John Marshall Bancorp Stock Alpha and Beta Analysis
| JMSB Stock | USD 23.62 0.64 2.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as John Marshall Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in John Marshall over a specified time horizon. Remember, high John Marshall'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 John Marshall's market risk premium analysis include:
Beta 2.35 | Alpha 0.1 | Risk 2.96 | Sharpe Ratio 0.11 | Expected Return 0.33 |
Enterprise Value |
|
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.
John |
John Marshall Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. John Marshall market risk premium is the additional return an investor will receive from holding John Marshall 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 John Marshall. 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 John Marshall's performance over market.| α | 0.10 | β | 2.35 |
John Marshall 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 John Marshall's Buy-and-hold return. Our buy-and-hold chart shows how John Marshall performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.John Marshall Market Price Analysis
Market price analysis indicators help investors to evaluate how John Marshall stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading John Marshall shares will generate the highest return on investment. By understating and applying John Marshall stock market price indicators, traders can identify John Marshall position entry and exit signals to maximize returns.
John Marshall Return and Market Media
The median price of John Marshall for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 20.01 with a coefficient of variation of 10.12. The daily time series for the period is distributed with a sample standard deviation of 2.09, arithmetic mean of 20.7, and mean deviation of 1.72. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Kinney Jonathan Craig of 300 shares of John Marshall at 17.2 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 1000 shares by Kinney Jonathan Craig of John Marshall at 11.77 subject to Rule 16b-3 | 09/10/2024 |
3 | John Marshall Bank Hires Robbie Hancock as Vice President, Commercial Real Estate Lender in Alexandria | 09/24/2024 |
4 | Acquisition by Mahan Oscar Leland of 1480 shares of John Marshall subject to Rule 16b-3 | 10/02/2024 |
5 | Short Interest in John Marshall Bancorp, Inc. Declines By 8.2 | 10/18/2024 |
6 | John Marshall Bancorp, Inc. Reports Core Deposit and Loan Growth | 10/23/2024 |
7 | Acquisition by Kinney Jonathan Craig of 800 shares of John Marshall at 23.0 subject to Rule 16b-3 | 10/25/2024 |
8 | John Marshall Bank Recognized as Large Business of the Year in Alexandria Chamber of Commerces 2024 Best in Business Awards | 10/28/2024 |
9 | Disposition of tradable shares by Kinney Jonathan Craig of John Marshall at 24.28 subject to Rule 16b-3 | 11/15/2024 |
10 | Disposition of 370 shares by Mahan Oscar Leland of John Marshall at 24.24 subject to Rule 16b-3 | 11/18/2024 |
11 | Disposition of tradable shares by Mahan Oscar Leland of John Marshall at 24.23 subject to Rule 16b-3 | 11/19/2024 |
12 | Individual investors account for 46 percent of John Marshall Bancorp, Inc.s ownership, while institutions account for 42 | 11/20/2024 |
13 | Dont Ignore The Insider Selling In John Marshall Bancorp | 11/22/2024 |
About John Marshall 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 John or other stocks. Alpha measures the amount that position in John Marshall 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.009787 | 0.006707 | Price To Sales Ratio | 8.19 | 8.6 |
John Marshall Upcoming Company Events
As portrayed in its financial statements, the presentation of John Marshall's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, John Marshall's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of John Marshall's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of John Marshall. Please utilize our Beneish M Score to check the likelihood of John Marshall's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View |
Build Portfolio with John Marshall
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
Align your risk with return expectations
Check out John Marshall Backtesting, John Marshall Valuation, John Marshall Correlation, John Marshall Hype Analysis, John Marshall Volatility, John Marshall History and analyze John Marshall Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
John Marshall 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.