Regions Financial Stock Market Value
| RF-PF Stock | 26.40 0.34 1.30% |
| Symbol | Regions |
Regions Financial Price To Book Ratio
Regions 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 Regions 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 Regions Financial.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Regions Financial on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Regions Financial or generate 0.0% return on investment in Regions Financial over 360 days. Regions Financial is related to or competes with Western Union, Pintec Technology, Encore Capital, Pinterest, Glacier Bancorp, KeyCorp, and AmTrust Financial. Regions Financial is entity of United States More
Regions 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 Regions 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 Regions Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4737 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 1.88 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.8922 |
Regions Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regions Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regions Financial's standard deviation. In reality, there are many statistical measures that can use Regions Financial historical prices to predict the future Regions Financial's volatility.| Risk Adjusted Performance | 0.1005 | |||
| Jensen Alpha | 0.061 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | (1.04) |
Regions Financial Backtested Returns
At this point, Regions Financial is very steady. Regions Financial maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Regions Financial, which you can use to evaluate the volatility of the company. Please check Regions Financial's Risk Adjusted Performance of 0.1005, semi deviation of 0.3276, and Coefficient Of Variation of 713.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.0663%. Regions Financial has a performance score of 11 on a scale of 0 to 100. The company holds a Beta of -0.0525, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Regions Financial are expected to decrease at a much lower rate. During the bear market, Regions Financial is likely to outperform the market. Regions Financial right now holds a risk of 0.46%. Please check Regions Financial jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Regions Financial will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Regions Financial has no correlation between past and present. Overlapping area represents the amount of predictability between Regions Financial time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Regions Financial price movement. The serial correlation of 0.0 indicates that just 0.0% of current Regions Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Regions Financial lagged returns against current returns
Autocorrelation, which is Regions 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 Regions Financial's stock expected returns. We can calculate the autocorrelation of Regions Financial returns to help us make a trade decision. For example, suppose you find that Regions 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 |
| Timeline |
Regions 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 Regions Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regions Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regions Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Regions Financial Lagged Returns
When evaluating Regions Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regions Financial stock have on its future price. Regions 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, Regions Financial autocorrelation shows the relationship between Regions Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Regions Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Regions Financial is a strong investment it is important to analyze Regions 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 Regions Financial's future performance. For an informed investment choice regarding Regions Stock, refer to the following important reports:Check out Regions Financial Correlation, Regions Financial Volatility and Regions Financial Alpha and Beta module to complement your research on Regions Financial. For more detail on how to invest in Regions Stock please use our How to Invest in Regions Financial guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Regions 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.