Bancolombia Sa Adr Stock Alpha and Beta Analysis
| CIB Stock | USD 32.91 0.33 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bancolombia SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bancolombia over a specified time horizon. Remember, high Bancolombia'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 Bancolombia's market risk premium analysis include:
Beta 0.44 | Alpha (0.02) | Risk 1.57 | Sharpe Ratio 0.0345 | Expected Return 0.0542 |
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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.
Bancolombia |
Bancolombia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bancolombia market risk premium is the additional return an investor will receive from holding Bancolombia 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 Bancolombia. 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 Bancolombia's performance over market.| α | -0.02 | β | 0.44 |
Bancolombia 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 Bancolombia's Buy-and-hold return. Our buy-and-hold chart shows how Bancolombia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bancolombia Market Price Analysis
Market price analysis indicators help investors to evaluate how Bancolombia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bancolombia shares will generate the highest return on investment. By understating and applying Bancolombia stock market price indicators, traders can identify Bancolombia position entry and exit signals to maximize returns.
Bancolombia Return and Market Media
The median price of Bancolombia for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 31.88 with a coefficient of variation of 2.26. The daily time series for the period is distributed with a sample standard deviation of 0.72, arithmetic mean of 31.87, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Latin America Embedded Finance Business Report 2024 Market to Grow a CAGR of 28.6 percent to 2029 with Revenues Projected to Reach 34.5 Billion by 2029 from 9.8... | 09/12/2024 |
2 | Bancolombia S.A. declares 0.8456 dividend | 09/18/2024 |
3 | Colombia stocks higher at close of trade COLCAP up 0.05 | 10/04/2024 |
| Bancolombia dividend paid on 11th of October 2024 | 10/11/2024 |
4 | CIB Marine Bancshares, Inc. Announces Final Redemption of Preferred Stock | 10/17/2024 |
5 | Bancolombia S.A. Announces the Redemption of the 3.000 percent Senior Notes due 2025 and of the 4.625 percent Subordinated Notes due 2029, Both Issued by Bancol... | 10/24/2024 |
6 | Colombia stocks higher at close of trade COLCAP up 0.15 | 10/31/2024 |
7 | Bancolombia S.A. Q3 2024 Earnings Preview | 11/06/2024 |
8 | AlphaPoint Supports Grupo Bancolombias Wenia in Launching a Crypto Card | 11/22/2024 |
About Bancolombia 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 Bancolombia or other stocks. Alpha measures the amount that position in Bancolombia SA ADR 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 | 0.003782 | 0.0174 | 0.0283 | 0.0347 | Price To Sales Ratio | 7.12 | 5.5 | 5.57 | 5.85 |
Bancolombia Upcoming Company Events
As portrayed in its financial statements, the presentation of Bancolombia's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bancolombia's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bancolombia's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bancolombia. Please utilize our Beneish M Score to check the likelihood of Bancolombia's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Bancolombia
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 Bancolombia Backtesting, Bancolombia Valuation, Bancolombia Correlation, Bancolombia Hype Analysis, Bancolombia Volatility, Bancolombia History and analyze Bancolombia Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Bancolombia 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.