Citizens Financial Group, Stock Alpha and Beta Analysis
| CFG Stock | USD 48.46 0.81 1.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citizens Financial Group,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citizens Financial over a specified time horizon. Remember, high Citizens 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 Citizens Financial's market risk premium analysis include:
Beta 2.21 | Alpha (0.02) | Risk 2.41 | Sharpe Ratio 0.1 | Expected Return 0.24 |
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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.
Citizens |
Citizens Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citizens Financial market risk premium is the additional return an investor will receive from holding Citizens 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 Citizens 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 Citizens Financial's performance over market.| α | -0.02 | β | 2.21 |
Citizens 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 Citizens Financial's Buy-and-hold return. Our buy-and-hold chart shows how Citizens Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citizens Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Citizens 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 Citizens Financial shares will generate the highest return on investment. By understating and applying Citizens Financial stock market price indicators, traders can identify Citizens Financial position entry and exit signals to maximize returns.
Citizens Financial Return and Market Media
The median price of Citizens Financial for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 41.71 with a coefficient of variation of 5.65. The daily time series for the period is distributed with a sample standard deviation of 2.39, arithmetic mean of 42.23, and mean deviation of 1.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Marita Zuraitis of 353 shares of Citizens Financial subject to Rule 16b-3 | 09/13/2024 |
2 | First Citizens BancShares, Inc. Q3 2024 Earnings Call Transcript | 10/25/2024 |
3 | Acquisition by Christopher Schnirel of 7590 shares of Citizens Financial subject to Rule 16b-3 | 11/01/2024 |
4 | Citizens Community Bancorp is on the Move, Heres Why the Trend Could be Sustainable | 11/07/2024 |
| Citizens Financial dividend paid on 13th of November 2024 | 11/13/2024 |
6 | Cisco Systems Upgraded at StockNews.com | 11/15/2024 |
7 | Citizens Property Insurance rejects suburban office options | 11/18/2024 |
8 | Floridas largest insurer not paying out majority of claimsRatings agency | 11/20/2024 |
9 | RW Investment Management LLC Has 762,000 Position in Bank of America Co. | 11/21/2024 |
10 | Citizens Financial Group Inc. RI Boosts Stock Holdings in The Progressive Co. | 11/22/2024 |
About Citizens 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 Citizens or other stocks. Alpha measures the amount that position in Citizens Financial Group, 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 | 0.0389 | 0.0476 | 0.0589 | 0.0316 | Price To Sales Ratio | 3.03 | 2.34 | 652.76 | 685.39 |
Citizens Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Citizens Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Citizens Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Citizens Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Citizens Financial. Please utilize our Beneish M Score to check the likelihood of Citizens Financial's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 15th 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 Citizens Financial Backtesting, Citizens Financial Valuation, Citizens Financial Correlation, Citizens Financial Hype Analysis, Citizens Financial Volatility, Citizens Financial History and analyze Citizens Financial Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Citizens 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.