Us Bancorp Stock Market Value
| USB Stock | USD 53.29 0.19 0.36% |
| Symbol | USB |
US Bancorp Price To Book Ratio
Is Diversified Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of US Bancorp. If investors know USB will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about US Bancorp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.127 | Dividend Share 1.97 | Earnings Share 3.25 | Revenue Per Share 15.965 | Quarterly Revenue Growth (0.03) |
The market value of US Bancorp is measured differently than its book value, which is the value of USB that is recorded on the company's balance sheet. Investors also form their own opinion of US Bancorp's value that differs from its market value or its book value, called intrinsic value, which is US Bancorp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because US Bancorp's market value can be influenced by many factors that don't directly affect US Bancorp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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 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.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in US Bancorp on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding US Bancorp or generate 0.0% return on investment in US Bancorp over 180 days. US Bancorp is related to or competes with PNC Financial, KeyCorp, Zions Bancorporation, Fifth Third, Truist Financial, MT Bank, and Huntington Bancshares. Bancorp, a financial services holding company, provides various financial services to individuals, businesses, instituti... 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 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | 0.0639 | |||
| Maximum Drawdown | 10.98 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 2.86 |
US Bancorp Market Risk Indicators
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.| Risk Adjusted Performance | 0.1139 | |||
| Jensen Alpha | 0.0153 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0845 | |||
| Treynor Ratio | 0.1363 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of US Bancorp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
US Bancorp Backtested Returns
US Bancorp appears to be very steady, given 3 months investment horizon. US Bancorp retains Efficiency (Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for US Bancorp, which you can use to evaluate the volatility of the company. Please review US Bancorp's Risk Adjusted Performance of 0.1139, downside deviation of 1.34, and Mean Deviation of 1.35 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, US Bancorp holds a performance score of 11. The entity owns a Beta (Systematic Risk) of 1.77, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, US Bancorp will likely underperform. Please check US Bancorp's coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether US Bancorp's current price history will revert.
Auto-correlation | 0.82 |
Very good predictability
US Bancorp has very good predictability. Overlapping area represents the amount of predictability between US Bancorp time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. 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 price movement. The serial correlation of 0.82 indicates that around 82.0% of current US Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 8.49 |
US Bancorp lagged returns against current returns
Autocorrelation, which is US Bancorp 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if US Bancorp 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 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 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 stock current value and its past values and can show if there is a momentum factor associated with investing in US Bancorp.
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.When determining whether US Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of US Bancorp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Us Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Us Bancorp Stock:Check out US Bancorp Correlation, US Bancorp Volatility and US Bancorp Alpha and Beta module to complement your research on US Bancorp. For information on how to trade USB Stock refer to our How to Trade USB Stock guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
US Bancorp 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.