Tfs Financial Stock Market Value
| TFSL Stock | USD 14.52 0.14 0.97% |
| Symbol | TFS |
TFS Financial 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 TFS Financial. If investors know TFS 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 TFS Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 1.13 | Earnings Share 0.28 | Revenue Per Share 1.095 | Quarterly Revenue Growth (0.01) | Return On Assets 0.0047 |
The market value of TFS Financial is measured differently than its book value, which is the value of TFS that is recorded on the company's balance sheet. Investors also form their own opinion of TFS Financial's value that differs from its market value or its book value, called intrinsic value, which is TFS Financial'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 TFS Financial's market value can be influenced by many factors that don't directly affect TFS Financial'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 TFS Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if TFS Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TFS Financial'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.
TFS 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 TFS 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 TFS Financial.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in TFS Financial on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding TFS Financial or generate 0.0% return on investment in TFS Financial over 330 days. TFS Financial is related to or competes with First Hawaiian, Territorial Bancorp, Bank of Hawaii, Financial Institutions, Heritage Financial, Central Pacific, and William Penn. TFS Financial Corporation, through its subsidiaries, provides retail consumer banking services in the United States More
TFS 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 TFS 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 TFS Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0431 | |||
| Maximum Drawdown | 11.86 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.35 |
TFS Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TFS Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TFS Financial's standard deviation. In reality, there are many statistical measures that can use TFS Financial historical prices to predict the future TFS Financial's volatility.| Risk Adjusted Performance | 0.095 | |||
| Jensen Alpha | 0.0037 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0521 | |||
| Treynor Ratio | 0.1231 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TFS 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.
TFS Financial Backtested Returns
As of now, TFS Stock is not too volatile. TFS Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0984, which indicates the firm had a 0.0984% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for TFS Financial, which you can use to evaluate the volatility of the company. Please validate TFS Financial's risk adjusted performance of 0.095, and Coefficient Of Variation of 859.11 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. TFS Financial has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 1.61, which indicates 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, TFS Financial will likely underperform. TFS Financial currently has a risk of 1.76%. Please validate TFS Financial downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if TFS Financial will be following its existing price patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
TFS Financial has poor reverse predictability. Overlapping area represents the amount of predictability between TFS Financial 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 TFS Financial price movement. The serial correlation of -0.39 indicates that just about 39.0% of current TFS Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
TFS Financial lagged returns against current returns
Autocorrelation, which is TFS 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 TFS Financial's stock expected returns. We can calculate the autocorrelation of TFS Financial returns to help us make a trade decision. For example, suppose you find that TFS 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 |
TFS 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 TFS Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TFS Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TFS Financial stock over time.
Current vs Lagged Prices |
| Timeline |
TFS Financial Lagged Returns
When evaluating TFS Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TFS Financial stock have on its future price. TFS 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, TFS Financial autocorrelation shows the relationship between TFS Financial stock current value and its past values and can show if there is a momentum factor associated with investing in TFS Financial.
Regressed Prices |
| Timeline |
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TFS 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.