Midland States Bancorp Stock Market Value
| MSBI Stock | USD 19.26 0.55 2.78% |
| Symbol | Midland |
Midland States Bancorp 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 Midland States. If investors know Midland 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 Midland States 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 0.802 | Earnings Share (1.05) | Revenue Per Share | Quarterly Revenue Growth 0.066 | Return On Assets |
The market value of Midland States Bancorp is measured differently than its book value, which is the value of Midland that is recorded on the company's balance sheet. Investors also form their own opinion of Midland States' value that differs from its market value or its book value, called intrinsic value, which is Midland States' 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 Midland States' market value can be influenced by many factors that don't directly affect Midland States' 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 Midland States' value and its price as these two are different measures arrived at by different means. Investors typically determine if Midland States is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Midland States' 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.
Midland States '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 Midland States' 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 Midland States.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Midland States on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Midland States Bancorp or generate 0.0% return on investment in Midland States over 30 days. Midland States is related to or competes with MidWestOne Financial, Equity Bancshares,, First Mid, ConnectOne Bancorp, and Civista Bancshares. Midland States Bancorp, Inc. operates as a financial holding company for Midland States Bank that provides various banki... More
Midland States 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 Midland States' 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 Midland States Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 31.9 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 3.63 |
Midland States Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Midland States' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Midland States' standard deviation. In reality, there are many statistical measures that can use Midland States historical prices to predict the future Midland States' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.23) |
Midland States Bancorp Backtested Returns
Midland States Bancorp has Sharpe Ratio of -0.09, which conveys that the firm had a -0.09 % return per unit of risk over the last 3 months. Midland States exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Midland States' Mean Deviation of 1.78, standard deviation of 3.42, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Midland States' returns are expected to increase less than the market. However, during the bear market, the loss of holding Midland States is expected to be smaller as well. At this point, Midland States Bancorp has a negative expected return of -0.32%. Please make sure to verify Midland States' potential upside, and the relationship between the information ratio and rate of daily change , to decide if Midland States Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Midland States Bancorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Midland States time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Midland States Bancorp price movement. The serial correlation of -0.17 indicates that over 17.0% of current Midland States price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 6.18 |
Midland States Bancorp lagged returns against current returns
Autocorrelation, which is Midland States 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 Midland States' stock expected returns. We can calculate the autocorrelation of Midland States returns to help us make a trade decision. For example, suppose you find that Midland States 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 |
Midland States 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 Midland States stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Midland States stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Midland States stock over time.
Current vs Lagged Prices |
| Timeline |
Midland States Lagged Returns
When evaluating Midland States' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Midland States stock have on its future price. Midland States 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, Midland States autocorrelation shows the relationship between Midland States stock current value and its past values and can show if there is a momentum factor associated with investing in Midland States Bancorp.
Regressed Prices |
| Timeline |
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Check out Midland States Correlation, Midland States Volatility and Midland States Alpha and Beta module to complement your research on Midland States. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Midland States 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.