Us Bancorp Stock Alpha and Beta Analysis
| USB Stock | USD 40.45 1.01 2.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as US Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in US Bancorp over a specified time horizon. Remember, high US Bancorp'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 US Bancorp's market risk premium analysis include:
Beta 1.56 | Alpha (0.11) | Risk 1.58 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Enterprise Value |
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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.
USB |
US Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. US Bancorp market risk premium is the additional return an investor will receive from holding US Bancorp 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 US Bancorp. 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 US Bancorp's performance over market.| α | -0.11 | β | 1.56 |
US Bancorp 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 US Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how US Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.US Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how US Bancorp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading US Bancorp shares will generate the highest return on investment. By understating and applying US Bancorp stock market price indicators, traders can identify US Bancorp position entry and exit signals to maximize returns.
US Bancorp Return and Market Media
The median price of US Bancorp for the period between Sun, Jan 21, 2024 and Sat, Apr 20, 2024 is 41.61 with a coefficient of variation of 3.26. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 41.69, and mean deviation of 1.15. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2082 shares by Elcio Barcelos of US Bancorp at 41.42 subject to Rule 16b-3 | 03/01/2024 |
2 | Update Regarding U.S. Bancorp Presentation at the RBC Capital Markets Global Financial Institutions Conference | 03/05/2024 |
3 | U.S. Bancorp declares 0.49 dividend | 03/12/2024 |
4 | Acquisition by Gunjan Kedia of 47664 shares of US Bancorp subject to Rule 16b-3 | 03/18/2024 |
5 | Acquisition by Scott Wine of 133 shares of US Bancorp subject to Rule 16b-3 | 03/22/2024 |
6 | Is Franklin U.S. Low Volatility High Dividend Index ETF a Strong ETF Right Now | 03/26/2024 |
7 | Heres Why U.S. Bancorp Fell More Than Broader Market | 04/02/2024 |
8 | Disposition of 2144 shares by Souheil Badran of US Bancorp at 41.42 subject to Rule 16b-3 | 04/04/2024 |
9 | Experts discuss overcoming small-business funding challenges at Charlotte event | 04/05/2024 |
10 | Earnings Preview U.S. Bancorp Q1 Earnings Expected to Decline | 04/10/2024 |
11 | Earnings Preview Comerica Incorporated Q1 Earnings Expected to Decline | 04/11/2024 |
| US Bancorp dividend paid on 15th of April 2024 | 04/15/2024 |
13 | Markets Mixed as Q1 Earnings, Powell Control News Headlines | 04/16/2024 |
14 | U.S. Bancorps Q1 Earnings Beat Estimates, Provisions Rise | 04/17/2024 |
15 | Acquisition by Warner Baxter of 4691 shares of US Bancorp subject to Rule 16b-3 | 04/18/2024 |
16 | Market Whales and Their Recent Bets on USB Options | 04/19/2024 |
About US Bancorp 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 USB or other stocks. Alpha measures the amount that position in US 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0345 | 0.0474 | 0.0496 | 0.0521 | Price To Sales Ratio | 3.68 | 2.69 | 2.38 | 2.26 |
US Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of US Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, US Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of US Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of US Bancorp. Please utilize our Beneish M Score to check the likelihood of US Bancorp's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 15th 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 US Bancorp
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 US Bancorp Backtesting, US Bancorp Valuation, US Bancorp Correlation, US Bancorp Hype Analysis, US Bancorp Volatility, US Bancorp History and analyze US Bancorp Performance. For information on how to trade USB Stock refer to our How to Trade USB Stock guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for USB Stock analysis
When running US Bancorp's price analysis, check to measure US Bancorp'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 US Bancorp is operating at the current time. Most of US Bancorp's value examination focuses on studying past and present price action to predict the probability of US Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move US Bancorp's price. Additionally, you may evaluate how the addition of US Bancorp to your portfolios can decrease your overall portfolio volatility.
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US Bancorp 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.