Merchants Stock Market Value

MBIN
 Stock
  

USD 27.27  0.43  1.55%   

Merchants Bancorp's market value is the price at which a share of Merchants Bancorp stock trades on a public exchange. It measures the collective expectations of Merchants Bancorp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Merchants Bancorp and determine expected loss or profit from investing in Merchants Bancorp over a given investment horizon. Additionally, see Merchants Bancorp Hype Analysis, Merchants Bancorp Correlation, Merchants Bancorp Valuation, Merchants Bancorp Volatility, as well as analyze Merchants Bancorp Alpha and Beta and Merchants Bancorp Performance.
Symbol


Is Merchants Bancorp'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 Merchants Bancorp. If investors know Merchants 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 Merchants 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 YOY
0.054
Market Capitalization
1.2 B
Quarterly Revenue Growth YOY
0.076
Return On Assets
0.0208
Return On Equity
0.19
The market value of Merchants Bancorp is measured differently than its book value, which is the value of Merchants that is recorded on the company's balance sheet. Investors also form their own opinion of Merchants Bancorp's value that differs from its market value or its book value, called intrinsic value, which is Merchants 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 Merchants Bancorp's market value can be influenced by many factors that don't directly affect Merchants 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 Merchants Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine Merchants Bancorp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Merchants 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.

Merchants 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 Merchants 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 Merchants Bancorp.
0.00
08/17/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/07/2022
0.00
If you would invest  0.00  in Merchants Bancorp on August 17, 2020 and sell it all today you would earn a total of 0.00 from holding Merchants Bancorp or generate 0.0% return on investment in Merchants Bancorp over 720 days. Merchants Bancorp is related to or competes with Starbucks Corp, and US Bancorp. Merchants Bancorp operates as the diversified bank holding company in the United StatesMore

Merchants 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 Merchants 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 Merchants Bancorp upside and downside potential and time the market with a certain degree of confidence.

Merchants Bancorp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Merchants Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Merchants Bancorp's standard deviation. In reality, there are many statistical measures that can use Merchants Bancorp historical prices to predict the future Merchants Bancorp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Merchants Bancorp'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 Merchants Bancorp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
25.7927.6029.41
Details
Intrinsic
Valuation
LowReal ValueHigh
24.9334.6636.47
Details
Naive
Forecast
LowNext ValueHigh
25.8727.6829.50
Details
3 Analysts
Consensus
LowTarget PriceHigh
47.0052.3355.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Merchants Bancorp. Your research has to be compared to or analyzed against Merchants Bancorp's peers to derive any actionable benefits. When done correctly, Merchants Bancorp'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 Merchants Bancorp.

Merchants Bancorp Backtested Returns

Merchants Bancorp appears to be very steady, given 3 months investment horizon. Merchants Bancorp has Sharpe Ratio of 0.17, which conveys that the firm had 0.17% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Merchants Bancorp, which you can use to evaluate the future volatility of the firm. Please exercise Merchants Bancorp's Risk Adjusted Performance of 0.1687, downside deviation of 2.1, and Mean Deviation of 1.44 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Merchants Bancorp holds a performance score of 12. The company secures a Beta (Market Risk) of 0.7954, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Merchants's beta means in this case. As returns on the market increase, Merchants Bancorp returns are expected to increase less than the market. However, during the bear market, the loss on holding Merchants Bancorp will be expected to be smaller as well. Although it is vital to follow Merchants Bancorp price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Merchants Bancorp technical indicators, you can presently evaluate if the expected return of 0.3% will be sustainable into the future. Please exercises Merchants Bancorp value at risk, as well as the relationship between the skewness and day median price to make a quick decision on whether Merchants Bancorp current price movements will revert.

Auto-correlation

    
  -0.27  

Weak reverse predictability

Merchants Bancorp has weak reverse predictability. Overlapping area represents the amount of predictability between Merchants Bancorp time series from 17th of August 2020 to 12th of August 2021 and 12th of August 2021 to 7th of August 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 Merchants Bancorp price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Merchants Bancorp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.27
Spearman Rank Test-0.31
Residual Average0.0
Price Variance9.49

Merchants Bancorp lagged returns against current returns

Autocorrelation, which is Merchants 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 Merchants Bancorp's stock expected returns. We can calculate the autocorrelation of Merchants Bancorp returns to help us make a trade decision. For example, suppose you find that Merchants Bancorp 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  

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

Merchants Bancorp Lagged Returns

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

Merchants Bancorp Investors Sentiment

The influence of Merchants Bancorp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Merchants. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Merchants Bancorp's public news can be used to forecast risks associated with investment in Merchants. The trend in average sentiment can be used to explain how an investor holding Merchants can time the market purely based on public headlines and social activities around Merchants Bancorp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Merchants Bancorp's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Merchants Bancorp's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Merchants Bancorp's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Merchants Bancorp.
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 Merchants Bancorp 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, Merchants Bancorp's short interest history, or implied volatility extrapolated from Merchants Bancorp options trading.

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Additionally, see Merchants Bancorp Hype Analysis, Merchants Bancorp Correlation, Merchants Bancorp Valuation, Merchants Bancorp Volatility, as well as analyze Merchants Bancorp Alpha and Beta and Merchants Bancorp Performance. Note that the Merchants Bancorp information on this page should be used as a complementary analysis to other Merchants Bancorp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for Merchants Stock analysis

When running Merchants Bancorp price analysis, check to measure Merchants Bancorp'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 Merchants Bancorp is operating at the current time. Most of Merchants Bancorp's value examination focuses on studying past and present price action to predict the probability of Merchants Bancorp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Merchants Bancorp's price. Additionally, you may evaluate how the addition of Merchants Bancorp to your portfolios can decrease your overall portfolio volatility.
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Merchants 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.
A focus of Merchants Bancorp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Merchants Bancorp 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...