St Bancorp Stock Market Value
| STBA Stock | USD 43.84 5.51 14.38% |
| Symbol | STBA |
ST Bancorp 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 ST Bancorp. If investors know STBA 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 ST Bancorp 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 (0.02) | Dividend Share 0.33 | Earnings Share 3.51 | Revenue Per Share 10.107 | Quarterly Revenue Growth 0.014 |
The market value of ST Bancorp is measured differently than its book value, which is the value of STBA that is recorded on the company's balance sheet. Investors also form their own opinion of ST Bancorp's value that differs from its market value or its book value, called intrinsic value, which is ST Bancorp'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 ST Bancorp's market value can be influenced by many factors that don't directly affect ST Bancorp'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 ST Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine if ST Bancorp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ST Bancorp'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.
ST Bancorp '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 ST Bancorp'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 ST Bancorp.
| 10/07/2024 |
| 11/06/2024 |
If you would invest 0.00 in ST Bancorp on October 7, 2024 and sell it all today you would earn a total of 0.00 from holding ST Bancorp or generate 0.0% return on investment in ST Bancorp over 30 days. ST Bancorp is related to or competes with CrossFirst Bankshares, Enterprise Financial, First Bancshares,, First Bancorp, Home Bancorp, Heritage Financial, and First Northwest. ST Bancorp, Inc. operates as the bank holding company for ST Bank that provides retail and commercial banking products a... More
ST Bancorp 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 ST Bancorp'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 ST Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 10.41 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.43 |
ST Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ST Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ST Bancorp's standard deviation. In reality, there are many statistical measures that can use ST Bancorp historical prices to predict the future ST Bancorp's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.04) |
ST Bancorp Backtested Returns
ST Bancorp retains Efficiency (Sharpe Ratio) of -0.0308, which indicates the firm had a -0.0308% return per unit of price deviation over the last 3 months. ST Bancorp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate ST Bancorp's Risk Adjusted Performance of (0.01), mean deviation of 1.3, and Standard Deviation of 1.69 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 1.31, 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, ST Bancorp will likely underperform. At this point, ST Bancorp has a negative expected return of -0.0531%. Please make sure to validate ST Bancorp's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if ST Bancorp performance from the past will be repeated at some future date.
Auto-correlation | -0.35 |
Poor reverse predictability
ST Bancorp has poor reverse predictability. Overlapping area represents the amount of predictability between ST Bancorp time series from 7th of October 2024 to 22nd of October 2024 and 22nd of October 2024 to 6th 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 ST Bancorp price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current ST Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 2.5 |
ST Bancorp lagged returns against current returns
Autocorrelation, which is ST Bancorp 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 ST Bancorp's stock expected returns. We can calculate the autocorrelation of ST Bancorp returns to help us make a trade decision. For example, suppose you find that ST Bancorp 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 |
ST Bancorp 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 ST Bancorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ST Bancorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ST Bancorp stock over time.
Current vs Lagged Prices |
| Timeline |
ST Bancorp Lagged Returns
When evaluating ST Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ST Bancorp stock have on its future price. ST Bancorp 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, ST Bancorp autocorrelation shows the relationship between ST Bancorp stock current value and its past values and can show if there is a momentum factor associated with investing in ST Bancorp.
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 ST Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ST Bancorp'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 St Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on St Bancorp Stock:Check out ST Bancorp Correlation, ST Bancorp Volatility and ST Bancorp Alpha and Beta module to complement your research on ST Bancorp. For information on how to trade STBA Stock refer to our How to Trade STBA Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
ST Bancorp 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.