Byline Bancorp Performance

BY -- USA Stock  

Fiscal Quarter End: December 31, 2019  

The firm shows Beta (market volatility) of 1.1057 which signifies that Byline Bancorp returns are very sensitive to returns on the market. as market goes up or down, Byline Bancorp is expected to follow. Although it is extremely important to respect Byline Bancorp historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Byline Bancorp technical indicators you can presently evaluate if the expected return of 0.0075% will be sustainable into the future. Byline Bancorp right now shows a risk of 1.17%. Please confirm Byline Bancorp Downside Variance, and the relationship between Sortino Ratio and Accumulation Distribution to decide if Byline Bancorp will be following its price patterns.
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Risk-Adjusted Performance

Over the last 30 days Byline Bancorp has generated negative risk-adjusted returns adding no value to investors with long positions. Inspite fairly strong basic indicators, Byline Bancorp is not utilizing all of its potentials. The continuing stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low15.39
Target High Price21.50
Fifty Two Week High20.58
Target Low Price18.00
Horizon     30 Days    Login   to change

Byline Bancorp Relative Risk vs. Return Landscape

If you would invest  1,895  in Byline Bancorp on November 15, 2019 and sell it today you would earn a total of  1.00  from holding Byline Bancorp or generate 0.05% return on investment over 30 days. Byline Bancorp is generating 0.0075% of daily returns and assumes 1.1698% volatility on return distribution over the 30 days horizon. Put differently, 10% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Byline Bancorp is expected to generate 8.11 times less return on investment than the market. In addition to that, the company is 1.93 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of volatility.

Byline Bancorp Market Risk Analysis

Sharpe Ratio = 0.0064
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Byline Bancorp Relative Performance Indicators

Estimated Market Risk
 1.17
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.01
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
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 0 %
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Based on monthly moving average Byline Bancorp is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Byline Bancorp by adding it to a well-diversified portfolio.

Byline Bancorp Alerts

Equity Alerts and Improvement Suggestions

Byline Bancorp has high likelihood to experience some financial distress in the next 2 years
About 39.0% of the company shares are held by company insiders
Latest headline from brochherald.com: Peel Hunt Restated Hold Rating For Derwent London Byline Bancorp Shorts Up By 14.04 percent - The Broch Herald
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