Enterprise Financial Services Stock Market Value
EFSC Stock | USD 38.18 0.23 0.61% |
Symbol | Enterprise |
Enterprise Financial Price To Book Ratio
Is Enterprise Financial's industry 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 Enterprise Financial. If investors know Enterprise 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 Enterprise 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 (0.27) | Dividend Share 1 | Earnings Share 5.07 | Revenue Per Share 15.668 | Quarterly Revenue Growth (0.08) |
The market value of Enterprise Financial is measured differently than its book value, which is the value of Enterprise that is recorded on the company's balance sheet. Investors also form their own opinion of Enterprise Financial's value that differs from its market value or its book value, called intrinsic value, which is Enterprise 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 Enterprise Financial's market value can be influenced by many factors that don't directly affect Enterprise 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 Enterprise Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Enterprise Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Enterprise 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.
Enterprise 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 Enterprise 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 Enterprise Financial.
05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Enterprise Financial on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Enterprise Financial Services or generate 0.0% return on investment in Enterprise Financial over 330 days. Enterprise Financial is related to or competes with HMN Financial, Home Federal, First Financial, First Northwest, First Capital, Community West, and Cullman Bancorp. Enterprise Financial Services Corp operates as the financial holding company for Enterprise Bank Trust that offers banki... More
Enterprise 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 Enterprise 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 Enterprise Financial Services upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.12) | |||
Maximum Drawdown | 7.84 | |||
Value At Risk | (3.38) | |||
Potential Upside | 2.47 |
Enterprise Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enterprise Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enterprise Financial's standard deviation. In reality, there are many statistical measures that can use Enterprise Financial historical prices to predict the future Enterprise Financial's volatility.Risk Adjusted Performance | (0.05) | |||
Jensen Alpha | (0.26) | |||
Total Risk Alpha | (0.32) | |||
Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Enterprise Financial'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.
Enterprise Financial Backtested Returns
Enterprise Financial secures Sharpe Ratio (or Efficiency) of -0.0882, which denotes the company had a -0.0882% return per unit of risk over the last 3 months. Enterprise Financial Services exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Enterprise Financial's Standard Deviation of 1.87, variance of 3.49, and Mean Deviation of 1.43 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.59, which means 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, Enterprise Financial will likely underperform. Enterprise Financial has an expected return of -0.16%. Please make sure to confirm Enterprise Financial accumulation distribution, and the relationship between the potential upside and day median price , to decide if Enterprise Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Enterprise Financial Services has average predictability. Overlapping area represents the amount of predictability between Enterprise Financial time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th of April 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 Enterprise Financial price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Enterprise Financial price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.4 | |
Spearman Rank Test | 0.05 | |
Residual Average | 0.0 | |
Price Variance | 5.71 |
Enterprise Financial lagged returns against current returns
Autocorrelation, which is Enterprise 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 Enterprise Financial's stock expected returns. We can calculate the autocorrelation of Enterprise Financial returns to help us make a trade decision. For example, suppose you find that Enterprise 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 |
Enterprise 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 Enterprise Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enterprise Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enterprise Financial stock over time.
Current vs Lagged Prices |
Timeline |
Enterprise Financial Lagged Returns
When evaluating Enterprise Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enterprise Financial stock have on its future price. Enterprise 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, Enterprise Financial autocorrelation shows the relationship between Enterprise Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Enterprise Financial Services.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Enterprise Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Enterprise Financial's short interest history, or implied volatility extrapolated from Enterprise Financial options trading.
Pair Trading with Enterprise Financial
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 Enterprise Financial 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 Enterprise Financial will appreciate offsetting losses from the drop in the long position's value.Moving together with Enterprise Stock
0.8 | AX | Axos Financial Financial Report 25th of April 2024 | PairCorr |
0.93 | BY | Byline Bancorp Earnings Call Next Week | PairCorr |
0.8 | PB | Prosperity Bancshares Earnings Call This Week | PairCorr |
Moving against Enterprise Stock
0.75 | KB | KB Financial Group Earnings Call This Week | PairCorr |
0.74 | WF | Woori Financial Group Financial Report 21st of May 2024 | PairCorr |
0.68 | TECTP | Tectonic Financial | PairCorr |
0.61 | CFG-PD | Citizens Financial | PairCorr |
0.6 | DB | Deutsche Bank AG Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to Enterprise Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Enterprise Financial 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 Enterprise Financial - 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 Enterprise Financial Services to buy it.
The correlation of Enterprise Financial 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 Enterprise Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Enterprise Financial 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 Enterprise Financial 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.Check out Enterprise Financial Correlation, Enterprise Financial Volatility and Enterprise Financial Alpha and Beta module to complement your research on Enterprise Financial. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for Enterprise Stock analysis
When running Enterprise Financial's price analysis, check to measure Enterprise 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 Enterprise Financial is operating at the current time. Most of Enterprise Financial's value examination focuses on studying past and present price action to predict the probability of Enterprise 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 Enterprise Financial's price. Additionally, you may evaluate how the addition of Enterprise Financial to your portfolios can decrease your overall portfolio volatility.
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Enterprise 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.