Merchants Bancorp Stock Market Value
| MBIN Stock | USD 41.33 0.35 0.84% |
| Symbol | Merchants |
Merchants Bancorp Price To Book Ratio
Is Commercial & Residential Mortgage Finance 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 Merchants Bancorp. If investors know Merchants 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 Merchants Bancorp 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 (0.30) | Dividend Share 0.36 | Earnings Share 6.03 | Revenue Per Share 13.735 | Quarterly Revenue Growth (0.05) |
The market value of Merchants Bancorp is measured differently than its book value, which is the value of Merchants that is recorded on the company's balance sheet. Investors also form their own opinion of Merchants Bancorp's value that differs from its market value or its book value, called intrinsic value, which is Merchants Bancorp'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 Merchants Bancorp's market value can be influenced by many factors that don't directly affect Merchants Bancorp'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 Merchants Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Merchants Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Merchants Bancorp'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.
Merchants 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 Merchants 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 Merchants Bancorp.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Merchants Bancorp on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Merchants Bancorp or generate 0.0% return on investment in Merchants Bancorp over 180 days. Merchants Bancorp is related to or competes with RBB Bancorp, Midland States, SmartFinancial,, Business First, and First Mid. Merchants Bancorp operates as the diversified bank holding company in the United States More
Merchants 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 Merchants 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 Merchants Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 21.79 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 3.88 |
Merchants Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Merchants Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Merchants Bancorp's standard deviation. In reality, there are many statistical measures that can use Merchants Bancorp historical prices to predict the future Merchants Bancorp's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.04) |
Merchants Bancorp Backtested Returns
Merchants Bancorp has Sharpe Ratio of -0.0288, which conveys that the firm had a -0.0288% return per unit of risk over the last 3 months. Merchants Bancorp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Merchants Bancorp's Risk Adjusted Performance of (0.01), mean deviation of 1.93, and Standard Deviation of 3.38 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 2.13, which conveys 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, Merchants Bancorp will likely underperform. At this point, Merchants Bancorp has a negative expected return of -0.0987%. Please make sure to verify Merchants Bancorp's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Merchants Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Merchants Bancorp has insignificant predictability. Overlapping area represents the amount of predictability between Merchants Bancorp time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th 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 Merchants Bancorp price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Merchants Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 7.83 |
Merchants Bancorp lagged returns against current returns
Autocorrelation, which is Merchants 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 Merchants Bancorp's stock expected returns. We can calculate the autocorrelation of Merchants Bancorp returns to help us make a trade decision. For example, suppose you find that Merchants 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 |
Merchants 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 Merchants Bancorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Merchants Bancorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Merchants Bancorp stock over time.
Current vs Lagged Prices |
| Timeline |
Merchants Bancorp Lagged Returns
When evaluating Merchants Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Merchants Bancorp stock have on its future price. Merchants 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, Merchants Bancorp autocorrelation shows the relationship between Merchants Bancorp stock current value and its past values and can show if there is a momentum factor associated with investing in Merchants Bancorp.
Regressed Prices |
| Timeline |
Pair Trading with Merchants Bancorp
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Merchants Bancorp position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Merchants Bancorp will appreciate offsetting losses from the drop in the long position's value.Moving against Merchants Stock
| 0.63 | LC | LendingClub Corp | PairCorr |
| 0.59 | MS | Morgan Stanley Sell-off Trend | PairCorr |
| 0.59 | QD | Qudian Inc | PairCorr |
| 0.58 | BX | Blackstone Group Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.57 | V | Visa Class A | PairCorr |
The ability to find closely correlated positions to Merchants Bancorp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Merchants Bancorp when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Merchants Bancorp - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Merchants Bancorp to buy it.
The correlation of Merchants Bancorp is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Merchants Bancorp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Merchants Bancorp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Merchants Bancorp can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Merchants Bancorp Correlation, Merchants Bancorp Volatility and Merchants Bancorp Alpha and Beta module to complement your research on Merchants Bancorp. To learn how to invest in Merchants Stock, please use our How to Invest in Merchants Bancorp guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Merchants Bancorp 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.