US Bancorp Stock Market Value

USB -  USA Stock  

USD 52.50  0.36  0.69%

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
Backtest


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.
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
04/28/2022
No Change 0.00  0.0 
In 31 days
05/28/2022
0.00
If you would invest  0.00  in US Bancorp on April 28, 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 30 days. US Bancorp is related to or competes with Wells Fargo, Caterpillar, McDonalds Corp, HP, and Travelers Companies. U.S. Bancorp, a financial services holding company, provides various financial services to individuals, businesses, inst...

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
50.4152.4154.41
Details
Intrinsic
Valuation
LowReal ValueHigh
47.2557.5859.58
Details
17 Analysts
Consensus
LowTarget PriceHigh
55.0066.4074.00
Details
Earnings
Estimates (11)
LowProjected EPSHigh
5.025.135.30
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

US Bancorp retains Efficiency (Sharpe Ratio) of -0.0468, which indicates the firm had -0.0468% of return per unit of price deviation over the last 3 months. Macroaxis approach 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. US Bancorp exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate US Bancorp mean deviation of 1.36, and Risk Adjusted Performance of (0.033868) to confirm the risk estimate we provide.
The entity owns a Beta (Systematic Risk) of 0.9695, 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. Even though it is essential to pay attention to US Bancorp existing price patterns, it is always good to be careful when utilizing equity price patterns. Our approach 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. US Bancorp exposes twenty-seven different technical indicators, which can help you to evaluate its performance. US Bancorp has an expected return of -0.0851%. Please be advised to validate US Bancorp treynor ratio, and the relationship between the coefficient of variation and semi variance to decide if US Bancorp performance from the past will be repeated at some future date.

Auto-correlation

    
  -0.5  

Modest reverse predictability

US Bancorp has modest reverse predictability. Overlapping area represents the amount of predictability between US Bancorp time series from 28th of April 2022 to 13th of May 2022 and 13th of May 2022 to 28th of May 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 -0.5 indicates that about 50.0% of current US Bancorp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.5
Spearman Rank Test-0.22
Residual Average0.0
Price Variance2.15

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 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in US Bancorp without increasing your portfolio risk or giving up 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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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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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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...