Fifth Third Bancorp Stock Alpha and Beta Analysis
FITB Stock | USD 36.74 1.06 2.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fifth Third Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fifth Third over a specified time horizon. Remember, high Fifth Third'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 Fifth Third's market risk premium analysis include:
Beta 1.48 | Alpha (0.07) | Risk 1.61 | Sharpe Ratio 0.0725 | Expected Return 0.12 |
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.
Fifth |
Fifth Third Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fifth Third market risk premium is the additional return an investor will receive from holding Fifth Third 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 Fifth Third. 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 Fifth Third's performance over market.α | -0.07 | β | 1.48 |
Fifth Third 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 Fifth Third's Buy-and-hold return. Our buy-and-hold chart shows how Fifth Third performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fifth Third Market Price Analysis
Market price analysis indicators help investors to evaluate how Fifth Third stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fifth Third shares will generate the highest return on investment. By understating and applying Fifth Third stock market price indicators, traders can identify Fifth Third position entry and exit signals to maximize returns.
Fifth Third Return and Market Media
The median price of Fifth Third for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 34.56 with a coefficient of variation of 3.12. The daily time series for the period is distributed with a sample standard deviation of 1.08, arithmetic mean of 34.71, and mean deviation of 0.92. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
Fifth Third dividend paid on 16th of January 2024 | 01/16/2024 |
1 | Fifth Third CEO Tim Spences pay increased double digits last year | 02/22/2024 |
2 | MQS Management LLC Buys New Shares in Vishay Intertechnology, Inc. | 02/29/2024 |
3 | London Co. of Virginia Buys 2,576 Shares of Qualys, Inc. | 03/05/2024 |
4 | The Manufacturers Life Insurance Company Has 65.91 Million Position in Fifth Third Bancorp | 03/08/2024 |
5 | Disposition of tradable shares by James Leonard of Fifth Third at 36.695 subject to Rule 16b-3 | 03/11/2024 |
6 | Dow Jones Futures Fall Ahead Of CPI Inflation Data AI Giant Oracle Surges On Earnings | 03/12/2024 |
7 | Fifth Third Bancorp declares 0.35 dividend | 03/18/2024 |
8 | Stephens cuts Fifth Third Bancorp stock to Equal Weight, cites less upside | 03/19/2024 |
9 | Disposition of 5000 shares by Jude Schramm of Fifth Third at 36.38 subject to Rule 16b-3 | 03/25/2024 |
10 | Fifth Third Bancorp Surged 50 percent Due to Historic Bond Market Rally | 03/27/2024 |
About Fifth Third 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 Fifth or other stocks. Alpha measures the amount that position in Fifth Third 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.
2021 | 2023 | 2024 (projected) | Price Earnings Ratio | 11.04 | 10.05 | 17.12 | Short Term Coverage Ratios | 2.76 | 0.57 | 0.76 |
Fifth Third Upcoming Company Events
As portrayed in its financial statements, the presentation of Fifth Third's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fifth Third's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fifth Third's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fifth Third. Please utilize our Beneish M Score to check the likelihood of Fifth Third's management manipulating its earnings.
18th of April 2024 Upcoming Quarterly Report | View | |
18th of July 2024 Next Financial Report | View | |
31st of March 2024 Next Fiscal Quarter End | View | |
17th 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 Fifth Third
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 Fifth Third Backtesting, Fifth Third Valuation, Fifth Third Correlation, Fifth Third Hype Analysis, Fifth Third Volatility, Fifth Third History and analyze Fifth Third Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Fifth Stock analysis
When running Fifth Third's price analysis, check to measure Fifth Third'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 Fifth Third is operating at the current time. Most of Fifth Third's value examination focuses on studying past and present price action to predict the probability of Fifth Third's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fifth Third's price. Additionally, you may evaluate how the addition of Fifth Third to your portfolios can decrease your overall portfolio volatility.
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