Five Star Bancorp Stock Alpha and Beta Analysis
| FSBC Stock | USD 32.92 0.36 1.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Five Star Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Five Star over a specified time horizon. Remember, high Five Star'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 Five Star's market risk premium analysis include:
Beta 1.99 | Alpha (0.01) | Risk 2.23 | Sharpe Ratio 0.16 | Expected Return 0.36 |
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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.
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Five Star Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Five Star market risk premium is the additional return an investor will receive from holding Five Star 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 Five Star. 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 Five Star's performance over market.| α | -0.0073 | β | 1.99 |
Five Star 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 Five Star's Buy-and-hold return. Our buy-and-hold chart shows how Five Star performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Five Star Market Price Analysis
Market price analysis indicators help investors to evaluate how Five Star stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Five Star shares will generate the highest return on investment. By understating and applying Five Star stock market price indicators, traders can identify Five Star position entry and exit signals to maximize returns.
Five Star Return and Market Media
The median price of Five Star for the period between Wed, Aug 14, 2024 and Tue, Nov 12, 2024 is 29.18 with a coefficient of variation of 4.88. The daily time series for the period is distributed with a sample standard deviation of 1.43, arithmetic mean of 29.29, and mean deviation of 1.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2310 shares by Perry-smith Robert Truxtun of Five Star at 29.51 subject to Rule 16b-3 | 08/29/2024 |
2 | Disposition of 500 shares by Ramirez-medina Lydia Ann of Five Star at 28.62 subject to Rule 16b-3 | 09/05/2024 |
3 | Five Star Bancorp Sees Large Volume Increase - MarketBeat | 09/20/2024 |
4 | Disposition of 1000 shares by James Beckwith of Five Star at 28.48 subject to Rule 16b-3 | 09/26/2024 |
5 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 09/30/2024 |
6 | Five Star Bancorp Sees Significant Decline in Short Interest | 10/17/2024 |
7 | Five Star Bancorp Has Affirmed Its Dividend Of 0.20 | 10/24/2024 |
8 | Five Star Bancorp earnings missed by 0.01, revenue fell short of estimates | 10/29/2024 |
9 | Five Star Bancorp Third Quarter 2024 Earnings Misses Expectations | 10/30/2024 |
10 | Five Star Bancorp Issues Earnings Results | 10/31/2024 |
About Five Star 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 Five or other stocks. Alpha measures the amount that position in Five Star 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 | 0.12 | 0.0328 | 0.0288 | 0.0274 | Price To Sales Ratio | 5.36 | 4.28 | 59.84 | 56.84 |
Five Star Upcoming Company Events
As portrayed in its financial statements, the presentation of Five Star's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Five Star's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Five Star's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Five Star. Please utilize our Beneish M Score to check the likelihood of Five Star's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Five Star Backtesting, Five Star Valuation, Five Star Correlation, Five Star Hype Analysis, Five Star Volatility, Five Star History and analyze Five Star Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Five Star 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.