US Bancorp (Mexico) Market Value
| USB Stock | MXN 1,016 0.00 0.00% |
| Symbol | USB |
US 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 US 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 US Bancorp.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in US Bancorp on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding US Bancorp or generate 0.0% return on investment in US Bancorp over 330 days. US Bancorp is related to or competes with Glencore Plc, IShares Global, Vanguard World, IShares Trust, IShares Trust, and IShares Trust. Bancorp, a financial services holding company, provides various financial services in the United States More
US 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 US 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 US Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.95 | |||
| Information Ratio | 0.1105 | |||
| Maximum Drawdown | 16.15 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 5.58 |
US Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Bancorp's standard deviation. In reality, there are many statistical measures that can use US Bancorp historical prices to predict the future US Bancorp's volatility.| Risk Adjusted Performance | 0.1316 | |||
| Jensen Alpha | 0.4594 | |||
| Total Risk Alpha | 0.0027 | |||
| Sortino Ratio | 0.0941 | |||
| Treynor Ratio | (0.79) |
US Bancorp Backtested Returns
US Bancorp appears to be very steady, given 3 months investment horizon. US Bancorp retains Efficiency (Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of price deviation over the last 3 months. We have found twenty-five technical indicators for US Bancorp, which you can use to evaluate the volatility of the company. Please review US Bancorp's Downside Deviation of 2.95, risk adjusted performance of 0.1316, and Mean Deviation of 1.21 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, US Bancorp holds a performance score of 10. The entity owns a Beta (Systematic Risk) of -0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning US Bancorp are expected to decrease at a much lower rate. During the bear market, US Bancorp is likely to outperform the market. Please check US Bancorp's mean deviation, information ratio, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether US Bancorp's current price history will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
US Bancorp has poor reverse predictability. Overlapping area represents the amount of predictability between US 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 US Bancorp price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current US Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 9968.12 |
US Bancorp lagged returns against current returns
Autocorrelation, which is US 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 US Bancorp's stock expected returns. We can calculate the autocorrelation of US Bancorp returns to help us make a trade decision. For example, suppose you find that US 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 |
US 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 US Bancorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if US Bancorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in US Bancorp stock over time.
Current vs Lagged Prices |
| Timeline |
US Bancorp Lagged Returns
When evaluating US Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of US Bancorp stock have on its future price. US 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, US Bancorp autocorrelation shows the relationship between US Bancorp stock current value and its past values and can show if there is a momentum factor associated with investing in US Bancorp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for USB Stock Analysis
When running US Bancorp's price analysis, check to measure US Bancorp'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 US Bancorp is operating at the current time. Most of US Bancorp's value examination focuses on studying past and present price action to predict the probability of US Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move US Bancorp's price. Additionally, you may evaluate how the addition of US Bancorp to your portfolios can decrease your overall portfolio volatility.