Sierra Bancorp Stock Alpha and Beta Analysis
| BSRR Stock | USD 32.38 0.01 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sierra Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sierra Bancorp over a specified time horizon. Remember, high Sierra Bancorp'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 Sierra Bancorp's market risk premium analysis include:
Beta 2.95 | Alpha (0.07) | Risk 3.23 | Sharpe Ratio 0.0668 | Expected Return 0.22 |
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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.
Sierra |
Sierra Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sierra Bancorp market risk premium is the additional return an investor will receive from holding Sierra Bancorp 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 Sierra Bancorp. 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 Sierra Bancorp's performance over market.| α | -0.07 | β | 2.95 |
Sierra Bancorp 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 Sierra Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Sierra Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sierra Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how Sierra Bancorp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sierra Bancorp shares will generate the highest return on investment. By understating and applying Sierra Bancorp stock market price indicators, traders can identify Sierra Bancorp position entry and exit signals to maximize returns.
Sierra Bancorp Return and Market Media
The median price of Sierra Bancorp for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 28.98 with a coefficient of variation of 5.56. The daily time series for the period is distributed with a sample standard deviation of 1.63, arithmetic mean of 29.33, and mean deviation of 1.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Eye On AI The Never-Ending AI Valuation Escalation | 10/31/2024 |
2 | What Now | 11/06/2024 |
| Sierra Bancorp dividend paid on 12th of November 2024 | 11/12/2024 |
4 | Smith scores 21 as UC Riverside beats La Sierra 79-51 | 11/15/2024 |
5 | The World Has a New Most Powerful Supercomputer. Its Going to Build Nukes | 11/18/2024 |
6 | The 2025 GMC Sierra EV Denali Big power at a bigger cost | 11/19/2024 |
7 | Sierra Spaces Commercial Space Station Technology Nears Certification | 11/20/2024 |
8 | 2nd Bomb Cyclone Ready To Explode With Rain, Wind, Sierra Snow | 11/21/2024 |
9 | Brooke Burke embraces small town Arizona life with rodeo, country swinging and desert sunsets | 11/22/2024 |
About Sierra Bancorp 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 Sierra or other stocks. Alpha measures the amount that position in Sierra Bancorp 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 | 0.032 | 0.0438 | 0.0414 | 0.0212 | Price To Sales Ratio | 3.24 | 2.44 | 2.38 | 2.34 |
Sierra Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of Sierra Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sierra Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sierra Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sierra Bancorp. Please utilize our Beneish M Score to check the likelihood of Sierra Bancorp's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 3rd of February 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 Sierra Bancorp
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Additional Tools for Sierra Stock Analysis
When running Sierra Bancorp's price analysis, check to measure Sierra Bancorp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sierra Bancorp is operating at the current time. Most of Sierra Bancorp's value examination focuses on studying past and present price action to predict the probability of Sierra Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sierra Bancorp's price. Additionally, you may evaluate how the addition of Sierra Bancorp to your portfolios can decrease your overall portfolio volatility.