Lcnb Corporation Stock Alpha and Beta Analysis
| LCNB Stock | USD 17.54 0.16 0.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LCNB Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in LCNB over a specified time horizon. Remember, high LCNB'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 LCNB's market risk premium analysis include:
Beta 1.4 | Alpha 0.0395 | Risk 1.58 | Sharpe Ratio 0.16 | Expected Return 0.25 |
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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.
LCNB |
LCNB Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LCNB market risk premium is the additional return an investor will receive from holding LCNB 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 LCNB. 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 LCNB's performance over market.| α | 0.04 | β | 1.40 |
LCNB 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 LCNB's Buy-and-hold return. Our buy-and-hold chart shows how LCNB performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LCNB Market Price Analysis
Market price analysis indicators help investors to evaluate how LCNB stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LCNB shares will generate the highest return on investment. By understating and applying LCNB stock market price indicators, traders can identify LCNB position entry and exit signals to maximize returns.
LCNB Return and Market Media
The median price of LCNB for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 15.48 with a coefficient of variation of 5.82. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 15.72, and mean deviation of 0.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Bedinghaus Robert A. of 204 shares of LCNB at 13.87 subject to Rule 16b-3 | 09/10/2024 |
| LCNB dividend paid on 16th of September 2024 | 09/16/2024 |
2 | Acquisition by Eric Meilstrup of 350 shares of LCNB at 15.3876 subject to Rule 16b-3 | 09/19/2024 |
3 | LCNB Corp. Reports Financial Results for the Three and Nine Months Ended September 30, 2024 | 10/21/2024 |
4 | LCNB Releases Quarterly Earnings Results, Beats Expectations By 0.04 EPS | 10/24/2024 |
5 | Acquisition by Johnson Craig Millis of 1000 shares of LCNB at 15.41 subject to Rule 16b-3 | 10/29/2024 |
6 | Lcnb corp director Craig Johnson acquires 15,410 in stock | 11/01/2024 |
7 | LCNB Corp. EVP Lawrence P. Jr. Mulligan Acquires 1,000 Shares of Stock | 11/08/2024 |
8 | Disposition of 1000 shares by Michael Miller of LCNB at 16.96 subject to Rule 16b-3 | 11/13/2024 |
9 | LCNB Corp. Announces 2024 Fourth-Quarter Dividend | 11/18/2024 |
10 | Disposition of tradable shares by Walter Patricia L. of LCNB subject to Rule 16b-3 | 11/19/2024 |
11 | Michael Robert Miller Sells 1,000 Shares of LCNB Corp. Stock | 11/21/2024 |
12 | Disposition of 1083 shares by Michael Miller of LCNB at 17.81 subject to Rule 16b-3 | 11/25/2024 |
13 | Lcnb corp CEO Eric Meilstrup acquires 4,384 in stock | 11/26/2024 |
About LCNB 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 LCNB or other stocks. Alpha measures the amount that position in LCNB 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 | 0.0395 | 0.0447 | 0.0552 | 0.0337 | Price To Sales Ratio | 3.54 | 2.87 | 2.58 | 3.93 |
LCNB Upcoming Company Events
As portrayed in its financial statements, the presentation of LCNB's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LCNB's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LCNB's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LCNB. Please utilize our Beneish M Score to check the likelihood of LCNB's management manipulating its earnings.
| 26th of January 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 LCNB Backtesting, LCNB Valuation, LCNB Correlation, LCNB Hype Analysis, LCNB Volatility, LCNB History and analyze LCNB Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
LCNB 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.