St Bancorp Stock Alpha and Beta Analysis
| STBA Stock | USD 43.84 5.51 14.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ST Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in ST Bancorp over a specified time horizon. Remember, high ST Bancorp'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 ST Bancorp's market risk premium analysis include:
Beta 1.31 | Alpha (0.21) | Risk 1.72 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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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.
STBA |
ST Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ST Bancorp market risk premium is the additional return an investor will receive from holding ST Bancorp 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 ST Bancorp. 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 ST Bancorp's performance over market.| α | -0.21 | β | 1.31 |
ST Bancorp 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 ST Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how ST Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ST Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how ST Bancorp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ST Bancorp shares will generate the highest return on investment. By understating and applying ST Bancorp stock market price indicators, traders can identify ST Bancorp position entry and exit signals to maximize returns.
ST Bancorp Return and Market Media
The median price of ST Bancorp for the period between Thu, Aug 8, 2024 and Wed, Nov 6, 2024 is 40.83 with a coefficient of variation of 4.1. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 40.64, and mean deviation of 1.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| ST Bancorp dividend paid on 22nd of August 2024 | 08/22/2024 |
1 | ST BANK NAMED 2024 PITTSBURGH POST-GAZETTE TOP WORKPLACES WINNER | 09/11/2024 |
2 | Disposition of 2475 shares by Rachel Smydo of ST Bancorp subject to Rule 16b-3 | 09/23/2024 |
3 | ST BANCORP TO HOST THIRD QUARTER EARNINGS CONFERENCE CALL AND WEBCAST | 10/01/2024 |
4 | Ahead of ST Bancorp Q3 Earnings Get Ready With Wall Street Estimates for Key Metrics | 10/14/2024 |
5 | ST Bancorp Inc Q3 2024 Earnings Report Preview What To Expect | 10/16/2024 |
6 | ST Bancorp Inc Q3 2024 Earnings EPS of 0.85 Beats Estimates, Revenue of 96. ... | 10/17/2024 |
7 | ST Bancorp Inc Q3 2024 Earnings Call Highlights Strong Deposit Growth Amidst ... | 10/18/2024 |
About ST Bancorp 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 STBA or other stocks. Alpha measures the amount that position in ST 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 | 0.036 | 0.0352 | 0.0387 | 0.0255 | Price To Sales Ratio | 3.61 | 3.56 | 2.4 | 2.28 |
ST Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of ST Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ST Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ST Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ST Bancorp. Please utilize our Beneish M Score to check the likelihood of ST Bancorp's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with ST Bancorp
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
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Check out ST Bancorp Backtesting, ST Bancorp Valuation, ST Bancorp Correlation, ST Bancorp Hype Analysis, ST Bancorp Volatility, ST Bancorp History and analyze ST Bancorp Performance. For information on how to trade STBA Stock refer to our How to Trade STBA Stock guide.You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
ST Bancorp 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.