Texas Capital Bancshares Stock Market Value
| TCBI Stock | USD 79.30 0.79 1.01% |
| Symbol | Texas |
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 Texas Capital. If investors know Texas 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 Texas Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Texas Capital Bancshares is measured differently than its book value, which is the value of Texas that is recorded on the company's balance sheet. Investors also form their own opinion of Texas Capital's value that differs from its market value or its book value, called intrinsic value, which is Texas Capital'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 Texas Capital's market value can be influenced by many factors that don't directly affect Texas Capital'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 Texas Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Texas Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Texas Capital'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.
Texas Capital '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 Texas Capital'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 Texas Capital.
| 11/01/2024 |
| 01/30/2025 |
If you would invest 0.00 in Texas Capital on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Texas Capital Bancshares or generate 0.0% return on investment in Texas Capital over 90 days. Texas Capital is related to or competes with Heartland Financial, Heritage Commerce, Business First, German American, Commerce Bancshares, BOK Financial, and United Bankshares. Texas Capital Bancshares, Inc. operates as the bank holding company for Texas Capital Bank, is a full-service financial ... More
Texas Capital 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 Texas Capital'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 Texas Capital Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 16.16 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 3.11 |
Texas Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Texas Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Texas Capital's standard deviation. In reality, there are many statistical measures that can use Texas Capital historical prices to predict the future Texas Capital's volatility.| Risk Adjusted Performance | 0.0349 | |||
| Jensen Alpha | 0.0193 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1239 |
Texas Capital Bancshares Backtested Returns
Texas Capital is very steady at the moment. Texas Capital Bancshares owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.034, which indicates the firm had a 0.034 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Texas Capital Bancshares, which you can use to evaluate the volatility of the company. Please validate Texas Capital's Risk Adjusted Performance of 0.0349, coefficient of variation of 2939.26, and Semi Deviation of 2.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.0803%. Texas Capital has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Texas Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Texas Capital is expected to be smaller as well. Texas Capital Bancshares right now has a risk of 2.36%. Please validate Texas Capital skewness, and the relationship between the downside variance and daily balance of power , to decide if Texas Capital will be following its existing price patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Texas Capital Bancshares has modest reverse predictability. Overlapping area represents the amount of predictability between Texas Capital time series from 1st of November 2024 to 16th of December 2024 and 16th of December 2024 to 30th of January 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 Texas Capital Bancshares price movement. The serial correlation of -0.49 indicates that about 49.0% of current Texas Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 5.07 |
Texas Capital Bancshares lagged returns against current returns
Autocorrelation, which is Texas Capital 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 Texas Capital's stock expected returns. We can calculate the autocorrelation of Texas Capital returns to help us make a trade decision. For example, suppose you find that Texas Capital 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 |
Texas Capital 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 Texas Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Texas Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Texas Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Texas Capital Lagged Returns
When evaluating Texas Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Texas Capital stock have on its future price. Texas Capital 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, Texas Capital autocorrelation shows the relationship between Texas Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Texas Capital Bancshares.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Texas Capital Bancshares offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Texas Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Texas Capital Bancshares Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Texas Capital Bancshares Stock:Check out Texas Capital Correlation, Texas Capital Volatility and Texas Capital Alpha and Beta module to complement your research on Texas Capital. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Texas Capital 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.