Cullenfrost Bankers Stock Market Value
| CFR Stock | USD 138.35 0.94 0.68% |
| Symbol | CullenFrost |
CullenFrost Bankers 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 CullenFrost Bankers. If investors know CullenFrost 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 CullenFrost Bankers 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 (0.06) | Dividend Share 3.71 | Earnings Share 8.02 | Revenue Per Share 30.634 | Quarterly Revenue Growth 0.038 |
The market value of CullenFrost Bankers is measured differently than its book value, which is the value of CullenFrost that is recorded on the company's balance sheet. Investors also form their own opinion of CullenFrost Bankers' value that differs from its market value or its book value, called intrinsic value, which is CullenFrost Bankers' 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 CullenFrost Bankers' market value can be influenced by many factors that don't directly affect CullenFrost Bankers' 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 CullenFrost Bankers' value and its price as these two are different measures arrived at by different means. Investors typically determine if CullenFrost Bankers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CullenFrost Bankers' 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.
CullenFrost Bankers '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 CullenFrost Bankers' 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 CullenFrost Bankers.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in CullenFrost Bankers on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding CullenFrost Bankers or generate 0.0% return on investment in CullenFrost Bankers over 30 days. CullenFrost Bankers is related to or competes with BancFirst, First Financial, UMB Financial, Commerce Bancshares, Business First, Independent Bank, and Independent Bank. CullenFrost Bankers, Inc. operates as the bank holding company for Frost Bank that offers commercial and consumer bankin... More
CullenFrost Bankers 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 CullenFrost Bankers' 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 CullenFrost Bankers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.1428 | |||
| Maximum Drawdown | 16.5 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 3.38 |
CullenFrost Bankers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CullenFrost Bankers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CullenFrost Bankers' standard deviation. In reality, there are many statistical measures that can use CullenFrost Bankers historical prices to predict the future CullenFrost Bankers' volatility.| Risk Adjusted Performance | 0.1473 | |||
| Jensen Alpha | 0.4293 | |||
| Total Risk Alpha | 0.1077 | |||
| Sortino Ratio | 0.213 | |||
| Treynor Ratio | (3.46) |
CullenFrost Bankers Backtested Returns
CullenFrost Bankers appears to be very steady, given 3 months investment horizon. CullenFrost Bankers secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CullenFrost Bankers, which you can use to evaluate the volatility of the firm. Please makes use of CullenFrost Bankers' Risk Adjusted Performance of 0.1473, downside deviation of 1.48, and Mean Deviation of 1.41 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CullenFrost Bankers holds a performance score of 13. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CullenFrost Bankers are expected to decrease at a much lower rate. During the bear market, CullenFrost Bankers is likely to outperform the market. Please check CullenFrost Bankers' downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether CullenFrost Bankers' price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
CullenFrost Bankers has weak reverse predictability. Overlapping area represents the amount of predictability between CullenFrost Bankers time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 CullenFrost Bankers price movement. The serial correlation of -0.22 indicates that over 22.0% of current CullenFrost Bankers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
CullenFrost Bankers lagged returns against current returns
Autocorrelation, which is CullenFrost Bankers 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 CullenFrost Bankers' stock expected returns. We can calculate the autocorrelation of CullenFrost Bankers returns to help us make a trade decision. For example, suppose you find that CullenFrost Bankers 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 |
CullenFrost Bankers 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 CullenFrost Bankers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CullenFrost Bankers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CullenFrost Bankers stock over time.
Current vs Lagged Prices |
| Timeline |
CullenFrost Bankers Lagged Returns
When evaluating CullenFrost Bankers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CullenFrost Bankers stock have on its future price. CullenFrost Bankers 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, CullenFrost Bankers autocorrelation shows the relationship between CullenFrost Bankers stock current value and its past values and can show if there is a momentum factor associated with investing in CullenFrost Bankers.
Regressed Prices |
| Timeline |
Pair Trading with CullenFrost Bankers
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CullenFrost Bankers position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CullenFrost Bankers will appreciate offsetting losses from the drop in the long position's value.Moving together with CullenFrost Stock
| 0.93 | AX | Axos Financial | PairCorr |
| 0.9 | BY | Byline Bancorp Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.91 | PB | Prosperity Bancshares Fiscal Year End 22nd of January 2025 | PairCorr |
Moving against CullenFrost Stock
| 0.87 | CFG-PE | Citizens Financial | PairCorr |
| 0.81 | TFC-PR | Truist Financial | PairCorr |
| 0.8 | TFC-PO | Truist Financial | PairCorr |
| 0.43 | WF | Woori Financial Group | PairCorr |
The ability to find closely correlated positions to CullenFrost Bankers could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CullenFrost Bankers when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CullenFrost Bankers - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CullenFrost Bankers to buy it.
The correlation of CullenFrost Bankers is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CullenFrost Bankers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CullenFrost Bankers moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for CullenFrost Bankers can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for CullenFrost Stock Analysis
When running CullenFrost Bankers' price analysis, check to measure CullenFrost Bankers' 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 CullenFrost Bankers is operating at the current time. Most of CullenFrost Bankers' value examination focuses on studying past and present price action to predict the probability of CullenFrost Bankers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CullenFrost Bankers' price. Additionally, you may evaluate how the addition of CullenFrost Bankers to your portfolios can decrease your overall portfolio volatility.