Commerce Bancshares Stock Alpha and Beta Analysis
| CBSH Stock | USD 66.09 0.52 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Commerce Bancshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Commerce Bancshares over a specified time horizon. Remember, high Commerce Bancshares' 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 Commerce Bancshares' market risk premium analysis include:
Beta 0.013 | Alpha 0.18 | Risk 1.88 | Sharpe Ratio 0.11 | Expected Return 0.2 |
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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.
Commerce |
Commerce Bancshares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Commerce Bancshares market risk premium is the additional return an investor will receive from holding Commerce Bancshares 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 Commerce Bancshares. 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 Commerce Bancshares' performance over market.| α | 0.18 | β | 0.01 |
Commerce Bancshares 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 Commerce Bancshares' Buy-and-hold return. Our buy-and-hold chart shows how Commerce Bancshares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Commerce Bancshares Market Price Analysis
Market price analysis indicators help investors to evaluate how Commerce Bancshares stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Commerce Bancshares shares will generate the highest return on investment. By understating and applying Commerce Bancshares stock market price indicators, traders can identify Commerce Bancshares position entry and exit signals to maximize returns.
Commerce Bancshares Return and Market Media
The median price of Commerce Bancshares for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 65.76 with a coefficient of variation of 5.43. The daily time series for the period is distributed with a sample standard deviation of 3.53, arithmetic mean of 65.03, and mean deviation of 3.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1000 shares by Kellerhals Patricia R of Commerce Bancshares at 69.204 subject to Rule 16b-3 | 11/07/2024 |
2 | Disposition of 2870 shares by David Roller of Commerce Bancshares at 40.1749 subject to Rule 16b-3 | 11/18/2024 |
3 | Disposition of 700 shares by Kellerhals Patricia R of Commerce Bancshares at 76.235 subject to Rule 16b-3 | 11/25/2024 |
4 | Disposition of 298 shares by Brooks Derrick of Commerce Bancshares at 56.1166 subject to Rule 16b-3 | 12/03/2024 |
5 | Disposition of tradable shares by John Kemper of Commerce Bancshares subject to Rule 16b-3 | 12/04/2024 |
6 | Disposition of 500 shares by Kellerhals Patricia R of Commerce Bancshares at 68.55 subject to Rule 16b-3 | 12/09/2024 |
7 | State Street Corp Decreases Stake in Commerce Bancshares, Inc. - MarketBeat | 12/10/2024 |
8 | Disposition of 1000 shares by Kellerhals Patricia R of Commerce Bancshares at 67.69 subject to Rule 16b-3 | 12/16/2024 |
| Commerce Bancshares dividend paid on 17th of December 2024 | 12/17/2024 |
9 | With 71 percent ownership, Commerce Bancshares, Inc. boasts of strong institutional backing | 12/18/2024 |
10 | Barclays PLC Acquires 17,400 Shares of Commerce Bancshares, Inc. - MarketBeat | 12/20/2024 |
11 | Acquisition by Kemper Jonathan M of 200 shares of Commerce Bancshares at 62.5 subject to Rule 16b-3 | 12/27/2024 |
12 | Acquisition by Bassham Terry D of 1205 shares of Commerce Bancshares at 62.31 subject to Rule 16b-3 | 12/31/2024 |
13 | 5 small-cap stocks that are unique to sustainable investing funds | 01/07/2025 |
14 | Disposition of 323 shares by David Kemper of Commerce Bancshares subject to Rule 16b-3 | 01/13/2025 |
15 | Commerce Q4 Earnings on the Horizon Analysts Insights on Key Performance Measures | 01/16/2025 |
16 | Commerce Bancshares Q4 2024 Earnings Preview | 01/21/2025 |
17 | Disposition of 9336 shares by Kevin Barth of Commerce Bancshares at 41.8947 subject to Rule 16b-3 | 01/24/2025 |
18 | Disposition of 1222 shares by Kevin Barth of Commerce Bancshares at 66.6123 subject to Rule 16b-3 | 01/27/2025 |
19 | Acquisition by Kevin Barth of 7946 shares of Commerce Bancshares subject to Rule 16b-3 | 01/28/2025 |
About Commerce Bancshares 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 Commerce or other stocks. Alpha measures the amount that position in Commerce 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.
| 2022 | 2023 | 2025 (projected) | Dividend Yield | 0.0157 | 0.0204 | 0.0241 | Price To Sales Ratio | 5.38 | 4.78 | 2.76 |
Commerce Bancshares Upcoming Company Events
As portrayed in its financial statements, the presentation of Commerce Bancshares' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Commerce Bancshares' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Commerce Bancshares' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Commerce Bancshares. Please utilize our Beneish M Score to check the likelihood of Commerce Bancshares' management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 17th 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 |
Build Portfolio with Commerce Bancshares
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Check out Commerce Bancshares Backtesting, Commerce Bancshares Valuation, Commerce Bancshares Correlation, Commerce Bancshares Hype Analysis, Commerce Bancshares Volatility, Commerce Bancshares History and analyze Commerce Bancshares Performance. For more detail on how to invest in Commerce Stock please use our How to Invest in Commerce Bancshares guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Commerce Bancshares 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.