Merchants Stock Market Value

MBIN
 Stock
  

USD 22.83  0.05  0.22%   

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
Backtest


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
-0.24
Market Capitalization
985.6 M
Quarterly Revenue Growth YOY
-0.14
Return On Assets
0.0222
Return On Equity
0.2
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
05/28/2022
No Change 0.00  0.0 
In 31 days
06/27/2022
0.00
If you would invest  0.00  in Merchants Bancorp on May 28, 2022 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 30 days. Merchants Bancorp is related to or competes with Exxon. 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
20.8722.7924.71
Details
Intrinsic
Valuation
LowReal ValueHigh
20.5530.4832.40
Details
Naive
Forecast
LowNext ValueHigh
19.5721.4923.41
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 has Sharpe Ratio of -0.18, which conveys that the firm had -0.18% of return per unit of risk over the last 3 months. Macroaxis standpoint towards estimating 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. Merchants Bancorp exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Merchants Bancorp mean deviation of 1.59, and Risk Adjusted Performance of (0.23) to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 0.9572, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Merchants's beta means in this case. Merchants Bancorp returns are very sensitive to returns on the market. As the market goes up or down, Merchants Bancorp is expected to follow. Even though it is essential to pay attention to Merchants Bancorp price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating 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. Merchants Bancorp exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Merchants Bancorp has an expected return of -0.35%. Please be advised to verify Merchants Bancorp value at risk, as well as the relationship between the skewness and day median price to decide if Merchants Bancorp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.02  

Very weak reverse predictability

Merchants Bancorp has very weak reverse predictability. Overlapping area represents the amount of predictability between Merchants Bancorp time series from 28th of May 2022 to 12th of June 2022 and 12th of June 2022 to 27th of June 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 -0.02 indicates that only 2.0% of current Merchants Bancorp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.02
Spearman Rank Test-0.47
Residual Average0.0
Price Variance0.07

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 
Share
      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 
Share
      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 
Share
      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.
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.

Current Sentiment - MBIN

Merchants Bancorp Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Merchants Bancorp. What is your trading attitude regarding investing in Merchants Bancorp? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Merchants Bancorp using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

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.
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
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...