Tectonic Financial Pr Preferred Stock Market Value
| TECTP Preferred Stock | USD 10.50 0.14 1.32% |
| Symbol | Tectonic |
Tectonic 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 Tectonic Financial's preferred 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 Tectonic Financial.
| 02/14/2023 |
| 02/03/2025 |
If you would invest 0.00 in Tectonic Financial on February 14, 2023 and sell it all today you would earn a total of 0.00 from holding Tectonic Financial PR or generate 0.0% return on investment in Tectonic Financial over 720 days. Tectonic Financial is related to or competes with First Guaranty, First Merchants, Associated Banc, Bridgewater Bancshares, Associated Banc, Absa Group, and Aozora Bank. Tectonic Financial, Inc., a financial holding company, provides banking and financial products and services to high net ... More
Tectonic 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 Tectonic Financial's preferred 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 Tectonic Financial PR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.17 |
Tectonic Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tectonic Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tectonic Financial's standard deviation. In reality, there are many statistical measures that can use Tectonic Financial historical prices to predict the future Tectonic Financial's volatility.| Risk Adjusted Performance | 0.0516 | |||
| Jensen Alpha | 0.0401 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.5784 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tectonic Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tectonic Financial Backtested Returns
Currently, Tectonic Financial PR is very steady. Tectonic Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tectonic Financial PR, which you can use to evaluate the volatility of the company. Please validate Tectonic Financial's Coefficient Of Variation of 1652.0, risk adjusted performance of 0.0516, and Semi Deviation of 0.7871 to confirm if the risk estimate we provide is consistent with the expected return of 8.0E-4%. The entity has a beta of 0.0787, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tectonic Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tectonic Financial is expected to be smaller as well. Tectonic Financial right now has a risk of 0.9%. Please validate Tectonic Financial potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Tectonic Financial will be following its existing price patterns.
Auto-correlation | 0.84 |
Very good predictability
Tectonic Financial PR has very good predictability. Overlapping area represents the amount of predictability between Tectonic Financial time series from 14th of February 2023 to 9th of February 2024 and 9th of February 2024 to 3rd 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 Tectonic Financial price movement. The serial correlation of 0.84 indicates that around 84.0% of current Tectonic Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Tectonic Financial lagged returns against current returns
Autocorrelation, which is Tectonic Financial preferred 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 Tectonic Financial's preferred stock expected returns. We can calculate the autocorrelation of Tectonic Financial returns to help us make a trade decision. For example, suppose you find that Tectonic Financial has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Tectonic 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 Tectonic Financial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tectonic Financial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tectonic Financial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Tectonic Financial Lagged Returns
When evaluating Tectonic Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tectonic Financial preferred stock have on its future price. Tectonic 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, Tectonic Financial autocorrelation shows the relationship between Tectonic Financial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Tectonic Financial PR.
Regressed Prices |
| Timeline |
Additional Tools for Tectonic Preferred Stock Analysis
When running Tectonic Financial's price analysis, check to measure Tectonic Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tectonic Financial is operating at the current time. Most of Tectonic Financial's value examination focuses on studying past and present price action to predict the probability of Tectonic Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tectonic Financial's price. Additionally, you may evaluate how the addition of Tectonic Financial to your portfolios can decrease your overall portfolio volatility.