US Bancorp's market value is the price at which a share of US Bancorp trades on a public exchange. It measures the collective expectations of US Bancorp PERP investors about its performance. US Bancorp is trading at 887.50 as of the 27th of March 2025, a 0.41% up since the beginning of the trading day. The preferred stock's open price was 883.92.
With this module, you can estimate the performance of a buy and hold strategy of US Bancorp PERP and determine expected loss or profit from investing in US Bancorp over a given investment horizon. Check out US Bancorp Correlation, US Bancorp Volatility and US Bancorp Alpha and Beta module to complement your research on US Bancorp.
Please note, there is a significant difference between US Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if US Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, US 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.
US 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 US 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 US Bancorp.
0.00
12/27/2024
No Change 0.00
0.0
In 3 months and 1 day
03/27/2025
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If you would invest 0.00 in US Bancorp on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding US Bancorp PERP or generate 0.0% return on investment in US Bancorp over 90 days. US Bancorp is related to or competes with US Bancorp, KeyCorp, KeyCorp, US Bancorp, and KeyCorp. Bancorp, a financial services holding company, provides various financial services in the United States More
US 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 US 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 US Bancorp PERP upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Bancorp's standard deviation. In reality, there are many statistical measures that can use US Bancorp historical prices to predict the future US Bancorp's volatility.
At this point, US Bancorp is very steady. US Bancorp PERP retains Efficiency (Sharpe Ratio) of 0.0903, which indicates the firm had a 0.0903 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for US Bancorp, which you can use to evaluate the volatility of the company. Please validate US Bancorp's Mean Deviation of 0.444, downside deviation of 0.7478, and Risk Adjusted Performance of 0.0497 to confirm if the risk estimate we provide is consistent with the expected return of 0.0629%. US Bancorp has a performance score of 7 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.07, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning US Bancorp are expected to decrease at a much lower rate. During the bear market, US Bancorp is likely to outperform the market. US Bancorp PERP at this moment owns a risk of 0.7%. Please validate US Bancorp PERP sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if US Bancorp PERP will be following its current price history.
Auto-correlation
0.45
Average predictability
US Bancorp PERP has average predictability. Overlapping area represents the amount of predictability between US Bancorp time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 US Bancorp PERP price movement. The serial correlation of 0.45 indicates that just about 45.0% of current US Bancorp price fluctuation can be explain by its past prices.
Correlation Coefficient
0.45
Spearman Rank Test
0.43
Residual Average
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Price Variance
85.5
US Bancorp PERP lagged returns against current returns
Autocorrelation, which is US 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 US Bancorp's preferred stock expected returns. We can calculate the autocorrelation of US Bancorp returns to help us make a trade decision. For example, suppose you find that US 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
US 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 US Bancorp preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if US 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 US Bancorp preferred stock over time.
Current vs Lagged Prices
Timeline
US Bancorp Lagged Returns
When evaluating US Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of US Bancorp preferred stock have on its future price. US 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, US Bancorp autocorrelation shows the relationship between US Bancorp preferred stock current value and its past values and can show if there is a momentum factor associated with investing in US Bancorp PERP.
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 USB-PA Preferred Stock
US Bancorp financial ratios help investors to determine whether USB-PA 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 USB-PA with respect to the benefits of owning US Bancorp security.