The Bancorp Stock Alpha and Beta Analysis
| TBBK Stock | USD 33.69 0.29 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bancorp over a specified time horizon. Remember, high 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 Bancorp's market risk premium analysis include:
Beta (1.22) | Alpha (0.27) | Risk 2.69 | Sharpe Ratio (0.14) | Expected Return (0.36) |
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.
Bancorp |
Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bancorp market risk premium is the additional return an investor will receive from holding 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 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 Bancorp's performance over market.| α | -0.27 | β | -1.22 |
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 Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how 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 Bancorp shares will generate the highest return on investment. By understating and applying Bancorp stock market price indicators, traders can identify Bancorp position entry and exit signals to maximize returns.
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| Hanging Man |
Bancorp Return and Market Media
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About 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 Bancorp or other stocks. Alpha measures the amount that position in 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.
Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bancorp. Please utilize our Beneish M Score to check the likelihood of 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 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 Bancorp Backtesting, Bancorp Valuation, Bancorp Correlation, Bancorp Hype Analysis, Bancorp Volatility, Bancorp History and analyze Bancorp Performance. Note that the Bancorp information on this page should be used as a complementary analysis to other Bancorp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Bancorp Stock analysis
When running Bancorp's price analysis, check to measure 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 Bancorp is operating at the current time. Most of Bancorp's value examination focuses on studying past and present price action to predict the probability of 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 Bancorp's price. Additionally, you may evaluate how the addition of Bancorp to your portfolios can decrease your overall portfolio volatility.
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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.