REGIONS FINANCIAL (Germany) Market Value
| RN70 Stock | 18.40 0.20 1.10% |
| Symbol | REGIONS |
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.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in REGIONS FINANCIAL on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding REGIONS FINANCIAL PFD or generate 0.0% return on investment in REGIONS FINANCIAL over 180 days. REGIONS FINANCIAL is related to or competes with BNP Paribas, Deutsche Bank, and Santander Bank. 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 PFD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.0439 | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.31 |
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 | 0.1275 | |||
| Jensen Alpha | 0.1053 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0376 | |||
| Treynor Ratio | 0.3208 |
REGIONS FINANCIAL PFD Backtested Returns
At this point, REGIONS FINANCIAL is very steady. REGIONS FINANCIAL PFD maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for REGIONS FINANCIAL PFD, which you can use to evaluate the volatility of the company. Please check REGIONS FINANCIAL's risk adjusted performance of 0.1275, and Semi Deviation of 0.8424 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. REGIONS FINANCIAL has a performance score of 12 on a scale of 0 to 100. The company holds a Beta of 0.53, which implies possible diversification benefits within a given portfolio. As returns on the market increase, REGIONS FINANCIAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding REGIONS FINANCIAL is expected to be smaller as well. REGIONS FINANCIAL PFD now holds a risk of 1.11%. Please check REGIONS FINANCIAL PFD coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if REGIONS FINANCIAL PFD will be following its historical price patterns.
Auto-correlation | 0.54 |
Modest predictability
REGIONS FINANCIAL PFD has modest predictability. Overlapping area represents the amount of predictability between REGIONS FINANCIAL time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 REGIONS FINANCIAL PFD price movement. The serial correlation of 0.54 indicates that about 54.0% of current REGIONS FINANCIAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
REGIONS FINANCIAL PFD 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 PFD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in REGIONS Stock
REGIONS FINANCIAL financial ratios help investors to determine whether REGIONS Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in REGIONS with respect to the benefits of owning REGIONS FINANCIAL security.