Regions Financial Preferred Stock Market Value
| RF-PC Preferred Stock | USD 24.53 0.01 0.04% |
| Symbol | Regions |
Regions 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 Regions Financial'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 Regions Financial.
| 11/28/2024 |
| 02/26/2025 |
If you would invest 0.00 in Regions Financial on November 28, 2024 and sell it all today you would earn a total of 0.00 from holding Regions Financial or generate 0.0% return on investment in Regions Financial over 90 days. Regions Financial is related to or competes with KeyCorp, KeyCorp, KeyCorp, Regions Financial, US Bancorp, Fifth Third, and Citizens Financial. Regions Financial Corporation, a financial holding company, provides banking and bank-related services to individual and... More
Regions 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 Regions Financial'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 Regions Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6652 | |||
| Information Ratio | 0.0078 | |||
| Maximum Drawdown | 4.5 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 0.8868 |
Regions Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regions Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regions Financial's standard deviation. In reality, there are many statistical measures that can use Regions Financial historical prices to predict the future Regions Financial's volatility.| Risk Adjusted Performance | 0.0206 | |||
| Jensen Alpha | 0.0098 | |||
| Total Risk Alpha | 0.0057 | |||
| Sortino Ratio | 0.0088 | |||
| Treynor Ratio | 0.0529 |
Regions Financial Backtested Returns
Regions Financial maintains Sharpe Ratio (i.e., Efficiency) of -0.0238, which implies the firm had a -0.0238 % return per unit of risk over the last 3 months. Regions Financial exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regions Financial's Semi Deviation of 0.6075, coefficient of variation of 3608.3, and Risk Adjusted Performance of 0.0206 to confirm the risk estimate we provide. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Regions Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Regions Financial is expected to be smaller as well. At this point, Regions Financial has a negative expected return of -0.0173%. Please make sure to check Regions Financial's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Regions Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Regions Financial has poor reverse predictability. Overlapping area represents the amount of predictability between Regions Financial time series from 28th of November 2024 to 12th of January 2025 and 12th of January 2025 to 26th of February 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 Regions Financial price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Regions Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Regions Financial lagged returns against current returns
Autocorrelation, which is Regions Financial 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 Regions Financial's preferred stock expected returns. We can calculate the autocorrelation of Regions Financial returns to help us make a trade decision. For example, suppose you find that Regions Financial 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 |
Regions 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 Regions Financial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regions Financial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regions Financial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Regions Financial Lagged Returns
When evaluating Regions Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regions Financial preferred stock have on its future price. Regions 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, Regions Financial autocorrelation shows the relationship between Regions Financial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Regions Financial.
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.Other Information on Investing in Regions Preferred Stock
Regions Financial financial ratios help investors to determine whether Regions 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 Regions with respect to the benefits of owning Regions Financial security.