Byline Bancorp Stock Alpha and Beta Analysis
| BY Stock | USD 21.43 0.13 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Byline Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Byline Bancorp over a specified time horizon. Remember, high Byline Bancorp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Byline Bancorp's market risk premium analysis include:
Beta 1.43 | Alpha (0.20) | Risk 1.76 | Sharpe Ratio (0.07) | Expected Return (0.12) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Byline |
Byline Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Byline Bancorp market risk premium is the additional return an investor will receive from holding Byline Bancorp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Byline Bancorp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Byline Bancorp's performance over market.| α | -0.2 | β | 1.43 |
Byline Bancorp expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Byline Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Byline Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Byline Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how Byline Bancorp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Byline Bancorp shares will generate the highest return on investment. By understating and applying Byline Bancorp stock market price indicators, traders can identify Byline Bancorp position entry and exit signals to maximize returns.
Byline Bancorp Return and Market Media
The median price of Byline Bancorp for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 20.92 with a coefficient of variation of 3.75. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 21.04, and mean deviation of 0.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Western Alliance Bancorporation vs. Byline Bancorp Head to Head Contrast | 02/06/2024 |
| Byline Bancorp dividend paid on 20th of February 2024 | 02/20/2024 |
2 | Acquisition by Del Valle Perochena Antonio of 10000 shares of Byline Bancorp at 20.9366 subject to Rule 16b-3 | 02/21/2024 |
3 | Disposition of 20000 shares by Alberto Paracchini of Byline Bancorp at 21.0759 subject to Rule 16b-3 | 02/23/2024 |
4 | Disposition of 2100 shares by Alberto Paracchini of Byline Bancorp at 21.1886 subject to Rule 16b-3 | 02/26/2024 |
5 | Byline Bancorp Inc President Alberto Paracchini Sells 22,100 Shares | 02/28/2024 |
6 | Disposition of 4809 shares by Dana Rose of Byline Bancorp at 21.0474 subject to Rule 16b-3 | 02/29/2024 |
7 | Acquisition by Del Valle Perochena Antonio of 7103 shares of Byline Bancorp at 20.6457 subject to Rule 16b-3 | 03/01/2024 |
8 | Byline Bancorp, Inc. Director Valle Perochena Antonio Del Acquires 7103 Shares of Stock - Defense World | 03/05/2024 |
9 | Acquisition by William Kistner of tradable shares of Byline Bancorp at 21.087 subject to Rule 16b-3 | 03/11/2024 |
10 | Byline Bancorp Set to Announce Quarterly Earnings on Thursday - MarketBeat | 04/17/2024 |
About Byline Bancorp Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Byline or other stocks. Alpha measures the amount that position in Byline Bancorp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0117 | 0.016 | 0.0155 | 0.00856 | Price To Sales Ratio | 3.39 | 2.65 | 1.77 | 3.52 |
Byline Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of Byline Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Byline Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Byline Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Byline Bancorp. Please utilize our Beneish M Score to check the likelihood of Byline Bancorp's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Byline Bancorp
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Byline Bancorp Backtesting, Byline Bancorp Valuation, Byline Bancorp Correlation, Byline Bancorp Hype Analysis, Byline Bancorp Volatility, Byline Bancorp History and analyze Byline Bancorp Performance. For more information on how to buy Byline Stock please use our How to Invest in Byline Bancorp guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Byline Stock analysis
When running Byline Bancorp's price analysis, check to measure Byline 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 Byline Bancorp is operating at the current time. Most of Byline Bancorp's value examination focuses on studying past and present price action to predict the probability of Byline Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Byline Bancorp's price. Additionally, you may evaluate how the addition of Byline Bancorp to your portfolios can decrease your overall portfolio volatility.
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Byline 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.