AMERITRUST OTC Stock Alpha and Beta Analysis

ATCC
 Stock
  

USD 0.001  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AMERITRUST CORP. It also helps investors analyze the systematic and unsystematic risks associated with investing in AMERITRUST CORP over a specified time horizon. Remember, high AMERITRUST CORP'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.
Please continue to AMERITRUST CORP Backtesting, AMERITRUST CORP Valuation, AMERITRUST CORP Correlation, AMERITRUST CORP Hype Analysis, AMERITRUST CORP Volatility, AMERITRUST CORP History and analyze AMERITRUST CORP Performance.
  
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Please note that although AMERITRUST CORP alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, AMERITRUST CORP did 0.036649  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of AMERITRUST CORP stock's relative risk over its benchmark. AMERITRUST CORP has a beta of 1.02  . Let's try to break down what AMERITRUST's beta means in this case. AMERITRUST CORP returns are very sensitive to returns on the market. As the market goes up or down, AMERITRUST CORP is expected to follow.
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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.

AMERITRUST CORP Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AMERITRUST CORP market risk premium is the additional return an investor will receive from holding AMERITRUST CORP 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 AMERITRUST CORP. 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 AMERITRUST CORP's performance over market.
α-0.04   β1.02
90 days against DJI

AMERITRUST CORP 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 AMERITRUST CORP's Buy-and-hold return. Our buy-and-hold chart shows how AMERITRUST CORP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

AMERITRUST CORP Market Price Analysis

Market price analysis indicators help investors to evaluate how AMERITRUST CORP otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AMERITRUST CORP shares will generate the highest return on investment. By understating and applying AMERITRUST CORP otc stock market price indicators, traders can identify AMERITRUST CORP position entry and exit signals to maximize returns.

AMERITRUST CORP Return and Market Media

The median price of AMERITRUST CORP for the period between Mon, Mar 28, 2022 and Sun, Jun 26, 2022 is 0.001 with a coefficient of variation of 150.41. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.05, and mean deviation of 0.06. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
AM Best Places Credit Ratings of AmeriTrust Group Members Un...04/13/2022

About AMERITRUST CORP 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in AMERITRUST CORP 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.

AMERITRUST CORP Investors Sentiment

The influence of AMERITRUST CORP's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in AMERITRUST. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards AMERITRUST CORP in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, AMERITRUST CORP's short interest history, or implied volatility extrapolated from AMERITRUST CORP options trading.

Current Sentiment - ATCC

AMERITRUST CORP Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in AMERITRUST CORP. What is your sentiment towards investing in AMERITRUST CORP? Are you bullish or bearish?
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Please continue to AMERITRUST CORP Backtesting, AMERITRUST CORP Valuation, AMERITRUST CORP Correlation, AMERITRUST CORP Hype Analysis, AMERITRUST CORP Volatility, AMERITRUST CORP History and analyze AMERITRUST CORP Performance. Note that the AMERITRUST CORP information on this page should be used as a complementary analysis to other AMERITRUST CORP'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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

Complementary Tools for AMERITRUST OTC Stock analysis

When running AMERITRUST CORP price analysis, check to measure AMERITRUST CORP'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 AMERITRUST CORP is operating at the current time. Most of AMERITRUST CORP's value examination focuses on studying past and present price action to predict the probability of AMERITRUST CORP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AMERITRUST CORP's price. Additionally, you may evaluate how the addition of AMERITRUST CORP to your portfolios can decrease your overall portfolio volatility.
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AMERITRUST CORP technical otc 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.
A focus of AMERITRUST CORP technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AMERITRUST CORP trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...