Mt Bank Stock Market Value
| MTB Stock | USD 219.99 0.81 0.37% |
| Symbol | MTB |
MT Bank 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 MT Bank. If investors know MTB 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 MT Bank 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 0.01 | Dividend Share 5.3 | Earnings Share 13.51 | Revenue Per Share 51.04 | Quarterly Revenue Growth 0.012 |
The market value of MT Bank is measured differently than its book value, which is the value of MTB that is recorded on the company's balance sheet. Investors also form their own opinion of MT Bank's value that differs from its market value or its book value, called intrinsic value, which is MT Bank'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 MT Bank's market value can be influenced by many factors that don't directly affect MT Bank'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 MT Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if MT Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MT Bank'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.
MT Bank '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 MT Bank'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 MT Bank.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in MT Bank on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding MT Bank or generate 0.0% return on investment in MT Bank over 540 days. MT Bank is related to or competes with US Bancorp, Truist Financial, Fifth Third, KeyCorp, Regions Financial, Huntington Bancshares, and Citizens Financial. MT Bank Corporation operates as a bank holding company that provides commercial and retail banking services More
MT Bank 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 MT Bank'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 MT Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.1551 | |||
| Maximum Drawdown | 16.03 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 3.41 |
MT Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MT Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MT Bank's standard deviation. In reality, there are many statistical measures that can use MT Bank historical prices to predict the future MT Bank's volatility.| Risk Adjusted Performance | 0.1706 | |||
| Jensen Alpha | 0.2191 | |||
| Total Risk Alpha | 0.1249 | |||
| Sortino Ratio | 0.2573 | |||
| Treynor Ratio | 0.2279 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MT Bank'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.
MT Bank Backtested Returns
MT Bank appears to be very steady, given 3 months investment horizon. MT Bank retains Efficiency (Sharpe Ratio) of 0.2, which conveys that the firm had a 0.2% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for MT Bank, which you can use to evaluate the volatility of the firm. Please exercise MT Bank's Mean Deviation of 1.35, standard deviation of 2.12, and Market Risk Adjusted Performance of 0.2379 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MT Bank holds a performance score of 15. The company owns a Beta (Systematic Risk) of 1.95, which conveys 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, MT Bank will likely underperform. Please check MT Bank's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether MT Bank's current price history will revert.
Auto-correlation | 0.47 |
Average predictability
MT Bank has average predictability. Overlapping area represents the amount of predictability between MT Bank time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 MT Bank price movement. The serial correlation of 0.47 indicates that about 47.0% of current MT Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 489.59 |
MT Bank lagged returns against current returns
Autocorrelation, which is MT Bank 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 MT Bank's stock expected returns. We can calculate the autocorrelation of MT Bank returns to help us make a trade decision. For example, suppose you find that MT Bank 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 |
MT Bank 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 MT Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MT Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MT Bank stock over time.
Current vs Lagged Prices |
| Timeline |
MT Bank Lagged Returns
When evaluating MT Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MT Bank stock have on its future price. MT Bank 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, MT Bank autocorrelation shows the relationship between MT Bank stock current value and its past values and can show if there is a momentum factor associated with investing in MT Bank.
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 MT Bank offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MT Bank'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 Mt Bank Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mt Bank Stock:Check out MT Bank Correlation, MT Bank Volatility and MT Bank Alpha and Beta module to complement your research on MT Bank. For information on how to trade MTB Stock refer to our How to Trade MTB Stock guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
MT Bank 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.