Greene County Bancorp Stock Alpha and Beta Analysis
| GCBC Stock | USD 30.37 0.85 2.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greene County Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greene County over a specified time horizon. Remember, high Greene County'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 Greene County's market risk premium analysis include:
Beta 2.08 | Alpha 0.17 | Risk 3.69 | Sharpe Ratio 0.0461 | Expected Return 0.17 |
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.
Greene |
Greene County Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greene County market risk premium is the additional return an investor will receive from holding Greene County 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 Greene County. 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 Greene County's performance over market.| α | 0.17 | β | 2.08 |
Greene County 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 Greene County's Buy-and-hold return. Our buy-and-hold chart shows how Greene County performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Greene County Market Price Analysis
Market price analysis indicators help investors to evaluate how Greene County stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greene County shares will generate the highest return on investment. By understating and applying Greene County stock market price indicators, traders can identify Greene County position entry and exit signals to maximize returns.
Greene County Return and Market Media
The median price of Greene County for the period between Tue, Feb 13, 2024 and Mon, May 13, 2024 is 28.46 with a coefficient of variation of 6.23. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 28.43, and mean deviation of 1.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Investment Analysis and Advice - Stock Traders Daily.com | 02/20/2024 |
| Greene County dividend paid on 28th of February 2024 | 02/28/2024 |
2 | Why You Might Be Interested In Greene County Bancorp, Inc. For Its Upcoming Dividend - Yahoo Movies Canada | 03/04/2024 |
3 | Greene County Bancorp, Inc. Reports Net Income of 18.0 million for the Nine Months Ended March 31, 2024 and opens Capital Region Banking Center in Albany, New Y... | 04/23/2024 |
4 | Greene County Bancorp Is Paying Out A Dividend Of 0.08 | 04/24/2024 |
5 | Trading Report - Stock Traders Daily | 05/01/2024 |
About Greene County 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 Greene or other stocks. Alpha measures the amount that position in Greene County 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.
Greene County Upcoming Company Events
As portrayed in its financial statements, the presentation of Greene County's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Greene County's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Greene County's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Greene County. Please utilize our Beneish M Score to check the likelihood of Greene County's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View |
Build Portfolio with Greene County
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Align your risk with return expectations
Check out Greene County Backtesting, Greene County Valuation, Greene County Correlation, Greene County Hype Analysis, Greene County Volatility, Greene County History and analyze Greene County Performance. Note that the Greene County Bancorp information on this page should be used as a complementary analysis to other Greene County'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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Greene Stock analysis
When running Greene County's price analysis, check to measure Greene County'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 Greene County is operating at the current time. Most of Greene County's value examination focuses on studying past and present price action to predict the probability of Greene County's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Greene County's price. Additionally, you may evaluate how the addition of Greene County to your portfolios can decrease your overall portfolio volatility.
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Greene County 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.