Embassy Bancorp Alpha and Beta Analysis

Embassy Bancorp Inc -- USA Stock  

USD 15.80  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
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Embassy Bancorp Market Premiums

α (average alpha)=0.35    β (beta)=0.1    
30 days against DJI
Risk Adjusted Performance  0.60Jensen Alpha  0.26Total Risk Alpha  0.15Sortino Ratio  0.0Treynor Ratio  1.5

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 Wed, Jan 24, 2018 and Fri, Feb 23, 2018 is 16.05 with a coefficient of variation of 48.29. The daily time series for the period is distributed with a sample standard deviation of 6.45, arithmetic mean of 13.35, and mean deviation of 4.86. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline