Medallion Bank Pr Preferred Stock Market Value
| MBNKP Preferred Stock | USD 25.53 0.24 0.93% |
| Symbol | Medallion |
Medallion Bank '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 Medallion Bank'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 Medallion Bank.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Medallion Bank on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Medallion Bank PR or generate 0.0% return on investment in Medallion Bank over 90 days. Medallion Bank is related to or competes with Northern Trust, and First Citizens. Medallion Bank operates as an industrial bank in the United States More
Medallion Bank 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 Medallion Bank'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 Medallion Bank PR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7563 | |||
| Information Ratio | 0.2356 | |||
| Maximum Drawdown | 3.39 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.31 |
Medallion Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medallion Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medallion Bank's standard deviation. In reality, there are many statistical measures that can use Medallion Bank historical prices to predict the future Medallion Bank's volatility.| Risk Adjusted Performance | 0.0475 | |||
| Jensen Alpha | 0.0395 | |||
| Total Risk Alpha | 0.1584 | |||
| Sortino Ratio | 0.2318 | |||
| Treynor Ratio | 0.7274 |
Medallion Bank PR Backtested Returns
Currently, Medallion Bank PR is very steady. Medallion Bank PR has Sharpe Ratio of 0.0417, which conveys that the firm had a 0.0417 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Medallion Bank, which you can use to evaluate the volatility of the firm. Please verify Medallion Bank's Mean Deviation of 0.5775, risk adjusted performance of 0.0475, and Downside Deviation of 0.7563 to check out if the risk estimate we provide is consistent with the expected return of 0.0318%. Medallion Bank has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0454, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Medallion Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Medallion Bank is expected to be smaller as well. Medallion Bank PR right now secures a risk of 0.76%. Please verify Medallion Bank PR value at risk, and the relationship between the jensen alpha and skewness , to decide if Medallion Bank PR will be following its current price movements.
Auto-correlation | 0.07 |
Virtually no predictability
Medallion Bank PR has virtually no predictability. Overlapping area represents the amount of predictability between Medallion Bank 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 Medallion Bank PR price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Medallion Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Medallion Bank PR lagged returns against current returns
Autocorrelation, which is Medallion Bank 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 Medallion Bank's preferred stock expected returns. We can calculate the autocorrelation of Medallion Bank returns to help us make a trade decision. For example, suppose you find that Medallion Bank 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 |
Medallion Bank 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 Medallion Bank preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medallion Bank preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medallion Bank preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Medallion Bank Lagged Returns
When evaluating Medallion Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medallion Bank preferred stock have on its future price. Medallion Bank 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, Medallion Bank autocorrelation shows the relationship between Medallion Bank preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Medallion Bank PR.
Regressed Prices |
| Timeline |
Additional Tools for Medallion Preferred Stock Analysis
When running Medallion Bank's price analysis, check to measure Medallion Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Medallion Bank is operating at the current time. Most of Medallion Bank's value examination focuses on studying past and present price action to predict the probability of Medallion Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medallion Bank's price. Additionally, you may evaluate how the addition of Medallion Bank to your portfolios can decrease your overall portfolio volatility.