Customers Bancorp Preferred Stock Market Value
| CUBI-PE Preferred Stock | USD 25.94 0.24 0.92% |
| Symbol | Customers |
Customers 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 Customers 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 Customers Bancorp.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Customers Bancorp on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Customers Bancorp or generate 0.0% return on investment in Customers Bancorp over 30 days. Customers Bancorp is related to or competes with Tectonic Financial, First Guaranty, First Merchants, Metropolitan Bank, First Foundation, CVB Financial, and Dime Community. Customers Bancorp, Inc. operates as the bank holding company for Customers Bank that provides financial products and ser... More
Customers 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 Customers 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 Customers Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4911 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 1.95 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 0.8936 |
Customers Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Customers Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Customers Bancorp's standard deviation. In reality, there are many statistical measures that can use Customers Bancorp historical prices to predict the future Customers Bancorp's volatility.| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | 0.0396 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.6517 |
Customers Bancorp Backtested Returns
At this point, Customers Bancorp is very steady. Customers Bancorp secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Customers Bancorp, which you can use to evaluate the volatility of the firm. Please confirm Customers Bancorp's Mean Deviation of 0.3193, risk adjusted performance of 0.0944, and Downside Deviation of 0.4911 to double-check if the risk estimate we provide is consistent with the expected return of 0.0507%. Customers Bancorp has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0738, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Customers Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Customers Bancorp is expected to be smaller as well. Customers Bancorp right now shows a risk of 0.44%. Please confirm Customers Bancorp total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Customers Bancorp will be following its price patterns.
Auto-correlation | -0.68 |
Very good reverse predictability
Customers Bancorp has very good reverse predictability. Overlapping area represents the amount of predictability between Customers Bancorp time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Customers Bancorp price movement. The serial correlation of -0.68 indicates that around 68.0% of current Customers Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Customers Bancorp lagged returns against current returns
Autocorrelation, which is Customers 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 Customers Bancorp's preferred stock expected returns. We can calculate the autocorrelation of Customers Bancorp returns to help us make a trade decision. For example, suppose you find that Customers 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 |
Customers 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 Customers Bancorp preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Customers 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 Customers Bancorp preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Customers Bancorp Lagged Returns
When evaluating Customers Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Customers Bancorp preferred stock have on its future price. Customers 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, Customers Bancorp autocorrelation shows the relationship between Customers Bancorp preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Customers Bancorp.
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.Other Information on Investing in Customers Preferred Stock
Customers Bancorp financial ratios help investors to determine whether Customers Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Customers with respect to the benefits of owning Customers Bancorp security.