Regions Financial (Germany) Market Value
| RN7 Stock | EUR 19.50 0.20 1.04% |
| 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 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Regions Financial on December 17, 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 Harmony Gold, Office Properties, Perseus Mining, Coeur Mining, and OFFICE DEPOT. 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 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.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 7.26 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 2.59 |
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 | (0.19) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 65.04 |
Regions Financial Backtested Returns
Regions Financial maintains Sharpe Ratio (i.e., Efficiency) of -0.21, which implies the firm had a -0.21 % return per unit of risk over the last 3 months. Regions Financial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regions Financial's Coefficient Of Variation of (451.79), variance of 2.47, and Risk Adjusted Performance of (0.19) to confirm the risk estimate we provide. The company holds a Beta of -0.0055, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Regions Financial are expected to decrease at a much lower rate. During the bear market, Regions Financial is likely to outperform the market. At this point, Regions Financial has a negative expected return of -0.33%. Please make sure to check Regions Financial's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Regions Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Regions Financial has good reverse predictability. Overlapping area represents the amount of predictability between Regions Financial 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 Regions Financial price movement. The serial correlation of -0.51 indicates that about 51.0% of current Regions Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
Regions Financial lagged returns against current returns
Autocorrelation, which is Regions Financial 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regions Financial 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 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 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 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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Regions Stock
When determining whether Regions Financial is a strong investment it is important to analyze Regions Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Regions Financial's future performance. For an informed investment choice regarding Regions Stock, refer to the following important reports:Check out Regions Financial Correlation, Regions Financial Volatility and Regions Financial Alpha and Beta module to complement your research on Regions Financial. For more detail on how to invest in Regions Stock please use our How to Invest in Regions Financial guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Regions Financial 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.