Berkshire Hills Bancorp Stock Alpha and Beta Analysis
| BHLB Stock | USD 31.32 0.10 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Berkshire Hills Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Berkshire Hills over a specified time horizon. Remember, high Berkshire Hills' 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 Berkshire Hills' market risk premium analysis include:
Beta 2.2 | Alpha 0.0137 | Risk 2.27 | Sharpe Ratio 0.11 | 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.
Berkshire |
Berkshire Hills Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Berkshire Hills market risk premium is the additional return an investor will receive from holding Berkshire Hills 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 Berkshire Hills. 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 Berkshire Hills' performance over market.| α | 0.01 | β | 2.20 |
Berkshire Hills 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 Berkshire Hills' Buy-and-hold return. Our buy-and-hold chart shows how Berkshire Hills performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Berkshire Hills Market Price Analysis
Market price analysis indicators help investors to evaluate how Berkshire Hills stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Berkshire Hills shares will generate the highest return on investment. By understating and applying Berkshire Hills stock market price indicators, traders can identify Berkshire Hills position entry and exit signals to maximize returns.
Berkshire Hills Return and Market Media
The median price of Berkshire Hills for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 27.11 with a coefficient of variation of 6.06. The daily time series for the period is distributed with a sample standard deviation of 1.66, arithmetic mean of 27.49, and mean deviation of 1.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Berkshire Hills Bancorp Stock Price Passes Above 50 Day Moving Average of 25.28 - MarketBeat | 08/30/2024 |
2 | Disposition of 838 shares by Jacqueline Courtwright of Berkshire Hills at 25.05 subject to Rule 16b-3 | 09/13/2024 |
| Berkshire Hills dividend paid on 10th of October 2024 | 10/10/2024 |
3 | Berkshire Hills Reports Higher Third Quarter Net Income of 37.5 million, or 0.88 Per Share | 10/24/2024 |
4 | Earnings call Berkshire Hills Bancorp reports robust Q3 financials | 10/25/2024 |
5 | Berkshire Hills Bancorp declares 0.18 dividend | 11/01/2024 |
6 | Are Finance Stocks Lagging Kinsale Capital Group This Year | 11/12/2024 |
7 | Acquisition by Michael Zaitzeff of 2595 shares of Berkshire Hills subject to Rule 16b-3 | 11/15/2024 |
8 | Beat the Market Like Zacks Shopify, Fiserv, Carnival Corporation in Focus | 11/18/2024 |
About Berkshire Hills 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 Berkshire or other stocks. Alpha measures the amount that position in Berkshire Hills 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 | 2024 (projected) | Dividend Yield | 0.0175 | 0.018 | 0.019 | Price To Sales Ratio | 3.67 | 3.29 | 2.43 |
Berkshire Hills Upcoming Company Events
As portrayed in its financial statements, the presentation of Berkshire Hills' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Berkshire Hills' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Berkshire Hills' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Berkshire Hills. Please utilize our Beneish M Score to check the likelihood of Berkshire Hills' 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 |
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Check out Berkshire Hills Backtesting, Berkshire Hills Valuation, Berkshire Hills Correlation, Berkshire Hills Hype Analysis, Berkshire Hills Volatility, Berkshire Hills History and analyze Berkshire Hills Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Berkshire Hills 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.