Huntington Bancshares Incorporated Preferred Stock Market Value
| HBANM Preferred Stock | USD 22.58 0.10 0.44% |
| Symbol | Huntington |
Huntington Bancshares '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 Huntington Bancshares' 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 Huntington Bancshares.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Huntington Bancshares on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Huntington Bancshares Incorporated or generate 0.0% return on investment in Huntington Bancshares over 90 days. Huntington Bancshares is related to or competes with Huntington Bancshares, Fifth Third, Fifth Third, KeyCorp, and KeyCorp. Huntington Bancshares Incorporated operates as the bank holding company for The Huntington National Bank that provides c... More
Huntington Bancshares 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 Huntington Bancshares' 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 Huntington Bancshares Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0321 | |||
| Maximum Drawdown | 9.66 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.08 |
Huntington Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huntington Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huntington Bancshares' standard deviation. In reality, there are many statistical measures that can use Huntington Bancshares historical prices to predict the future Huntington Bancshares' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.089 | |||
| Treynor Ratio | (0.79) |
Huntington Bancshares Backtested Returns
Huntington Bancshares holds Efficiency (Sharpe) Ratio of -0.0106, which attests that the entity had a -0.0106 % return per unit of risk over the last 3 months. Huntington Bancshares exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Huntington Bancshares' Risk Adjusted Performance of (0.04), market risk adjusted performance of (0.78), and Standard Deviation of 1.26 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0872, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Huntington Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding Huntington Bancshares is expected to be smaller as well. At this point, Huntington Bancshares has a negative expected return of -0.0136%. Please make sure to check out Huntington Bancshares' value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Huntington Bancshares performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Huntington Bancshares Incorporated has virtually no predictability. Overlapping area represents the amount of predictability between Huntington Bancshares time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Huntington Bancshares price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Huntington Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Huntington Bancshares lagged returns against current returns
Autocorrelation, which is Huntington Bancshares 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 Huntington Bancshares' preferred stock expected returns. We can calculate the autocorrelation of Huntington Bancshares returns to help us make a trade decision. For example, suppose you find that Huntington Bancshares 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 |
Huntington Bancshares 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 Huntington Bancshares preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huntington Bancshares preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huntington Bancshares preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Huntington Bancshares Lagged Returns
When evaluating Huntington Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huntington Bancshares preferred stock have on its future price. Huntington Bancshares 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, Huntington Bancshares autocorrelation shows the relationship between Huntington Bancshares preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Huntington Bancshares Incorporated.
Regressed Prices |
| Timeline |
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Huntington Bancshares financial ratios help investors to determine whether Huntington 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 Huntington with respect to the benefits of owning Huntington Bancshares security.