Regions Financial (UK) Market Value
| 0KV3 Stock | 26.66 0.35 1.30% |
| 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.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Regions Financial on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Regions Financial Corp or generate 0.0% return on investment in Regions Financial over 720 days. Regions Financial is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, State Bank, SoftBank Group, and Reliance Industries. Regions Financial is entity of United Kingdom 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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.0591 | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.52 |
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 | 0.1085 | |||
| Jensen Alpha | 0.1911 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0917 | |||
| Treynor Ratio | 1.21 |
Regions Financial Corp Backtested Returns
Regions Financial appears to be very steady, given 3 months investment horizon. Regions Financial Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Regions Financial Corp, which you can use to evaluate the volatility of the company. Please evaluate Regions Financial's Semi Deviation of 0.8002, coefficient of variation of 740.84, and Risk Adjusted Performance of 0.1085 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Regions Financial holds a performance score of 12. The company holds a Beta of 0.17, 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. Please check Regions Financial's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Regions Financial's historical price patterns will revert.
Auto-correlation | -0.58 |
Good reverse predictability
Regions Financial Corp has good reverse predictability. Overlapping area represents the amount of predictability between Regions Financial time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Regions Financial Corp price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Regions Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 6.17 |
Regions Financial Corp 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 Corp.
Regressed Prices |
| Timeline |
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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.Additional Tools for Regions Stock Analysis
When running Regions Financial's price analysis, check to measure Regions 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 Regions Financial is operating at the current time. Most of Regions Financial's value examination focuses on studying past and present price action to predict the probability of Regions 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 Regions Financial's price. Additionally, you may evaluate how the addition of Regions Financial to your portfolios can decrease your overall portfolio volatility.