Penns Woods Bancorp Stock Alpha and Beta Analysis
| PWOD Stock | USD 29.34 0.26 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Penns Woods Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Penns Woods over a specified time horizon. Remember, high Penns Woods' 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 Penns Woods' market risk premium analysis include:
Beta 0.62 | Alpha 0.43 | Risk 2.21 | Sharpe Ratio 0.22 | Expected Return 0.49 |
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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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Penns Woods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Penns Woods market risk premium is the additional return an investor will receive from holding Penns Woods 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 Penns Woods. 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 Penns Woods' performance over market.| α | 0.43 | β | 0.62 |
Penns Woods 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 Penns Woods' Buy-and-hold return. Our buy-and-hold chart shows how Penns Woods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Penns Woods Market Price Analysis
Market price analysis indicators help investors to evaluate how Penns Woods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Penns Woods shares will generate the highest return on investment. By understating and applying Penns Woods stock market price indicators, traders can identify Penns Woods position entry and exit signals to maximize returns.
Penns Woods Return and Market Media
The median price of Penns Woods for the period between Thu, Aug 15, 2024 and Wed, Nov 13, 2024 is 23.85 with a coefficient of variation of 9.14. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 23.89, and mean deviation of 1.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Penns Woods Bancorp declares 0.32 dividend | 08/27/2024 |
2 | Penns Woods Bancorp Is Paying Out A Dividend Of 0.32 | 08/30/2024 |
3 | Acquisition by Casale Michael J Jr of 164 shares of Penns Woods at 23.82 subject to Rule 16b-3 | 09/13/2024 |
4 | Discretionary transaction by Nackley John G Sr of tradable shares of Penns Woods subject to Rule 16b-3 | 09/16/2024 |
| Penns Woods dividend paid on 24th of September 2024 | 09/24/2024 |
5 | Acquisition by Jack Jones of 2300 shares of Penns Woods at 20.85 subject to Rule 16b-3 | 10/01/2024 |
6 | Penns Woods Bancorp, Inc. Reports Third Quarter 2024 Earnings | 10/24/2024 |
7 | Acquisition by Nackley John G Sr of 293 shares of Penns Woods at 23.82 subject to Rule 16b-3 | 10/28/2024 |
About Penns Woods 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 Penns or other stocks. Alpha measures the amount that position in Penns Woods 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 | 0.0541 | 0.0481 | 0.0572 | 0.0329 | Price To Sales Ratio | 2.72 | 2.83 | 1.6 | 1.52 |
Penns Woods Upcoming Company Events
As portrayed in its financial statements, the presentation of Penns Woods' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Penns Woods' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Penns Woods' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Penns Woods. Please utilize our Beneish M Score to check the likelihood of Penns Woods' management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Penns Woods Backtesting, Penns Woods Valuation, Penns Woods Correlation, Penns Woods Hype Analysis, Penns Woods Volatility, Penns Woods History and analyze Penns Woods Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Penns Woods 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.