Texas Capital Bancshares Stock Alpha and Beta Analysis
| TCBI Stock | USD 89.68 1.95 2.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Texas Capital Bancshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Texas Capital over a specified time horizon. Remember, high Texas Capital'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 Texas Capital's market risk premium analysis include:
Beta 1.9 | Alpha 0.26 | Risk 2.07 | Sharpe Ratio 0.22 | Expected Return 0.47 |
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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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Texas Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Texas Capital market risk premium is the additional return an investor will receive from holding Texas Capital 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 Texas Capital. 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 Texas Capital's performance over market.| α | 0.26 | β | 1.90 |
Texas Capital 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 Texas Capital's Buy-and-hold return. Our buy-and-hold chart shows how Texas Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Texas Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Texas Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Texas Capital shares will generate the highest return on investment. By understating and applying Texas Capital stock market price indicators, traders can identify Texas Capital position entry and exit signals to maximize returns.
Texas Capital Return and Market Media
The median price of Texas Capital for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 73.9 with a coefficient of variation of 9.31. The daily time series for the period is distributed with a sample standard deviation of 6.99, arithmetic mean of 75.03, and mean deviation of 5.82. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Texas Capital reclaims deposit title among Dallas-based banks | 09/20/2024 |
2 | Thurston Springer Miller Herd Titak Inc. Increases Position in iShares SP 500 Growth ETF | 10/15/2024 |
3 | Texas Capital Q3 Earnings Revenues Beat on Record Fee Income Growth | 10/18/2024 |
4 | Acquisition by Stallings Robert W of 20000 shares of Texas Capital at 21.28 subject to Rule 16b-3 | 10/22/2024 |
5 | Are You a Value Investor This 1 Stock Could Be the Perfect Pick | 10/25/2024 |
6 | Why Texas Capital is a Top Momentum Stock for the Long-Term | 10/28/2024 |
7 | What is DA Davidsons Estimate for TCBI Q4 Earnings | 10/29/2024 |
8 | Disposition of 5169 shares by Anna Alvarado of Texas Capital subject to Rule 16b-3 | 11/05/2024 |
9 | BOK Financial Corporation Hit a 52 Week High, Can the Run Continue | 11/07/2024 |
10 | Rep. Josh Gottheimer Sells Off Shares of Stifel Financial Corp. | 11/08/2024 |
11 | Texas Capital Bancshares, Inc. Short Interest Update | 11/12/2024 |
12 | Why Texas Capital is a Top Value Stock for the Long-Term | 11/13/2024 |
13 | Heres Why Texas Capital is a Strong Momentum Stock | 11/21/2024 |
About Texas Capital 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 Texas or other stocks. Alpha measures the amount that position in Texas Capital Bancshares 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 | 0.006143 | 0.005669 | 0.004995 | 0.00302 | Price To Sales Ratio | 3.47 | 3.12 | 3.21 | 6.41 |
Texas Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Texas Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Texas Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Texas Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Texas Capital. Please utilize our Beneish M Score to check the likelihood of Texas Capital's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 16th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Texas Capital Backtesting, Texas Capital Valuation, Texas Capital Correlation, Texas Capital Hype Analysis, Texas Capital Volatility, Texas Capital History and analyze Texas Capital Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Texas Capital 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.