Bank Of New Stock Alpha and Beta Analysis
| BK Stock | USD 56.29 1.04 1.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of New. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of New York over a specified time horizon. Remember, high Bank of New York'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 Bank of New York's market risk premium analysis include:
Beta 1 | Alpha (0.06) | Risk 0.97 | Sharpe Ratio 0.0175 | Expected Return 0.0169 |
Enterprise Value |
|
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.
Bank |
Bank of New York Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of New York market risk premium is the additional return an investor will receive from holding Bank of New York 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 Bank of New York. 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 Bank of New York's performance over market.| α | -0.06 | β | 1.00 |
Bank of New York 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 Bank of New York's Buy-and-hold return. Our buy-and-hold chart shows how Bank of New York performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of New York Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of New York stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank of New York shares will generate the highest return on investment. By understating and applying Bank of New York stock market price indicators, traders can identify Bank of New York position entry and exit signals to maximize returns.
Bank of New York Return and Market Media
The median price of Bank of New York for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 55.37 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 55.56, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Bank of New York dividend paid on 2nd of February 2024 | 02/02/2024 |
1 | Bank of America to redeem CAD 1 billion senior notes in April | 03/22/2024 |
2 | National Gallery of Art Appoints Natalia ngeles Vieyra as Associate Curator of Latinx Art | 04/04/2024 |
3 | EQT Agrees to Sell Data Manager Rimes Tech to Five Arrows | 04/09/2024 |
4 | The Bank of New York Mellon Corporation is favoured by institutional owners who hold 87 percent of the company | 04/10/2024 |
5 | UPDATE 2-Novartis begins tender offer for cancer-focused MorphoSys | 04/11/2024 |
6 | State Street Gains on Q1 Earnings Beat, YY Revenue Rise | 04/12/2024 |
7 | Bank of New York Mellon Q1 2024 Earnings Preview | 04/15/2024 |
8 | Earnings call BNY Mellon reports solid Q1 with EPS and revenue growth | 04/16/2024 |
9 | BNY Mellons Pershing Is Still Losing Assets. Blame the Regional Bank Crisis | 04/17/2024 |
About Bank of New York 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 Bank or other stocks. Alpha measures the amount that position in Bank of New York 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0267 | 0.0373 | 0.0364 | 0.0318 | Price To Sales Ratio | 3.17 | 2.3 | 1.21 | 1.15 |
Bank of New York Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank of New York's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank of New York's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank of New York's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank of New York. Please utilize our Beneish M Score to check the likelihood of Bank of New York's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th 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 Bank of New York
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 Bank of New York Backtesting, Bank of New York Valuation, Bank of New York Correlation, Bank of New York Hype Analysis, Bank of New York Volatility, Bank of New York History and analyze Bank of New York Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Bank Stock analysis
When running Bank of New York's price analysis, check to measure Bank of New York'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 Bank of New York is operating at the current time. Most of Bank of New York's value examination focuses on studying past and present price action to predict the probability of Bank of New York's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of New York's price. Additionally, you may evaluate how the addition of Bank of New York to your portfolios can decrease your overall portfolio volatility.
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges |
Bank of New York 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.