Hilltop Holdings Stock Market Value
| HTH Stock | USD 31.80 0.37 1.15% |
| Symbol | Hilltop |
Is Banking 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 Hilltop Holdings. If investors know Hilltop 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 Hilltop Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Hilltop Holdings is measured differently than its book value, which is the value of Hilltop that is recorded on the company's balance sheet. Investors also form their own opinion of Hilltop Holdings' value that differs from its market value or its book value, called intrinsic value, which is Hilltop Holdings' 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 Hilltop Holdings' market value can be influenced by many factors that don't directly affect Hilltop Holdings' 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 Hilltop Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Hilltop Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hilltop Holdings' 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.
Hilltop Holdings '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 Hilltop Holdings' 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 Hilltop Holdings.
| 08/30/2024 |
| 11/28/2024 |
If you would invest 0.00 in Hilltop Holdings on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding Hilltop Holdings or generate 0.0% return on investment in Hilltop Holdings over 90 days. Hilltop Holdings is related to or competes with Home Federal, First Financial, First Northwest, First Capital, Community West, Oak Valley, and FS Bancorp. Hilltop Holdings Inc. provides business and consumer banking, and financial products and services More
Hilltop Holdings 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 Hilltop Holdings' 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 Hilltop Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 15.7 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.62 |
Hilltop Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hilltop Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hilltop Holdings' standard deviation. In reality, there are many statistical measures that can use Hilltop Holdings historical prices to predict the future Hilltop Holdings' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 0.2364 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hilltop Holdings' 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.
Hilltop Holdings Backtested Returns
Hilltop Holdings holds Efficiency (Sharpe) Ratio of -0.011, which attests that the entity had a -0.011% return per unit of risk over the last 3 months. Hilltop Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hilltop Holdings' insignificant Risk Adjusted Performance, standard deviation of 2.04, and Market Risk Adjusted Performance of 0.2464 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hilltop Holdings are expected to decrease at a much lower rate. During the bear market, Hilltop Holdings is likely to outperform the market. At this point, Hilltop Holdings has a negative expected return of -0.0226%. Please make sure to check out Hilltop Holdings' potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Hilltop Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Hilltop Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Hilltop Holdings time series from 30th of August 2024 to 14th of October 2024 and 14th of October 2024 to 28th 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 Hilltop Holdings price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Hilltop Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
Hilltop Holdings lagged returns against current returns
Autocorrelation, which is Hilltop Holdings 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 Hilltop Holdings' stock expected returns. We can calculate the autocorrelation of Hilltop Holdings returns to help us make a trade decision. For example, suppose you find that Hilltop Holdings 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 |
Hilltop Holdings 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 Hilltop Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hilltop Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hilltop Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Hilltop Holdings Lagged Returns
When evaluating Hilltop Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hilltop Holdings stock have on its future price. Hilltop Holdings 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, Hilltop Holdings autocorrelation shows the relationship between Hilltop Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Hilltop Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Hilltop Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Hilltop Holdings' 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 Hilltop Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hilltop Holdings Stock:Check out Hilltop Holdings Correlation, Hilltop Holdings Volatility and Hilltop Holdings Alpha and Beta module to complement your research on Hilltop Holdings. For more detail on how to invest in Hilltop Stock please use our How to Invest in Hilltop Holdings guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Hilltop Holdings 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.