Embassy Bancorp Alpha and Beta Analysis

Embassy Bancorp Inc -- USA Stock  

USD 15.5  0.05  0.32%

This module allows you to check different measures of market premium for Embassy Bancorp Inc as well as systematic risk associated with investing in Embassy Bancorp over a specified time horizon. Additionally see Embassy Bancorp Backtesting, Embassy Bancorp Valuation, Embassy Bancorp Correlation, Embassy Bancorp Hype Analysis, Embassy Bancorp Volatility, Embassy Bancorp History and analyze Embassy Bancorp Performance
Investment Horizon     30 Days    Login   to change
Run Premiums

Embassy Bancorp Market Premiums

α (average alpha)=0.21    β (beta)=0.12    
30 days against DJI
Risk Adjusted Performance  0.1339Jensen Alpha  0.196Total Risk Alpha  (0.1)Sortino Ratio  0.0Treynor Ratio  (1.4)

Embassy Bancorp expected buy-and-hold returns


Embassy Bancorp Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Embassy Bancorp Return and Market Media

The median price of Embassy Bancorp for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 15.1 with a coefficient of variation of 1.44. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 15.16, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)