Acnb Corporation Stock Alpha and Beta Analysis
| ACNB Stock | USD 48.37 0.41 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ACNB Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in ACNB over a specified time horizon. Remember, high ACNB'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 ACNB's market risk premium analysis include:
Beta 2.61 | Alpha 0.0178 | Risk 2.96 | Sharpe Ratio 0.11 | Expected Return 0.31 |
Enterprise Value |
|
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.
ACNB |
ACNB Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ACNB market risk premium is the additional return an investor will receive from holding ACNB 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 ACNB. 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 ACNB's performance over market.| α | 0.02 | β | 2.61 |
ACNB 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 ACNB's Buy-and-hold return. Our buy-and-hold chart shows how ACNB performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ACNB Market Price Analysis
Market price analysis indicators help investors to evaluate how ACNB stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ACNB shares will generate the highest return on investment. By understating and applying ACNB stock market price indicators, traders can identify ACNB position entry and exit signals to maximize returns.
ACNB Return and Market Media
The median price of ACNB for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 42.35 with a coefficient of variation of 5.94. The daily time series for the period is distributed with a sample standard deviation of 2.57, arithmetic mean of 43.19, and mean deviation of 1.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2897 shares by Brett Fulk of ACNB at .0634 subject to Rule 16b-3 | 08/30/2024 |
| ACNB dividend paid on 13th of September 2024 | 09/13/2024 |
2 | Acnb corp CEO James Helt buys 2,500 in company stock | 09/18/2024 |
3 | Acquisition by James Helt of tradable shares of ACNB at 35.28 subject to Rule 16b-3 | 09/19/2024 |
4 | ACNB Corp Trading 3.9 percent Higher on Sep 27 | 09/27/2024 |
5 | ACNB Co. Plans Quarterly Dividend of 0.32 | 10/17/2024 |
6 | Acquisition by Chaney Kimberly S of 109 shares of ACNB at 33.1 subject to Rule 16b-3 | 10/22/2024 |
7 | ACNB Corp Q3 2024 Earnings EPS Misses at 0.84, Revenue Slightly Beats at 27.8 Million | 10/24/2024 |
8 | ACNB Third Quarter 2024 Earnings EPS Misses Expectations | 10/25/2024 |
9 | Acquisition by Newell Donna M of 143 shares of ACNB at 33.1 subject to Rule 16b-3 | 10/29/2024 |
10 | Vanguard Group Incs Strategic Acquisition of ACNB Corp Shares | 11/05/2024 |
11 | Acquisition by Newell Donna M of 1 shares of ACNB at 35.28 subject to Rule 16b-3 | 11/18/2024 |
12 | ACNB Earns Buy Rating from Analysts at Janney Montgomery Scott | 11/19/2024 |
About ACNB 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 ACNB or other stocks. Alpha measures the amount that position in ACNB 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 | 0.0329 | 0.0266 | 0.0254 | 0.0461 | Price To Sales Ratio | 2.9 | 815.4 | 3.59 | 3.41 |
ACNB Upcoming Company Events
As portrayed in its financial statements, the presentation of ACNB's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ACNB's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ACNB's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ACNB. Please utilize our Beneish M Score to check the likelihood of ACNB's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd 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 ACNB
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 ACNB Backtesting, ACNB Valuation, ACNB Correlation, ACNB Hype Analysis, ACNB Volatility, ACNB History and analyze ACNB Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
ACNB 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.