Webster Financial Stock Market Value
| WBS Stock | USD 61.78 0.27 0.44% |
| Symbol | Webster |
Webster Financial Price To Book Ratio
Is Regional 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 Webster Financial. If investors know Webster 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 Webster Financial 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 (0.14) | Dividend Share 1.6 | Earnings Share 4.42 | Revenue Per Share 13.933 | Quarterly Revenue Growth (0.07) |
The market value of Webster Financial is measured differently than its book value, which is the value of Webster that is recorded on the company's balance sheet. Investors also form their own opinion of Webster Financial's value that differs from its market value or its book value, called intrinsic value, which is Webster Financial'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 Webster Financial's market value can be influenced by many factors that don't directly affect Webster Financial'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 Webster Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Webster Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Webster Financial'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.
Webster 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 Webster 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 Webster Financial.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Webster Financial on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Webster Financial or generate 0.0% return on investment in Webster Financial over 30 days. Webster Financial is related to or competes with JPMorgan Chase, Citigroup, Wells Fargo, Toronto Dominion, Bank of America, Royal Bank, and HSBC Holdings. Webster Financial Corporation operates as the bank holding company for Webster Bank, National Association that provides ... More
Webster 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 Webster 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 Webster Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.1076 | |||
| Maximum Drawdown | 22.25 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 3.89 |
Webster Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Webster Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Webster Financial's standard deviation. In reality, there are many statistical measures that can use Webster Financial historical prices to predict the future Webster Financial's volatility.| Risk Adjusted Performance | 0.1232 | |||
| Jensen Alpha | 0.1177 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.1891 | |||
| Treynor Ratio | 0.1708 |
Webster Financial Backtested Returns
Webster Financial appears to be very steady, given 3 months investment horizon. Webster Financial shows Sharpe Ratio of 0.16, which attests that the company had a 0.16% return per unit of risk over the last 3 months. By examining Webster Financial's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Webster Financial's Mean Deviation of 1.84, market risk adjusted performance of 0.1808, and Downside Deviation of 1.79 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Webster Financial holds a performance score of 12. The firm maintains a market beta of 2.73, which attests to 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, Webster Financial will likely underperform. Please check Webster Financial's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Webster Financial's historical returns will revert.
Auto-correlation | 0.53 |
Modest predictability
Webster Financial has modest predictability. Overlapping area represents the amount of predictability between Webster Financial time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 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 Webster Financial price movement. The serial correlation of 0.53 indicates that about 53.0% of current Webster Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 1.02 |
Webster Financial lagged returns against current returns
Autocorrelation, which is Webster 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 Webster Financial's stock expected returns. We can calculate the autocorrelation of Webster Financial returns to help us make a trade decision. For example, suppose you find that Webster 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 |
Webster 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 Webster Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Webster Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Webster Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Webster Financial Lagged Returns
When evaluating Webster Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Webster Financial stock have on its future price. Webster 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, Webster Financial autocorrelation shows the relationship between Webster Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Webster Financial.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Webster Stock Analysis
When running Webster Financial's price analysis, check to measure Webster Financial'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 Webster Financial is operating at the current time. Most of Webster Financial's value examination focuses on studying past and present price action to predict the probability of Webster Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Webster Financial's price. Additionally, you may evaluate how the addition of Webster Financial to your portfolios can decrease your overall portfolio volatility.