Signature Stock Market Value

SBNY
 Stock
  

USD 136.00  2.04  1.48%   

Signature Bank's market value is the price at which a share of Signature Bank stock trades on a public exchange. It measures the collective expectations of Signature Bank investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Signature Bank and determine expected loss or profit from investing in Signature Bank over a given investment horizon. Additionally, take a look at Signature Bank Correlation, Signature Bank Volatility and Signature Bank Alpha and Beta module to complement your research on Signature Bank.
Symbol


Is Signature Bank'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 Signature Bank. If investors know Signature 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 Signature Bank 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 YOY
0.44
Market Capitalization
8.6 B
Quarterly Revenue Growth YOY
0.36
Return On Assets
0.0118
Return On Equity
0.17
The market value of Signature Bank is measured differently than its book value, which is the value of Signature that is recorded on the company's balance sheet. Investors also form their own opinion of Signature Bank's value that differs from its market value or its book value, called intrinsic value, which is Signature Bank'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 Signature Bank's market value can be influenced by many factors that don't directly affect Signature Bank'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 Signature Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine Signature Bank value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Signature Bank'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.

Signature Bank '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 Signature Bank'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 Signature Bank.
0.00
12/08/2021
No Change 0.00  0.0 
In 11 months and 27 days
12/03/2022
0.00
If you would invest  0.00  in Signature Bank on December 8, 2021 and sell it all today you would earn a total of 0.00 from holding Signature Bank or generate 0.0% return on investment in Signature Bank over 360 days. Signature Bank is related to or competes with Affinity Bancshares. Signature Bank provides commercial banking products and services More

Signature Bank 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 Signature Bank'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 Signature Bank upside and downside potential and time the market with a certain degree of confidence.

Signature Bank Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Signature Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Signature Bank's standard deviation. In reality, there are many statistical measures that can use Signature Bank historical prices to predict the future Signature Bank's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Signature Bank'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. Please use the tools below to analyze the current value of Signature Bank in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
122.40139.57143.03
Details
Intrinsic
Valuation
LowReal ValueHigh
122.40190.86194.32
Details
15 Analysts
Consensus
LowTarget PriceHigh
195.00359.12475.00
Details
Earnings
Estimates (15)
LowProjected EPSHigh
14.4214.6814.92
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Signature Bank. Your research has to be compared to or analyzed against Signature Bank's peers to derive any actionable benefits. When done correctly, Signature Bank's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Signature Bank.

Signature Bank Backtested Returns

Signature Bank owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0774, which indicates the firm had -0.0774% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Signature Bank exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Signature Bank coefficient of variation of (1,094), and Risk Adjusted Performance of (0.13) to confirm the risk estimate we provide.
The entity has a beta of 1.8677, which indicates a somewhat significant risk relative to the market. Let's try to break down what Signature's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Signature Bank will likely underperform. Even though it is essential to pay attention to Signature Bank current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Signature Bank exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Signature Bank has an expected return of -0.27%. Please be advised to validate Signature Bank treynor ratio, as well as the relationship between the expected short fall and day median price to decide if Signature Bank performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.83  

Very good predictability

Signature Bank has very good predictability. Overlapping area represents the amount of predictability between Signature Bank time series from 8th of December 2021 to 6th of June 2022 and 6th of June 2022 to 3rd of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Signature Bank price movement. The serial correlation of 0.83 indicates that around 83.0% of current Signature Bank price fluctuation can be explain by its past prices.
Correlation Coefficient0.83
Spearman Rank Test0.75
Residual Average0.0
Price Variance465.43

Signature Bank lagged returns against current returns

Autocorrelation, which is Signature Bank 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 Signature Bank's stock expected returns. We can calculate the autocorrelation of Signature Bank returns to help us make a trade decision. For example, suppose you find that Signature Bank stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Signature Bank 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 Signature Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Signature Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Signature Bank stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Signature Bank Lagged Returns

When evaluating Signature Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Signature Bank stock have on its future price. Signature Bank 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, Signature Bank autocorrelation shows the relationship between Signature Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Signature Bank.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Signature Bank without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, take a look at Signature Bank Correlation, Signature Bank Volatility and Signature Bank Alpha and Beta module to complement your research on Signature Bank. You can also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

Complementary Tools for analysis

When running Signature Bank price analysis, check to measure Signature Bank'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 Signature Bank is operating at the current time. Most of Signature Bank's value examination focuses on studying past and present price action to predict the probability of Signature Bank's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Signature Bank's price. Additionally, you may evaluate how the addition of Signature Bank to your portfolios can decrease your overall portfolio volatility.
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Signature Bank 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.
A focus of Signature Bank technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Signature Bank trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...