Embassy Bancorp Alpha and Beta Analysis Overview

EMYB -- USA Stock  

USD 17.95  0.05  0.28%

This module allows you to check different measures of market premium for Embassy Bancorp 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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Embassy Bancorp Market Premiums

α0.21β0.41
30 days against DJI
Risk Adjusted Performance  

0.0628

Jensen Alpha  

0.1975

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.39

Embassy Bancorp expected buy-and-hold returns

Embassy Bancorp Market Price Analysis

Embassy Bancorp Return and Market Media

The median price of Embassy Bancorp for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 17.7 with a coefficient of variation of 1.87. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 17.64, and mean deviation of 0.29. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
SPDR Dow Jones Global Real Estate ETF Holdings Raised by Dak...08/29/2018
2
Cambridge Investment Research Advisors Inc. Cuts Holdings in...09/17/2018

Current Sentiment - EMYB

Embassy Bancorp Investor Sentiment

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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. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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