The Bancorp Stock Market Value
| TBBK Stock | USD 57.42 1.52 2.72% |
| Symbol | Bancorp |
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 Bancorp. If investors know Bancorp 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 Bancorp 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 0.13 | Earnings Share 3.96 | Revenue Per Share 9.168 | Quarterly Revenue Growth 0.075 | Return On Assets 0.0264 |
The market value of Bancorp is measured differently than its book value, which is the value of Bancorp that is recorded on the company's balance sheet. Investors also form their own opinion of Bancorp's value that differs from its market value or its book value, called intrinsic value, which is Bancorp'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 Bancorp's market value can be influenced by many factors that don't directly affect Bancorp'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 Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bancorp'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.
Bancorp '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 Bancorp'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 Bancorp.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Bancorp on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding The Bancorp or generate 0.0% return on investment in Bancorp over 330 days. Bancorp is related to or competes with Heartland Financial, Heritage Commerce, Business First, German American, Texas Capital, Southern Missouri, and IF Bancorp. The Bancorp, Inc. operates as the financial holding company for The Bancorp Bank that provides banking products and serv... More
Bancorp 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 Bancorp'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 The Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.52 | |||
| Information Ratio | 0.0435 | |||
| Maximum Drawdown | 20.85 | |||
| Value At Risk | (4.54) | |||
| Potential Upside | 5.51 |
Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bancorp's standard deviation. In reality, there are many statistical measures that can use Bancorp historical prices to predict the future Bancorp's volatility.| Risk Adjusted Performance | 0.0686 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0455 | |||
| Treynor Ratio | 0.0918 |
Bancorp Backtested Returns
Bancorp appears to be very steady, given 3 months investment horizon. Bancorp secures Sharpe Ratio (or Efficiency) of 0.0681, which signifies that the company had a 0.0681% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for The Bancorp, which you can use to evaluate the volatility of the firm. Please makes use of Bancorp's Semi Deviation of 3.27, risk adjusted performance of 0.0686, and Mean Deviation of 2.46 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bancorp holds a performance score of 5. The firm shows a Beta (market volatility) of 3.06, which signifies 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, Bancorp will likely underperform. Please check Bancorp's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Bancorp's price patterns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
The Bancorp has modest reverse predictability. Overlapping area represents the amount of predictability between Bancorp time series from 29th of December 2023 to 11th of June 2024 and 11th of June 2024 to 23rd 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 Bancorp price movement. The serial correlation of -0.49 indicates that about 49.0% of current Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 44.71 |
Bancorp lagged returns against current returns
Autocorrelation, which is Bancorp 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 Bancorp's stock expected returns. We can calculate the autocorrelation of Bancorp returns to help us make a trade decision. For example, suppose you find that Bancorp 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 |
Bancorp 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 Bancorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bancorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bancorp stock over time.
Current vs Lagged Prices |
| Timeline |
Bancorp Lagged Returns
When evaluating Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bancorp stock have on its future price. Bancorp 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, Bancorp autocorrelation shows the relationship between Bancorp stock current value and its past values and can show if there is a momentum factor associated with investing in The Bancorp.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Bancorp Correlation, Bancorp Volatility and Bancorp Alpha and Beta module to complement your research on Bancorp. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Bancorp 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.