International Bancshares Stock Market Value
| IBOC Stock | USD 67.26 0.61 0.92% |
| Symbol | International |
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 International Bancshares. If investors know International 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 International Bancshares 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 International Bancshares is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Bancshares' value that differs from its market value or its book value, called intrinsic value, which is International Bancshares' 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 International Bancshares' market value can be influenced by many factors that don't directly affect International Bancshares' 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 International Bancshares' value and its price as these two are different measures arrived at by different means. Investors typically determine if International Bancshares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Bancshares' 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.
International Bancshares '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 International Bancshares' 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 International Bancshares.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in International Bancshares on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding International Bancshares or generate 0.0% return on investment in International Bancshares over 720 days. International Bancshares is related to or competes with Home Federal, First Financial, First Northwest, First Capital, Community West, HomeTrust Bancshares, and CF Bankshares. International Bancshares Corporation, a financial holding company, provides commercial and retail banking services More
International Bancshares 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 International Bancshares' 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 International Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0299 | |||
| Maximum Drawdown | 20.75 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.52 |
International Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Bancshares' standard deviation. In reality, there are many statistical measures that can use International Bancshares historical prices to predict the future International Bancshares' volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.045 | |||
| Treynor Ratio | 0.0866 |
International Bancshares Backtested Returns
At this point, International Bancshares is very steady. International Bancshares holds Efficiency (Sharpe) Ratio of 0.0697, which attests that the entity had a 0.0697 % return per unit of risk over the last 3 months. We have found thirty technical indicators for International Bancshares, which you can use to evaluate the volatility of the firm. Please check out International Bancshares' Risk Adjusted Performance of 0.0649, downside deviation of 1.66, and Market Risk Adjusted Performance of 0.0966 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. International Bancshares has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.9, which attests to 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, International Bancshares will likely underperform. International Bancshares right now retains a risk of 2.51%. Please check out International Bancshares skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if International Bancshares will be following its current trending patterns.
Auto-correlation | 0.54 |
Modest predictability
International Bancshares has modest predictability. Overlapping area represents the amount of predictability between International Bancshares time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of International Bancshares price movement. The serial correlation of 0.54 indicates that about 54.0% of current International Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 37.33 |
International Bancshares lagged returns against current returns
Autocorrelation, which is International Bancshares 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 International Bancshares' stock expected returns. We can calculate the autocorrelation of International Bancshares returns to help us make a trade decision. For example, suppose you find that International Bancshares 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 |
International Bancshares 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 International Bancshares stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Bancshares stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Bancshares stock over time.
Current vs Lagged Prices |
| Timeline |
International Bancshares Lagged Returns
When evaluating International Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Bancshares stock have on its future price. International Bancshares 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, International Bancshares autocorrelation shows the relationship between International Bancshares stock current value and its past values and can show if there is a momentum factor associated with investing in International Bancshares.
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 International Bancshares offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of International Bancshares' 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 International Bancshares Stock. Outlined below are crucial reports that will aid in making a well-informed decision on International Bancshares Stock:Check out International Bancshares Correlation, International Bancshares Volatility and International Bancshares Alpha and Beta module to complement your research on International Bancshares. For information on how to trade International Stock refer to our How to Trade International Stock guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
International Bancshares 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.