Enterprise Financial Services Stock Market Value
| EFSC Stock | USD 60.59 0.25 0.41% |
| Symbol | Enterprise |
Enterprise 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 Enterprise Financial. If investors know Enterprise 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 Enterprise Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.129 | Dividend Share 1.03 | Earnings Share 4.72 | Revenue Per Share 15.805 | Quarterly Revenue Growth 0.062 |
The market value of Enterprise Financial is measured differently than its book value, which is the value of Enterprise that is recorded on the company's balance sheet. Investors also form their own opinion of Enterprise Financial's value that differs from its market value or its book value, called intrinsic value, which is Enterprise 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 Enterprise Financial's market value can be influenced by many factors that don't directly affect Enterprise 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 Enterprise Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Enterprise Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Enterprise 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.
Enterprise 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 Enterprise 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 Enterprise Financial.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Enterprise Financial on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Enterprise Financial Services or generate 0.0% return on investment in Enterprise Financial over 30 days. Enterprise Financial is related to or competes with Home Federal, First Financial, First Northwest, First Capital, Community West, HomeTrust Bancshares, and QCR Holdings. Enterprise Financial Services Corp operates as the financial holding company for Enterprise Bank Trust that offers banki... More
Enterprise 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 Enterprise 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 Enterprise Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0569 | |||
| Maximum Drawdown | 19.91 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 2.99 |
Enterprise Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enterprise Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enterprise Financial's standard deviation. In reality, there are many statistical measures that can use Enterprise Financial historical prices to predict the future Enterprise Financial's volatility.| Risk Adjusted Performance | 0.0903 | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0827 | |||
| Treynor Ratio | 0.1155 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Enterprise 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.
Enterprise Financial Backtested Returns
Enterprise Financial appears to be very steady, given 3 months investment horizon. Enterprise Financial secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Enterprise Financial Services, which you can use to evaluate the volatility of the firm. Please utilize Enterprise Financial's Downside Deviation of 1.65, mean deviation of 1.45, and Coefficient Of Variation of 917.63 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Enterprise Financial holds a performance score of 8. The firm shows a Beta (market volatility) of 2.18, which means 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, Enterprise Financial will likely underperform. Please check Enterprise Financial's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Enterprise Financial's price patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
Enterprise Financial Services has very good predictability. Overlapping area represents the amount of predictability between Enterprise Financial time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Enterprise Financial price movement. The serial correlation of 0.85 indicates that around 85.0% of current Enterprise Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
Enterprise Financial lagged returns against current returns
Autocorrelation, which is Enterprise 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 Enterprise Financial's stock expected returns. We can calculate the autocorrelation of Enterprise Financial returns to help us make a trade decision. For example, suppose you find that Enterprise 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 |
Enterprise 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 Enterprise Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enterprise Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enterprise Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Enterprise Financial Lagged Returns
When evaluating Enterprise Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enterprise Financial stock have on its future price. Enterprise 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, Enterprise Financial autocorrelation shows the relationship between Enterprise Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Enterprise Financial Services.
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.When determining whether Enterprise Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Enterprise Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Enterprise Financial Services Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Enterprise Financial Services Stock:Check out Enterprise Financial Correlation, Enterprise Financial Volatility and Enterprise Financial Alpha and Beta module to complement your research on Enterprise Financial. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Enterprise 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.