Customers Bancorp Stock Alpha and Beta Analysis
| CUBB Stock | USD 20.25 0.75 3.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Customers Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Customers Bancorp over a specified time horizon. Remember, high Customers 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 Customers Bancorp's market risk premium analysis include:
Beta (0.17) | Alpha 0.12 | Risk 1.65 | Sharpe Ratio 0.0757 | Expected Return 0.12 |
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.
Customers |
Customers Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Customers Bancorp market risk premium is the additional return an investor will receive from holding Customers 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 Customers 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 Customers Bancorp's performance over market.| α | 0.12 | β | -0.17 |
Customers 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 Customers Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Customers Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Customers Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how Customers 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 Customers Bancorp shares will generate the highest return on investment. By understating and applying Customers Bancorp stock market price indicators, traders can identify Customers Bancorp position entry and exit signals to maximize returns.
Customers Bancorp Return and Market Media
The median price of Customers Bancorp for the period between Wed, Aug 21, 2024 and Tue, Nov 19, 2024 is 20.35 with a coefficient of variation of 4.08. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 20.24, and mean deviation of 0.69. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 20000 shares by Watkins Philip of Customers Bancorp at 28.37 subject to Rule 16b-3 | 08/30/2024 |
| Customers Bancorp dividend paid on 30th of September 2024 | 09/30/2024 |
About Customers 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 Customers or other stocks. Alpha measures the amount that position in Customers 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 | 0.0125 | 0.0139 | 0.024 | 0.0124 | Price To Sales Ratio | 1.11 | 0.76 | 0.89 | 0.85 |
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 Customers Bancorp 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, Customers Bancorp's short interest history, or implied volatility extrapolated from Customers Bancorp options trading.
Build Portfolio with Customers 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 Customers Bancorp Backtesting, Customers Bancorp Valuation, Customers Bancorp Correlation, Customers Bancorp Hype Analysis, Customers Bancorp Volatility, Customers Bancorp History and analyze Customers Bancorp Performance. For information on how to trade Customers Stock refer to our How to Trade Customers Stock guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Customers 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.