US Bancorp Stock Market Value

USB
 Stock
  

USD 48.77  0.33  0.68%   

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


Is US 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 US Bancorp. If investors know US Bancorp 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 US 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
-0.23
Market Capitalization
72.5 B
Quarterly Revenue Growth YOY
-0.042
Return On Assets
0.0118
Return On Equity
0.13
The market value of US Bancorp is measured differently than its book value, which is the value of US Bancorp that is recorded on the company's balance sheet. Investors also form their own opinion of US Bancorp's value that differs from its market value or its book value, called intrinsic value, which is US 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 US Bancorp's market value can be influenced by many factors that don't directly affect US 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 US Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine US Bancorp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, US 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.

US 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 US 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 US Bancorp.
0.00
06/16/2022
No Change 0.00  0.0 
In 2 months and 1 day
08/15/2022
0.00
If you would invest  0.00  in US Bancorp on June 16, 2022 and sell it all today you would earn a total of 0.00 from holding US Bancorp or generate 0.0% return on investment in US Bancorp over 60 days. US Bancorp is related to or competes with Wells Fargo, International Business, Alcoa Corp, Coca Cola, Exxon, HP, and Chevron Corp. Bancorp, a financial services holding company, provides various financial services to individuals, businesses, instituti...More

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

US Bancorp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for US Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Bancorp's standard deviation. In reality, there are many statistical measures that can use US Bancorp historical prices to predict the future US 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 US 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 US Bancorp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
46.9648.7050.44
Details
Intrinsic
Valuation
LowReal ValueHigh
43.8957.4859.22
Details
Naive
Forecast
LowNext ValueHigh
48.2249.9651.70
Details
17 Analysts
Consensus
LowTarget PriceHigh
55.0066.4074.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as US Bancorp. Your research has to be compared to or analyzed against US Bancorp's peers to derive any actionable benefits. When done correctly, US 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 US Bancorp.

US Bancorp Backtested Returns

We consider US Bancorp very steady. US Bancorp retains Efficiency (Sharpe Ratio) of 0.001, which indicates the firm had 0.001% of return per unit of price deviation over the last 3 months. Our approach towards measuring 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-one technical indicators for US Bancorp, which you can use to evaluate the future volatility of the company. Please validate US Bancorp Downside Deviation of 1.84, risk adjusted performance of 0.0108, and Mean Deviation of 1.28 to confirm if the risk estimate we provide is consistent with the expected return of 0.0016%.
The entity owns a Beta (Systematic Risk) of 0.9744, which indicates possible diversification benefits within a given portfolio. Let's try to break down what US Bancorp's beta means in this case. US Bancorp returns are very sensitive to returns on the market. As the market goes up or down, US Bancorp is expected to follow. Although it is important to respect US Bancorp existing price patterns, it is better to be realistic regarding the information on the equity's price patterns. The approach towards measuring 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 US Bancorp technical indicators, you can at this time evaluate if the expected return of 0.0016% will be sustainable into the future. US Bancorp at this moment owns a risk of 1.72%. Please validate US Bancorp coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if US Bancorp will be following its current price history.

Auto-correlation

    
  0.03  

Virtually no predictability

US Bancorp has virtually no predictability. Overlapping area represents the amount of predictability between US Bancorp time series from 16th of June 2022 to 16th of July 2022 and 16th of July 2022 to 15th 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 US Bancorp price movement. The serial correlation of 0.03 indicates that only 3.0% of current US Bancorp price fluctuation can be explain by its past prices.
Correlation Coefficient0.03
Spearman Rank Test-0.22
Residual Average0.0
Price Variance0.42

US Bancorp lagged returns against current returns

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

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

US Bancorp Lagged Returns

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

US Bancorp Investors Sentiment

The influence of US 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 US Bancorp. 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 US Bancorp's public news can be used to forecast risks associated with investment in US Bancorp. The trend in average sentiment can be used to explain how an investor holding US Bancorp can time the market purely based on public headlines and social activities around US Bancorp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
US 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 US 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 US Bancorp's news discussions. The higher the estimate score, the more favorable is the investor's outlook on US Bancorp.

US Bancorp Implied Volatility

    
  21.48  
US Bancorp's implied volatility exposes the market's sentiment of US Bancorp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if US Bancorp's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that US Bancorp stock will not fluctuate a lot when US Bancorp's options are near their expiration.
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 US 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, US Bancorp's short interest history, or implied volatility extrapolated from US Bancorp options trading.

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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.
Also, please take a look at US Bancorp Hype Analysis, US Bancorp Correlation, US Bancorp Valuation, US Bancorp Volatility, as well as analyze US Bancorp Alpha and Beta and US Bancorp Performance. Note that the US Bancorp information on this page should be used as a complementary analysis to other US 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 Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for US Bancorp Stock analysis

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