1st Summit Bancorp Stock Alpha and Beta Analysis
FSMK Stock | USD 75.00 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 1ST SUMMIT BANCORP. It also helps investors analyze the systematic and unsystematic risks associated with investing in 1ST SUMMIT over a specified time horizon. Remember, high 1ST SUMMIT'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 1ST SUMMIT's market risk premium analysis include:
Beta 0.0148 | Alpha (0) | Risk 0.0732 | Sharpe Ratio 0.13 | Expected Return 0.0093 |
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.
1ST |
1ST SUMMIT Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 1ST SUMMIT market risk premium is the additional return an investor will receive from holding 1ST SUMMIT 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 1ST SUMMIT. 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 1ST SUMMIT's performance over market.α | -0.0025 | β | 0.01 |
1ST SUMMIT 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 1ST SUMMIT's Buy-and-hold return. Our buy-and-hold chart shows how 1ST SUMMIT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.1ST SUMMIT Market Price Analysis
Market price analysis indicators help investors to evaluate how 1ST SUMMIT pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 1ST SUMMIT shares will generate the highest return on investment. By understating and applying 1ST SUMMIT pink sheet market price indicators, traders can identify 1ST SUMMIT position entry and exit signals to maximize returns.
1ST SUMMIT Return and Market Media
The median price of 1ST SUMMIT for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 75.0 with a coefficient of variation of 0.29. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 74.79, and mean deviation of 0.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
Timeline |
About 1ST SUMMIT 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 1ST or other pink sheets. Alpha measures the amount that position in 1ST SUMMIT 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.
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 1ST SUMMIT 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, 1ST SUMMIT's short interest history, or implied volatility extrapolated from 1ST SUMMIT options trading.
Build Portfolio with 1ST SUMMIT
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 1ST SUMMIT Backtesting, 1ST SUMMIT Valuation, 1ST SUMMIT Correlation, 1ST SUMMIT Hype Analysis, 1ST SUMMIT Volatility, 1ST SUMMIT History and analyze 1ST SUMMIT Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for 1ST Pink Sheet analysis
When running 1ST SUMMIT's price analysis, check to measure 1ST SUMMIT'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 1ST SUMMIT is operating at the current time. Most of 1ST SUMMIT's value examination focuses on studying past and present price action to predict the probability of 1ST SUMMIT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 1ST SUMMIT's price. Additionally, you may evaluate how the addition of 1ST SUMMIT to your portfolios can decrease your overall portfolio volatility.
Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
FinTech Suite Use AI to screen and filter profitable investment opportunities | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
Global Correlations Find global opportunities by holding instruments from different markets |
1ST SUMMIT technical pink sheet 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, pink sheet market cycles, or different charting patterns.