Tectonic Financial Pr Preferred Stock Market Value
| TECTP Preferred Stock | USD 10.77 0.02 0.19% |
| Symbol | Tectonic |
Tectonic 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 Tectonic Financial's preferred 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 Tectonic Financial.
| 04/17/2025 |
| 07/16/2025 |
If you would invest 0.00 in Tectonic Financial on April 17, 2025 and sell it all today you would earn a total of 0.00 from holding Tectonic Financial PR or generate 0.0% return on investment in Tectonic Financial over 90 days. Tectonic Financial is related to or competes with Associated Banc, Bridgewater Bancshares, First Guaranty, First Merchants, Valley National, Valley National, and Wintrust Financial. Tectonic Financial, Inc., a financial holding company, provides banking and financial products and services to high net ... More
Tectonic 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 Tectonic Financial's preferred 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 Tectonic Financial PR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6353 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.31 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 1.16 |
Tectonic Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tectonic Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tectonic Financial's standard deviation. In reality, there are many statistical measures that can use Tectonic Financial historical prices to predict the future Tectonic Financial's volatility.| Risk Adjusted Performance | 0.1666 | |||
| Jensen Alpha | 0.1141 | |||
| Total Risk Alpha | 0.0242 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tectonic 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.
Tectonic Financial Backtested Returns
Currently, Tectonic Financial PR is very steady. Tectonic Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tectonic Financial PR, which you can use to evaluate the volatility of the company. Please validate Tectonic Financial's Coefficient Of Variation of 581.18, risk adjusted performance of 0.1666, and Semi Deviation of 0.2106 to confirm if the risk estimate we provide is consistent with the expected return of 0.0635%. Tectonic Financial has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tectonic Financial are expected to decrease at a much lower rate. During the bear market, Tectonic Financial is likely to outperform the market. Tectonic Financial right now has a risk of 0.55%. Please validate Tectonic Financial potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Tectonic Financial will be following its existing price patterns.
Auto-correlation | 0.59 |
Modest predictability
Tectonic Financial PR has modest predictability. Overlapping area represents the amount of predictability between Tectonic Financial time series from 17th of April 2025 to 1st of June 2025 and 1st of June 2025 to 16th of July 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 Tectonic Financial price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Tectonic Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tectonic Financial lagged returns against current returns
Autocorrelation, which is Tectonic Financial preferred 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 Tectonic Financial's preferred stock expected returns. We can calculate the autocorrelation of Tectonic Financial returns to help us make a trade decision. For example, suppose you find that Tectonic Financial has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Tectonic 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 Tectonic Financial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tectonic Financial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tectonic Financial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Tectonic Financial Lagged Returns
When evaluating Tectonic Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tectonic Financial preferred stock have on its future price. Tectonic 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, Tectonic Financial autocorrelation shows the relationship between Tectonic Financial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Tectonic Financial PR.
Regressed Prices |
| Timeline |
Pair Trading with Tectonic 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 Tectonic 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 Tectonic Financial will appreciate offsetting losses from the drop in the long position's value.Moving together with Tectonic Preferred Stock
| 0.83 | AX | Axos Financial | PairCorr |
| 0.69 | BY | Byline Bancorp Earnings Call Next Week | PairCorr |
| 0.85 | DB | Deutsche Bank AG Earnings Call Next Week | PairCorr |
| 0.89 | KB | KB Financial Group Earnings Call This Week | PairCorr |
| 0.64 | NU | Nu Holdings Aggressive Push | PairCorr |
The ability to find closely correlated positions to Tectonic 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 Tectonic 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 Tectonic 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 Tectonic Financial PR to buy it.
The correlation of Tectonic 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 Tectonic Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Tectonic 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 Tectonic 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.Additional Tools for Tectonic Preferred Stock Analysis
When running Tectonic Financial's price analysis, check to measure Tectonic 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 Tectonic Financial is operating at the current time. Most of Tectonic Financial's value examination focuses on studying past and present price action to predict the probability of Tectonic 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 Tectonic Financial's price. Additionally, you may evaluate how the addition of Tectonic Financial to your portfolios can decrease your overall portfolio volatility.