Midwestone Financial Group Stock Alpha and Beta Analysis
| MOFG Stock | USD 33.26 0.44 1.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MidWestOne Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in MidWestOne Financial over a specified time horizon. Remember, high MidWestOne Financial'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 MidWestOne Financial's market risk premium analysis include:
Beta 1.85 | Alpha (0.01) | Risk 2.28 | Sharpe Ratio 0.12 | Expected Return 0.28 |
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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.
MidWestOne |
MidWestOne Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MidWestOne Financial market risk premium is the additional return an investor will receive from holding MidWestOne Financial 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 MidWestOne Financial. 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 MidWestOne Financial's performance over market.| α | -0.01 | β | 1.85 |
MidWestOne Financial 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 MidWestOne Financial's Buy-and-hold return. Our buy-and-hold chart shows how MidWestOne Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MidWestOne Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how MidWestOne Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MidWestOne Financial shares will generate the highest return on investment. By understating and applying MidWestOne Financial stock market price indicators, traders can identify MidWestOne Financial position entry and exit signals to maximize returns.
MidWestOne Financial Return and Market Media
The median price of MidWestOne Financial for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 28.94 with a coefficient of variation of 6.33. The daily time series for the period is distributed with a sample standard deviation of 1.86, arithmetic mean of 29.4, and mean deviation of 1.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| MidWestOne Financial dividend paid on 17th of September 2024 | 09/17/2024 |
1 | Are Investors Undervaluing MidWestOne Financial Group Right Now | 10/09/2024 |
2 | MidWestOne Financial Group Inc Reports Q3 2024 Adjusted EPS of 0.58 and Revenue of 92. ... | 10/24/2024 |
3 | MidWestOne earnings beat by 0.02, revenue fell short of estimates | 10/25/2024 |
4 | Earnings call MidWestOne navigates repositioning, eyes margin growth | 10/28/2024 |
5 | MidWestOne Financial Groups Dividend Will Be 0.2425 | 10/29/2024 |
6 | Acquisition by Kaeding Nathaniel J of 517 shares of MidWestOne Financial at 19.35 subject to Rule 16b-3 | 11/11/2024 |
7 | Acquisition by Kaeding Nathaniel J of 1328 shares of MidWestOne Financial subject to Rule 16b-3 | 11/13/2024 |
About MidWestOne Financial 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 MidWestOne or other stocks. Alpha measures the amount that position in MidWestOne Financial 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 | 0.0278 | 0.0299 | 0.0341 | Price To Sales Ratio | 2.59 | 2.32 | 3.0 |
MidWestOne Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of MidWestOne Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MidWestOne Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MidWestOne Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MidWestOne Financial. Please utilize our Beneish M Score to check the likelihood of MidWestOne Financial's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 6th of August 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 |
Build Portfolio with MidWestOne Financial
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 MidWestOne Financial Backtesting, MidWestOne Financial Valuation, MidWestOne Financial Correlation, MidWestOne Financial Hype Analysis, MidWestOne Financial Volatility, MidWestOne Financial History and analyze MidWestOne Financial Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
MidWestOne Financial 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.