Farmers Merchants Bancorp Stock Alpha and Beta Analysis
| FMCB Stock | USD 1,036 4.25 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Farmers Merchants Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Farmers Merchants over a specified time horizon. Remember, high Farmers Merchants' 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 Farmers Merchants' market risk premium analysis include:
Beta 0.006 | Alpha 0.15 | Risk 1.62 | Sharpe Ratio 0.0981 | Expected Return 0.16 |
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.
Farmers |
Farmers Merchants Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Farmers Merchants market risk premium is the additional return an investor will receive from holding Farmers Merchants 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 Farmers Merchants. 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 Farmers Merchants' performance over market.| α | 0.15 | β | 0.01 |
Farmers Merchants 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 Farmers Merchants' Buy-and-hold return. Our buy-and-hold chart shows how Farmers Merchants performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Farmers Merchants Market Price Analysis
Market price analysis indicators help investors to evaluate how Farmers Merchants otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Farmers Merchants shares will generate the highest return on investment. By understating and applying Farmers Merchants otc stock market price indicators, traders can identify Farmers Merchants position entry and exit signals to maximize returns.
Farmers Merchants Return and Market Media
The median price of Farmers Merchants for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 967.51 with a coefficient of variation of 2.62. The daily time series for the period is distributed with a sample standard deviation of 25.51, arithmetic mean of 972.19, and mean deviation of 14.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Farmers Merchants 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 Farmers or other otcs. Alpha measures the amount that position in Farmers Merchants 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Farmers Merchants in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Farmers Merchants' short interest history, or implied volatility extrapolated from Farmers Merchants options trading.
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Additional Information and Resources on Investing in Farmers OTC Stock
When determining whether Farmers Merchants Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Farmers Merchants' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Farmers Merchants Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Farmers Merchants Bancorp Stock:Check out Farmers Merchants Backtesting, Farmers Merchants Valuation, Farmers Merchants Correlation, Farmers Merchants Hype Analysis, Farmers Merchants Volatility, Farmers Merchants History and analyze Farmers Merchants Performance. Note that the Farmers Merchants Bancorp information on this page should be used as a complementary analysis to other Farmers Merchants' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Farmers Merchants technical otc 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, otc market cycles, or different charting patterns.