Popular Capital Trust Stock Market Value
| BPOPM Stock | USD 25.48 0.18 0.71% |
| Symbol | Popular |
Popular Capital Trust Price To Book Ratio
Is 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 Popular Capital. If investors know Popular 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 Popular Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Popular Capital Trust is measured differently than its book value, which is the value of Popular that is recorded on the company's balance sheet. Investors also form their own opinion of Popular Capital's value that differs from its market value or its book value, called intrinsic value, which is Popular Capital'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 Popular Capital's market value can be influenced by many factors that don't directly affect Popular Capital'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 Popular Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Popular Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Popular Capital'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.
Popular Capital '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 Popular Capital'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 Popular Capital.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Popular Capital on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Popular Capital Trust or generate 0.0% return on investment in Popular Capital over 30 days. Popular Capital is related to or competes with BFC Capital, Popular, Oxford Lane, Wintrust Financial, and SLM Corp. Popular Capital is entity of United States More
Popular Capital 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 Popular Capital'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 Popular Capital Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7853 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.1 |
Popular Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Popular Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Popular Capital's standard deviation. In reality, there are many statistical measures that can use Popular Capital historical prices to predict the future Popular Capital's volatility.| Risk Adjusted Performance | 0.0145 | |||
| Jensen Alpha | 0.0256 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.02) |
Popular Capital Trust Backtested Returns
Popular Capital Trust maintains Sharpe Ratio (i.e., Efficiency) of -0.0079, which implies the firm had a -0.0079% return per unit of risk over the last 3 months. Popular Capital Trust exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Popular Capital's Risk Adjusted Performance of 0.0145, coefficient of variation of 4868.67, and Semi Deviation of 0.6089 to confirm the risk estimate we provide. The company holds a Beta of -0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Popular Capital are expected to decrease at a much lower rate. During the bear market, Popular Capital is likely to outperform the market. At this point, Popular Capital Trust has a negative expected return of -0.0055%. Please make sure to check Popular Capital's semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Popular Capital Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Popular Capital Trust has poor reverse predictability. Overlapping area represents the amount of predictability between Popular Capital time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Popular Capital Trust price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Popular Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Popular Capital Trust lagged returns against current returns
Autocorrelation, which is Popular Capital 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 Popular Capital's stock expected returns. We can calculate the autocorrelation of Popular Capital returns to help us make a trade decision. For example, suppose you find that Popular Capital 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 |
Popular Capital 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 Popular Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Popular Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Popular Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Popular Capital Lagged Returns
When evaluating Popular Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Popular Capital stock have on its future price. Popular Capital 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, Popular Capital autocorrelation shows the relationship between Popular Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Popular Capital Trust.
Regressed Prices |
| Timeline |
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Popular Capital 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.