Midwestone Financial Group Stock Market Value
| MOFG Stock | USD 32.75 0.60 1.87% |
| Symbol | MidWestOne |
MidWestOne Financial 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 MidWestOne Financial. If investors know MidWestOne 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 MidWestOne Financial 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 1.083 | Dividend Share 0.97 | Earnings Share (4.69) | Revenue Per Share 2.328 | Quarterly Revenue Growth 0.284 |
The market value of MidWestOne Financial is measured differently than its book value, which is the value of MidWestOne that is recorded on the company's balance sheet. Investors also form their own opinion of MidWestOne Financial's value that differs from its market value or its book value, called intrinsic value, which is MidWestOne Financial'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 MidWestOne Financial's market value can be influenced by many factors that don't directly affect MidWestOne Financial'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 MidWestOne Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if MidWestOne Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MidWestOne Financial'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.
MidWestOne 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 MidWestOne Financial'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 MidWestOne Financial.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in MidWestOne Financial on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding MidWestOne Financial Group or generate 0.0% return on investment in MidWestOne Financial over 360 days. MidWestOne Financial is related to or competes with Home Federal, Lake Shore, Community West, First Northwest, First Financial, Great Southern, and First Community. MidWestOne Financial Group, Inc. operates as the bank holding company for MidWestOne Bank that provides commercial and r... More
MidWestOne 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 MidWestOne Financial'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 MidWestOne Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.0807 | |||
| Maximum Drawdown | 12.68 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 4.01 |
MidWestOne Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MidWestOne Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MidWestOne Financial's standard deviation. In reality, there are many statistical measures that can use MidWestOne Financial historical prices to predict the future MidWestOne Financial's volatility.| Risk Adjusted Performance | 0.1027 | |||
| Jensen Alpha | 0.0921 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1054 | |||
| Treynor Ratio | 0.1445 |
MidWestOne Financial Backtested Returns
MidWestOne Financial appears to be very steady, given 3 months investment horizon. MidWestOne Financial has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for MidWestOne Financial, which you can use to evaluate the volatility of the firm. Please exercise MidWestOne Financial's Mean Deviation of 1.65, downside deviation of 1.86, and Risk Adjusted Performance of 0.1027 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MidWestOne Financial holds a performance score of 8. The company secures a Beta (Market Risk) of 2.05, which conveys 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, MidWestOne Financial will likely underperform. Please check MidWestOne Financial's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether MidWestOne Financial's current price movements will revert.
Auto-correlation | -0.57 |
Good reverse predictability
MidWestOne Financial Group has good reverse predictability. Overlapping area represents the amount of predictability between MidWestOne Financial time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd 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 MidWestOne Financial price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current MidWestOne Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 13.09 |
MidWestOne Financial lagged returns against current returns
Autocorrelation, which is MidWestOne Financial 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 MidWestOne Financial's stock expected returns. We can calculate the autocorrelation of MidWestOne Financial returns to help us make a trade decision. For example, suppose you find that MidWestOne Financial 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 |
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MidWestOne 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 MidWestOne Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MidWestOne Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MidWestOne Financial stock over time.
Current vs Lagged Prices |
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MidWestOne Financial Lagged Returns
When evaluating MidWestOne Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MidWestOne Financial stock have on its future price. MidWestOne 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, MidWestOne Financial autocorrelation shows the relationship between MidWestOne Financial stock current value and its past values and can show if there is a momentum factor associated with investing in MidWestOne Financial Group.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether MidWestOne Financial is a strong investment it is important to analyze MidWestOne Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact MidWestOne Financial's future performance. For an informed investment choice regarding MidWestOne Stock, refer to the following important reports:Check out MidWestOne Financial Correlation, MidWestOne Financial Volatility and MidWestOne Financial Alpha and Beta module to complement your research on MidWestOne Financial. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
MidWestOne Financial 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.