Citizens Northern Corp Stock Alpha and Beta Analysis
| CZNC Stock | USD 20.41 0.15 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citizens Northern Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citizens Northern over a specified time horizon. Remember, high Citizens Northern'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 Northern's market risk premium analysis include:
Beta 1.55 | Alpha (0.13) | Risk 1.93 | Sharpe Ratio 0.041 | Expected Return 0.0791 |
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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 Northern Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citizens Northern market risk premium is the additional return an investor will receive from holding Citizens Northern 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 Northern. 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 Northern's performance over market.| α | -0.13 | β | 1.55 |
Citizens Northern 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 Northern's Buy-and-hold return. Our buy-and-hold chart shows how Citizens Northern performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citizens Northern Market Price Analysis
Market price analysis indicators help investors to evaluate how Citizens Northern 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 Northern shares will generate the highest return on investment. By understating and applying Citizens Northern stock market price indicators, traders can identify Citizens Northern position entry and exit signals to maximize returns.
Citizens Northern Return and Market Media
The median price of Citizens Northern for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 19.29 with a coefficient of variation of 3.53. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 19.39, and mean deviation of 0.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Shattuck Katherine W of tradable shares of Citizens Northern at 19.15 subject to Rule 16b-3 | 09/06/2024 |
2 | Johnson Johnsons Overweight Rating Reiterated at Cantor Fitzgerald | 09/16/2024 |
3 | Citizens Northern Q3 Earnings and Revenues Lag Estimates | 10/17/2024 |
4 | Dimensional Emerging Markets Core Equity 2 ETF is Signature Resources Capital Management LLCs 9th Largest Position | 10/24/2024 |
| Citizens Northern dividend paid on 8th of November 2024 | 11/08/2024 |
6 | Acquisition by Balagour Alexander of tradable shares of Citizens Northern at 20.98 subject to Rule 16b-3 | 11/13/2024 |
7 | Citizens Northern Corp director Stephen Dorwart sells 79 in stock | 11/15/2024 |
8 | Johnson Johnson Holdings Lifted by Phillips Financial Management LLC | 11/18/2024 |
9 | Patton Albertson Miller Group LLC Sells 90 Shares of Johnson Johnson | 11/26/2024 |
About Citizens Northern 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 Northern Corp 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 | 0.0388 | 0.0449 | 0.0455 | 0.0312 | Price To Sales Ratio | 3.97 | 3.33 | 3.27 | 3.1 |
Citizens Northern Upcoming Company Events
As portrayed in its financial statements, the presentation of Citizens Northern's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Citizens Northern's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Citizens Northern's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Citizens Northern. Please utilize our Beneish M Score to check the likelihood of Citizens Northern's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Citizens Northern Backtesting, Citizens Northern Valuation, Citizens Northern Correlation, Citizens Northern Hype Analysis, Citizens Northern Volatility, Citizens Northern History and analyze Citizens Northern Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Citizens Northern 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.