Bank Of Utica Stock Alpha and Beta Analysis
| BKUT Stock | USD 488.00 13.00 2.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of Utica. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Utica over a specified time horizon. Remember, high Bank of Utica'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 Bank of Utica's market risk premium analysis include:
Beta (0.01) | Alpha 0.25 | Risk 1.4 | Sharpe Ratio 0.22 | Expected Return 0.3 |
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.
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Bank of Utica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Utica market risk premium is the additional return an investor will receive from holding Bank of Utica 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 Bank of Utica. 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 Bank of Utica's performance over market.| α | 0.25 | β | -0.0094 |
Bank of Utica 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 Bank of Utica's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Utica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of Utica Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of Utica 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 Bank of Utica shares will generate the highest return on investment. By understating and applying Bank of Utica pink sheet market price indicators, traders can identify Bank of Utica position entry and exit signals to maximize returns.
Bank of Utica Return and Market Media
The median price of Bank of Utica for the period between Wed, Aug 14, 2024 and Tue, Nov 12, 2024 is 440.0 with a coefficient of variation of 3.41. The daily time series for the period is distributed with a sample standard deviation of 14.83, arithmetic mean of 434.33, and mean deviation of 11.92. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bank of Utica 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 Bank or other pink sheets. Alpha measures the amount that position in Bank of Utica 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 Bank of Utica 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, Bank of Utica's short interest history, or implied volatility extrapolated from Bank of Utica options trading.
Build Portfolio with Bank of Utica
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Additional Tools for Bank Pink Sheet Analysis
When running Bank of Utica's price analysis, check to measure Bank of Utica'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 Bank of Utica is operating at the current time. Most of Bank of Utica's value examination focuses on studying past and present price action to predict the probability of Bank of Utica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of Utica's price. Additionally, you may evaluate how the addition of Bank of Utica to your portfolios can decrease your overall portfolio volatility.