Amalgamated Bank Stock Alpha and Beta Analysis
| AMAL Stock | USD 32.71 0.09 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amalgamated Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amalgamated Bank over a specified time horizon. Remember, high Amalgamated Bank'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 Amalgamated Bank's market risk premium analysis include:
Beta (0.66) | Alpha 0.36 | Risk 1.9 | Sharpe Ratio 0.17 | Expected Return 0.32 |
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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Amalgamated Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amalgamated Bank market risk premium is the additional return an investor will receive from holding Amalgamated Bank 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 Amalgamated Bank. 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 Amalgamated Bank's performance over market.| α | 0.36 | β | -0.66 |
Amalgamated Bank 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 Amalgamated Bank's Buy-and-hold return. Our buy-and-hold chart shows how Amalgamated Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amalgamated Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Amalgamated Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amalgamated Bank shares will generate the highest return on investment. By understating and applying Amalgamated Bank stock market price indicators, traders can identify Amalgamated Bank position entry and exit signals to maximize returns.
Amalgamated Bank Return and Market Media
About Amalgamated Bank 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 Amalgamated or other stocks. Alpha measures the amount that position in Amalgamated Bank 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.
Amalgamated Bank Upcoming Company Events
As portrayed in its financial statements, the presentation of Amalgamated Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amalgamated Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amalgamated Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amalgamated Bank. Please utilize our Beneish M Score to check the likelihood of Amalgamated Bank'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 Amalgamated Bank
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 Amalgamated Bank Backtesting, Amalgamated Bank Valuation, Amalgamated Bank Correlation, Amalgamated Bank Hype Analysis, Amalgamated Bank Volatility, Amalgamated Bank History and analyze Amalgamated Bank Performance. For more information on how to buy Amalgamated Stock please use our How to buy in Amalgamated Stock guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Amalgamated Bank 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.