Cullen/Frost Bankers (Germany) Market Value
CFZ Stock | EUR 129.00 0.00 0.00% |
Symbol | Cullen/Frost |
Cullen/Frost 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 Cullen/Frost Bankers' 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 Cullen/Frost Bankers.
10/08/2024 |
| 01/06/2025 |
If you would invest 0.00 in Cullen/Frost Bankers on October 8, 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 Cullen/Frost Bankers over 90 days. Cullen/Frost Bankers is related to or competes with INTERSHOP Communications, Charter Communications, Singapore Airlines, INTERNET INJPADR, SINGAPORE AIRLINES, and Highlight Communications. CullenFrost Bankers, Inc. operates as the holding company for Frost Bank that offers commercial and consumer banking ser... More
Cullen/Frost 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 Cullen/Frost Bankers' 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.
Downside Deviation | 1.79 | |||
Information Ratio | 0.1784 | |||
Maximum Drawdown | 13.77 | |||
Value At Risk | (2.26) | |||
Potential Upside | 3.39 |
Cullen/Frost Bankers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cullen/Frost Bankers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cullen/Frost Bankers' standard deviation. In reality, there are many statistical measures that can use Cullen/Frost Bankers historical prices to predict the future Cullen/Frost Bankers' volatility.Risk Adjusted Performance | 0.1594 | |||
Total Risk Alpha | 0.3672 | |||
Sortino Ratio | 0.217 |
Cullen/Frost Bankers Backtested Returns
Cullen/Frost Bankers appears to be very steady, given 3 months investment horizon. Cullen/Frost Bankers secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for CullenFrost Bankers, which you can use to evaluate the volatility of the firm. Please makes use of Cullen/Frost Bankers' Risk Adjusted Performance of 0.1594, coefficient of variation of 529.9, and Semi Deviation of 1.23 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cullen/Frost Bankers holds a performance score of 14. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Cullen/Frost Bankers are completely uncorrelated. Please check Cullen/Frost Bankers' variance, potential upside, skewness, as well as the relationship between the total risk alpha and semi variance , to make a quick decision on whether Cullen/Frost Bankers' price patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
CullenFrost Bankers has good reverse predictability. Overlapping area represents the amount of predictability between Cullen/Frost Bankers time series from 8th of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 6th 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 Cullen/Frost Bankers price movement. The serial correlation of -0.54 indicates that about 54.0% of current Cullen/Frost Bankers price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.54 | |
Spearman Rank Test | -0.74 | |
Residual Average | 0.0 | |
Price Variance | 7.14 |
Cullen/Frost Bankers lagged returns against current returns
Autocorrelation, which is Cullen/Frost Bankers 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 Cullen/Frost Bankers' stock expected returns. We can calculate the autocorrelation of Cullen/Frost Bankers returns to help us make a trade decision. For example, suppose you find that Cullen/Frost Bankers 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 |
Cullen/Frost 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 Cullen/Frost Bankers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cullen/Frost Bankers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cullen/Frost Bankers stock over time.
Current vs Lagged Prices |
Timeline |
Cullen/Frost Bankers Lagged Returns
When evaluating Cullen/Frost Bankers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cullen/Frost Bankers stock have on its future price. Cullen/Frost 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, Cullen/Frost Bankers autocorrelation shows the relationship between Cullen/Frost Bankers 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 |
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Additional Information and Resources on Investing in Cullen/Frost Stock
When determining whether Cullen/Frost Bankers is a strong investment it is important to analyze Cullen/Frost Bankers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cullen/Frost Bankers' future performance. For an informed investment choice regarding Cullen/Frost Stock, refer to the following important reports:Check out Cullen/Frost Bankers Correlation, Cullen/Frost Bankers Volatility and Cullen/Frost Bankers Alpha and Beta module to complement your research on Cullen/Frost Bankers. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Cullen/Frost Bankers 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.