Merchants Bancorp Preferred Stock Market Value
| MBINN Preferred Stock | USD 21.36 0.03 0.14% |
| Symbol | Merchants |
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 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 Merchants Bancorp.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Merchants Bancorp on December 17, 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 90 days. Merchants Bancorp is related to or competes with Texas Capital, Washington Federal, and First Guaranty. 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 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 Merchants Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0642 | |||
| Maximum Drawdown | 8.78 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.7 |
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 | 0.0053 | |||
| Total Risk Alpha | 0.1271 | |||
| Treynor Ratio | (0.09) |
Merchants Bancorp Backtested Returns
As of now, Merchants Preferred Stock is very steady. Merchants Bancorp has Sharpe Ratio of 0.0381, which conveys that the firm had a 0.0381 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Merchants Bancorp, which you can use to evaluate the volatility of the firm. Please verify Merchants Bancorp's Mean Deviation of 0.8401, standard deviation of 1.25, and Risk Adjusted Performance of (0.01) to check out if the risk estimate we provide is consistent with the expected return of 0.0482%. Merchants Bancorp has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Merchants Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Merchants Bancorp is expected to be smaller as well. Merchants Bancorp right now secures a risk of 1.27%. Please verify Merchants Bancorp treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Merchants Bancorp will be following its current price movements.
Auto-correlation | -0.03 |
Very weak reverse predictability
Merchants Bancorp has very weak reverse predictability. Overlapping area represents the amount of predictability between Merchants Bancorp time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Merchants Bancorp price movement. The serial correlation of -0.03 indicates that only 3.0% of current Merchants Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Merchants Bancorp lagged returns against current returns
Autocorrelation, which is Merchants Bancorp 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 Merchants Bancorp's preferred 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 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 |
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 preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Merchants Bancorp preferred 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 preferred 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 preferred 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 preferred 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 |
Other Information on Investing in Merchants Preferred Stock
Merchants Bancorp financial ratios help investors to determine whether Merchants 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 Merchants with respect to the benefits of owning Merchants Bancorp security.