Umb Financial Stock Market Value
| UMBFP Stock | 25.00 0.02 0.08% |
| Symbol | UMB |
Is Banking space 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 UMB Financial. If investors know UMB 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 UMB Financial 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 0.682 | Revenue Per Share 32.165 | Quarterly Revenue Growth 0.12 | Return On Assets 0.0094 | Return On Equity |
The market value of UMB Financial is measured differently than its book value, which is the value of UMB that is recorded on the company's balance sheet. Investors also form their own opinion of UMB Financial's value that differs from its market value or its book value, called intrinsic value, which is UMB Financial'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 UMB Financial's market value can be influenced by many factors that don't directly affect UMB Financial'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 UMB Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if UMB Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UMB Financial'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.
UMB Financial '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 UMB Financial'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 UMB Financial.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in UMB Financial on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding UMB Financial or generate 0.0% return on investment in UMB Financial over 30 days. UMB Financial is related to or competes with Arrow Financial, Sun Country, Verra Mobility, Ryanair Holdings, Mill City, Barings BDC, and JD Sports. UMB Financial is entity of United States More
UMB Financial 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 UMB Financial'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 UMB Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1167 | |||
| Information Ratio | (1.07) | |||
| Maximum Drawdown | 0.6476 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.242 |
UMB Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UMB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UMB Financial's standard deviation. In reality, there are many statistical measures that can use UMB Financial historical prices to predict the future UMB Financial's volatility.| Risk Adjusted Performance | 0.1585 | |||
| Jensen Alpha | 0.018 | |||
| Total Risk Alpha | 0.002 | |||
| Sortino Ratio | (0.98) | |||
| Treynor Ratio | (2.04) |
UMB Financial Backtested Returns
Currently, UMB Financial is very steady. UMB Financial retains Efficiency (Sharpe Ratio) of 0.26, which indicates the firm had a 0.26 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for UMB Financial, which you can use to evaluate the volatility of the company. Please validate UMB Financial's coefficient of variation of 395.6, and Risk Adjusted Performance of 0.1585 to confirm if the risk estimate we provide is consistent with the expected return of 0.0282%. UMB Financial has a performance score of 20 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.0083, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UMB Financial are expected to decrease at a much lower rate. During the bear market, UMB Financial is likely to outperform the market. UMB Financial currently owns a risk of 0.11%. Please validate UMB Financial potential upside, and the relationship between the total risk alpha and kurtosis , to decide if UMB Financial will be following its current price history.
Auto-correlation | 0.68 |
Good predictability
UMB Financial has good predictability. Overlapping area represents the amount of predictability between UMB Financial time series from 20th of June 2025 to 5th of July 2025 and 5th of July 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UMB Financial price movement. The serial correlation of 0.68 indicates that around 68.0% of current UMB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
UMB Financial lagged returns against current returns
Autocorrelation, which is UMB Financial 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 UMB Financial's stock expected returns. We can calculate the autocorrelation of UMB Financial returns to help us make a trade decision. For example, suppose you find that UMB Financial 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
UMB Financial 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 UMB Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UMB Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UMB Financial stock over time.
Current vs Lagged Prices |
| Timeline |
UMB Financial Lagged Returns
When evaluating UMB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UMB Financial stock have on its future price. UMB Financial 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, UMB Financial autocorrelation shows the relationship between UMB Financial stock current value and its past values and can show if there is a momentum factor associated with investing in UMB Financial.
Regressed Prices |
| Timeline |
Pair Trading with UMB Financial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if UMB Financial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in UMB Financial will appreciate offsetting losses from the drop in the long position's value.Moving together with UMB Stock
| 0.92 | AX | Axos Financial | PairCorr |
| 0.7 | BY | Byline Bancorp Earnings Call This Week | PairCorr |
| 0.94 | DB | Deutsche Bank AG Earnings Call This Week | PairCorr |
| 0.95 | KB | KB Financial Group Earnings Call Tomorrow | PairCorr |
| 0.75 | NU | Nu Holdings Aggressive Push | PairCorr |
Moving against UMB Stock
The ability to find closely correlated positions to UMB Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace UMB Financial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back UMB Financial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling UMB Financial to buy it.
The correlation of UMB Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as UMB Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if UMB Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for UMB Financial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for UMB Stock Analysis
When running UMB Financial's price analysis, check to measure UMB Financial'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 UMB Financial is operating at the current time. Most of UMB Financial's value examination focuses on studying past and present price action to predict the probability of UMB Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UMB Financial's price. Additionally, you may evaluate how the addition of UMB Financial to your portfolios can decrease your overall portfolio volatility.