Comerica Incorporated Stock Market Value
| CMA Stock | USD 67.89 1.28 1.85% |
| Symbol | Comerica |
Comerica Incorporated Price To Book Ratio
Is Diversified 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 Comerica Incorporated. If investors know Comerica 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 Comerica Incorporated 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 (0.05) | Dividend Share 2.84 | Earnings Share 5.21 | Revenue Per Share | Quarterly Revenue Growth (0.02) |
The market value of Comerica Incorporated is measured differently than its book value, which is the value of Comerica that is recorded on the company's balance sheet. Investors also form their own opinion of Comerica Incorporated's value that differs from its market value or its book value, called intrinsic value, which is Comerica Incorporated'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 Comerica Incorporated's market value can be influenced by many factors that don't directly affect Comerica Incorporated'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 Comerica Incorporated's value and its price as these two are different measures arrived at by different means. Investors typically determine if Comerica Incorporated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Comerica Incorporated'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.
Comerica Incorporated '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 Comerica Incorporated'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 Comerica Incorporated.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Comerica Incorporated on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Comerica Incorporated or generate 0.0% return on investment in Comerica Incorporated over 90 days. Comerica Incorporated is related to or competes with Zions Bancorporation, KeyCorp, Western Alliance, First Horizon, Fifth Third, Northern Trust, and MT Bank. Comerica Incorporated, through its subsidiaries, provides various financial products and services More
Comerica Incorporated 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 Comerica Incorporated'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 Comerica Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0917 | |||
| Maximum Drawdown | 7.95 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 2.41 |
Comerica Incorporated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Comerica Incorporated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Comerica Incorporated's standard deviation. In reality, there are many statistical measures that can use Comerica Incorporated historical prices to predict the future Comerica Incorporated's volatility.| Risk Adjusted Performance | 0.1129 | |||
| Jensen Alpha | 0.1073 | |||
| Total Risk Alpha | 0.0305 | |||
| Sortino Ratio | 0.0953 | |||
| Treynor Ratio | 0.1594 |
Comerica Incorporated Backtested Returns
Comerica Incorporated appears to be very steady, given 3 months investment horizon. Comerica Incorporated secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Comerica Incorporated, which you can use to evaluate the volatility of the firm. Please makes use of Comerica Incorporated's Downside Deviation of 1.65, risk adjusted performance of 0.1129, and Mean Deviation of 1.36 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Comerica Incorporated holds a performance score of 12. The firm shows a Beta (market volatility) of 1.55, which signifies 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, Comerica Incorporated will likely underperform. Please check Comerica Incorporated's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Comerica Incorporated's price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Comerica Incorporated has average predictability. Overlapping area represents the amount of predictability between Comerica Incorporated time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Comerica Incorporated price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Comerica Incorporated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 5.89 |
Comerica Incorporated lagged returns against current returns
Autocorrelation, which is Comerica Incorporated 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 Comerica Incorporated's stock expected returns. We can calculate the autocorrelation of Comerica Incorporated returns to help us make a trade decision. For example, suppose you find that Comerica Incorporated 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 |
Comerica Incorporated 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 Comerica Incorporated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Comerica Incorporated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Comerica Incorporated stock over time.
Current vs Lagged Prices |
| Timeline |
Comerica Incorporated Lagged Returns
When evaluating Comerica Incorporated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Comerica Incorporated stock have on its future price. Comerica Incorporated 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, Comerica Incorporated autocorrelation shows the relationship between Comerica Incorporated stock current value and its past values and can show if there is a momentum factor associated with investing in Comerica Incorporated.
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 Comerica Incorporated offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Comerica Incorporated'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 Comerica Incorporated Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Comerica Incorporated Stock:Check out Comerica Incorporated Correlation, Comerica Incorporated Volatility and Comerica Incorporated Alpha and Beta module to complement your research on Comerica Incorporated. For information on how to trade Comerica Stock refer to our How to Trade Comerica Stock guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Comerica Incorporated 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.