Southern California Bancorp Stock Alpha and Beta Analysis
| BCAL Stock | USD 17.92 0.13 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Southern California Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Southern California over a specified time horizon. Remember, high Southern California'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 Southern California's market risk premium analysis include:
Beta 1.49 | Alpha 0.0972 | Risk 1.7 | Sharpe Ratio 0.18 | Expected Return 0.31 |
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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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Southern California Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Southern California market risk premium is the additional return an investor will receive from holding Southern California 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 Southern California. 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 Southern California's performance over market.| α | 0.1 | β | 1.49 |
Southern California 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 Southern California's Buy-and-hold return. Our buy-and-hold chart shows how Southern California performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Southern California Market Price Analysis
Market price analysis indicators help investors to evaluate how Southern California stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Southern California shares will generate the highest return on investment. By understating and applying Southern California stock market price indicators, traders can identify Southern California position entry and exit signals to maximize returns.
Southern California Return and Market Media
The median price of Southern California for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 14.67 with a coefficient of variation of 8.43. The daily time series for the period is distributed with a sample standard deviation of 1.28, arithmetic mean of 15.17, and mean deviation of 1.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 163 shares by Steven Shelton of Southern California at 14.78 subject to Rule 16b-3 | 09/20/2024 |
2 | Acquisition by Di Tomaso Frank of 2521 shares of Southern California subject to Rule 16b-3 | 10/01/2024 |
3 | California BanCorp Third Quarter 2024 Earnings EPS Misses Expectations | 10/30/2024 |
4 | Fourthstone LLC Acquires New Stake in Fentura Financial Inc | 11/14/2024 |
About Southern California 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 Southern or other stocks. Alpha measures the amount that position in Southern California 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 | 0.0108 | 0.00864 | Price To Sales Ratio | 2.49 | 4.29 |
Southern California Upcoming Company Events
As portrayed in its financial statements, the presentation of Southern California's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Southern California's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Southern California's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Southern California. Please utilize our Beneish M Score to check the likelihood of Southern California's management manipulating its earnings.
| 25th of January 2024 Upcoming Quarterly Report | View | |
| 18th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Southern California
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 Southern California Backtesting, Southern California Valuation, Southern California Correlation, Southern California Hype Analysis, Southern California Volatility, Southern California History and analyze Southern California Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Southern California 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.