Cullenfrost Bankers Preferred Stock Market Value
| CFR-PB Preferred Stock | USD 17.97 0.08 0.45% |
| Symbol | CullenFrost |
CullenFrost Bankers '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 CullenFrost Bankers' 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 CullenFrost Bankers.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in CullenFrost Bankers on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding CullenFrost Bankers or generate 0.0% return on investment in CullenFrost Bankers over 90 days. CullenFrost Bankers is related to or competes with Truist Financial, Citizens Financial, Bank of America, US Bancorp, and Bank of Hawaii. CullenFrost Bankers, Inc. operates as the bank holding company for Frost Bank that offers commercial and consumer bankin... More
CullenFrost Bankers 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 CullenFrost Bankers' 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 CullenFrost Bankers upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.068 | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.49 |
CullenFrost Bankers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CullenFrost Bankers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CullenFrost Bankers' standard deviation. In reality, there are many statistical measures that can use CullenFrost Bankers historical prices to predict the future CullenFrost Bankers' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0551 | |||
| Treynor Ratio | (0.17) |
CullenFrost Bankers Backtested Returns
At this point, CullenFrost Bankers is very steady. CullenFrost Bankers secures Sharpe Ratio (or Efficiency) of 0.017, which signifies that the company had a 0.017 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for CullenFrost Bankers, which you can use to evaluate the volatility of the firm. Please confirm CullenFrost Bankers' Mean Deviation of 0.6334, risk adjusted performance of (0.04), and Standard Deviation of 0.8495 to double-check if the risk estimate we provide is consistent with the expected return of 0.0146%. CullenFrost Bankers has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CullenFrost Bankers' returns are expected to increase less than the market. However, during the bear market, the loss of holding CullenFrost Bankers is expected to be smaller as well. CullenFrost Bankers right now shows a risk of 0.86%. Please confirm CullenFrost Bankers treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if CullenFrost Bankers will be following its price patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
CullenFrost Bankers has poor reverse predictability. Overlapping area represents the amount of predictability between CullenFrost Bankers time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 CullenFrost Bankers price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current CullenFrost Bankers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
CullenFrost Bankers lagged returns against current returns
Autocorrelation, which is CullenFrost Bankers 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 CullenFrost Bankers' preferred stock expected returns. We can calculate the autocorrelation of CullenFrost Bankers returns to help us make a trade decision. For example, suppose you find that CullenFrost Bankers 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 |
CullenFrost Bankers 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 CullenFrost Bankers preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CullenFrost Bankers preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CullenFrost Bankers preferred stock over time.
Current vs Lagged Prices |
| Timeline |
CullenFrost Bankers Lagged Returns
When evaluating CullenFrost Bankers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CullenFrost Bankers preferred stock have on its future price. CullenFrost Bankers 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, CullenFrost Bankers autocorrelation shows the relationship between CullenFrost Bankers preferred stock current value and its past values and can show if there is a momentum factor associated with investing in CullenFrost Bankers.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in CullenFrost Preferred Stock
CullenFrost Bankers financial ratios help investors to determine whether CullenFrost Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CullenFrost with respect to the benefits of owning CullenFrost Bankers security.