Umb Financial Stock Market Value
| UMBF Stock | USD 124.97 0.73 0.59% |
| Symbol | UMB |
UMB 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 UMB Financial. If investors know UMB 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 UMB 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 0.126 | Dividend Share 1.56 | Earnings Share 8.01 | Revenue Per Share 31.297 | Quarterly Revenue Growth 0.107 |
The market value of UMB Financial is measured differently than its book value, which is the value of UMB that is recorded on the company's balance sheet. Investors also form their own opinion of UMB Financial's value that differs from its market value or its book value, called intrinsic value, which is UMB 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 UMB Financial's market value can be influenced by many factors that don't directly affect UMB 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 UMB Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if UMB Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UMB 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.
UMB 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 UMB 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 UMB Financial.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in UMB Financial on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding UMB Financial or generate 0.0% return on investment in UMB Financial over 30 days. UMB Financial is related to or competes with BOK Financial, Community Bank, First Financial, Equity Bancshares,, BancFirst, Commerce Bancshares, and Business First. UMB Financial Corporation operates as the bank holding company for the UMB Bank that provides various banking and other ... More
UMB 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 UMB 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 UMB Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0943 | |||
| Maximum Drawdown | 16.36 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 3.28 |
UMB Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UMB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UMB Financial's standard deviation. In reality, there are many statistical measures that can use UMB Financial historical prices to predict the future UMB Financial's volatility.| Risk Adjusted Performance | 0.1146 | |||
| Jensen Alpha | 0.0685 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.1398 | |||
| Treynor Ratio | 0.1446 |
UMB Financial Backtested Returns
UMB Financial appears to be very steady, given 3 months investment horizon. UMB Financial retains Efficiency (Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for UMB Financial, which you can use to evaluate the volatility of the company. Please review UMB Financial's risk adjusted performance of 0.1146, and Downside Deviation of 1.53 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UMB Financial holds a performance score of 11. The entity owns a Beta (Systematic Risk) of 2.27, which indicates 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, UMB Financial will likely underperform. Please check UMB Financial's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether UMB Financial's current price history will revert.
Auto-correlation | 0.09 |
Virtually no predictability
UMB Financial has virtually no predictability. Overlapping area represents the amount of predictability between UMB Financial time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 UMB Financial price movement. The serial correlation of 0.09 indicates that less than 9.0% of current UMB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
UMB Financial lagged returns against current returns
Autocorrelation, which is UMB 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 UMB Financial's stock expected returns. We can calculate the autocorrelation of UMB Financial returns to help us make a trade decision. For example, suppose you find that UMB 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 |
UMB 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 UMB Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UMB Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UMB Financial stock over time.
Current vs Lagged Prices |
| Timeline |
UMB Financial Lagged Returns
When evaluating UMB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UMB Financial stock have on its future price. UMB 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, UMB Financial autocorrelation shows the relationship between UMB Financial stock current value and its past values and can show if there is a momentum factor associated with investing in UMB Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether UMB Financial is a strong investment it is important to analyze UMB Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact UMB Financial's future performance. For an informed investment choice regarding UMB Stock, refer to the following important reports:Check out UMB Financial Correlation, UMB Financial Volatility and UMB Financial Alpha and Beta module to complement your research on UMB Financial. For more detail on how to invest in UMB Stock please use our How to Invest in UMB Financial guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
UMB Financial 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.