Citizens Community Bancorp Stock Alpha and Beta Analysis
| CZWI Stock | USD 16.40 0.30 1.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citizens Community Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citizens Community over a specified time horizon. Remember, high Citizens Community'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 Citizens Community's market risk premium analysis include:
Beta 0.43 | Alpha 0.24 | Risk 1.24 | Sharpe Ratio 0.27 | Expected Return 0.33 |
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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.
Citizens |
Citizens Community Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citizens Community market risk premium is the additional return an investor will receive from holding Citizens Community 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 Citizens Community. 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 Citizens Community's performance over market.| α | 0.24 | β | 0.43 |
Citizens Community 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 Citizens Community's Buy-and-hold return. Our buy-and-hold chart shows how Citizens Community performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citizens Community Market Price Analysis
Market price analysis indicators help investors to evaluate how Citizens Community stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Citizens Community shares will generate the highest return on investment. By understating and applying Citizens Community stock market price indicators, traders can identify Citizens Community position entry and exit signals to maximize returns.
Citizens Community Return and Market Media
The median price of Citizens Community for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 14.06 with a coefficient of variation of 4.49. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 14.09, and mean deviation of 0.42. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Citizens Bank In East Providences Rumford Neighborhood Closing | 10/22/2024 |
2 | Ready to dieProtesters face bullets for political change in Mozambique | 10/31/2024 |
3 | Citizens Community Bancorp is on the Move, Heres Why the Trend Could be Sustainable | 11/07/2024 |
4 | HCI Groups SWOT analysis florida insurers stock shows resilience amid reforms | 11/13/2024 |
5 | F.E.A.R. Reaches Major Milestone with Over 456 Million Recovered, Protecting Canadian Citizens From Financial and Crypto Scams | 11/15/2024 |
6 | Why banks office loan troubles may soon fade | 11/19/2024 |
7 | First Citizens National Bank of Upper Sandusky Stock Price Down 1.8 percent Heres Why | 11/20/2024 |
8 | Erling Haalands staggering wages as Man City prep 100m new deal to keep striker | 11/21/2024 |
9 | Citizens Financial Group Inc. RI Lowers Stock Holdings in iShares Russell Mid-Cap ETF | 11/22/2024 |
10 | Robbers Attacking Senior Citizens In Chinatown Spree Chicago Police | 11/25/2024 |
About Citizens Community 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 Citizens or other stocks. Alpha measures the amount that position in Citizens Community 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 | 0.017 | 0.0217 | 0.0248 | 0.026 | Price To Sales Ratio | 2.12 | 1.88 | 2.08 | 1.97 |
Citizens Community Upcoming Company Events
As portrayed in its financial statements, the presentation of Citizens Community's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Citizens Community's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Citizens Community's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Citizens Community. Please utilize our Beneish M Score to check the likelihood of Citizens Community's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th 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 Citizens Community Backtesting, Citizens Community Valuation, Citizens Community Correlation, Citizens Community Hype Analysis, Citizens Community Volatility, Citizens Community History and analyze Citizens Community Performance. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Citizens Community 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.