Mid Penn Bancorp Stock Alpha and Beta Analysis
| MPB Stock | USD 31.65 0.20 0.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mid Penn Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mid Penn over a specified time horizon. Remember, high Mid Penn'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 Mid Penn's market risk premium analysis include:
Beta 1.27 | Alpha 0.0917 | Risk 1.78 | Sharpe Ratio 0.0628 | Expected Return 0.11 |
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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.
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Mid Penn Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mid Penn market risk premium is the additional return an investor will receive from holding Mid Penn 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 Mid Penn. 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 Mid Penn's performance over market.| α | 0.09 | β | 1.27 |
Mid Penn 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 Mid Penn's Buy-and-hold return. Our buy-and-hold chart shows how Mid Penn performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mid Penn Market Price Analysis
Market price analysis indicators help investors to evaluate how Mid Penn stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mid Penn shares will generate the highest return on investment. By understating and applying Mid Penn stock market price indicators, traders can identify Mid Penn position entry and exit signals to maximize returns.
Mid Penn Return and Market Media
The median price of Mid Penn for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 29.97 with a coefficient of variation of 4.45. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 30.1, and mean deviation of 1.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Abel Robert A of tradable shares of Mid Penn at 29.83 subject to Rule 16b-3 | 09/30/2024 |
2 | Mid Penn Bancorp director acquires 7,994 in stock | 10/02/2024 |
3 | Acquisition by De Soto Matthew G of 2250 shares of Mid Penn at 20.685 subject to Rule 16b-3 | 10/04/2024 |
4 | Mid Penn Bancorp Price Target Raised to 35.00 at Piper Sandler | 10/29/2024 |
5 | Mid Penn Bancorp Enters Merger Agreement with William Penn Bancorporation | 11/04/2024 |
6 | Mid Penn Bancorp COO Jordan D. Space buys 14,750 in stock | 11/05/2024 |
7 | Insider Buying Mid Penn Bancorp, Inc. Director Purchases 8,474 Shares of Stock | 11/06/2024 |
8 | Matthew DeSoto Spends US543k On Mid Penn Bancorp Stock | 11/07/2024 |
9 | Norcross family buys up 25M stake in Mid Penn Bancorp | 11/13/2024 |
About Mid Penn 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 Mid or other stocks. Alpha measures the amount that position in Mid Penn 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0259 | 0.0267 | 0.0328 | 0.04 | Price To Sales Ratio | 2.69 | 2.82 | 2.43 | 2.3 |
Mid Penn Upcoming Company Events
As portrayed in its financial statements, the presentation of Mid Penn's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mid Penn's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mid Penn's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mid Penn. Please utilize our Beneish M Score to check the likelihood of Mid Penn's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 24th 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 Mid Penn
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Align your risk with return expectations
Check out Mid Penn Backtesting, Mid Penn Valuation, Mid Penn Correlation, Mid Penn Hype Analysis, Mid Penn Volatility, Mid Penn History and analyze Mid Penn Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Mid Penn 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.