Associated Banc Correlation, Associated Banc Volatility and Associated Banc Alpha and Beta module to complement your research on Associated Banc. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Associated Banc 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.