Fifth District Bancorp, Stock Alpha and Beta Analysis
| FDSB Stock | 12.50 0.34 2.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fifth District Bancorp,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fifth District over a specified time horizon. Remember, high Fifth District'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 Fifth District's market risk premium analysis include:
Beta 0.0275 | Alpha (0.05) | Risk 1.67 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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.
Check out Fifth District Backtesting, Fifth District Valuation, Fifth District Correlation, Fifth District Hype Analysis, Fifth District Volatility, Fifth District History and analyze Fifth District Performance. Fifth District Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fifth District market risk premium is the additional return an investor will receive from holding Fifth District 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 Fifth District. 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 Fifth District's performance over market.| α | -0.05 | β | 0.03 |
Fifth District 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 Fifth District's Buy-and-hold return. Our buy-and-hold chart shows how Fifth District performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fifth District Market Price Analysis
Market price analysis indicators help investors to evaluate how Fifth District stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fifth District shares will generate the highest return on investment. By understating and applying Fifth District stock market price indicators, traders can identify Fifth District position entry and exit signals to maximize returns.
Fifth District Return and Market Media
The median price of Fifth District for the period between Mon, Feb 3, 2025 and Sun, May 4, 2025 is 12.32 with a coefficient of variation of 3.1. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 12.31, and mean deviation of 0.3. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Fifth District 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 Fifth or other stocks. Alpha measures the amount that position in Fifth District 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 Fifth District 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, Fifth District's short interest history, or implied volatility extrapolated from Fifth District options trading.
Build Portfolio with Fifth District
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 Fifth District Backtesting, Fifth District Valuation, Fifth District Correlation, Fifth District Hype Analysis, Fifth District Volatility, Fifth District History and analyze Fifth District Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Fifth District 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.