Community Bank System Stock Alpha and Beta Analysis
| CBU Stock | USD 70.86 1.95 2.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Community Bank System. It also helps investors analyze the systematic and unsystematic risks associated with investing in Community Bank over a specified time horizon. Remember, high Community 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 Community Bank's market risk premium analysis include:
Beta 2.32 | Alpha 0.0386 | Risk 2.6 | Sharpe Ratio 0.11 | Expected Return 0.27 |
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.
Community |
Community Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Community Bank market risk premium is the additional return an investor will receive from holding Community 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 Community 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 Community Bank's performance over market.| α | 0.04 | β | 2.32 |
Community 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 Community Bank's Buy-and-hold return. Our buy-and-hold chart shows how Community Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Community Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Community 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 Community Bank shares will generate the highest return on investment. By understating and applying Community Bank stock market price indicators, traders can identify Community Bank position entry and exit signals to maximize returns.
Community Bank Return and Market Media
The median price of Community Bank for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 59.72 with a coefficient of variation of 6.97. The daily time series for the period is distributed with a sample standard deviation of 4.23, arithmetic mean of 60.79, and mean deviation of 3.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Liberty Bank Selects Salesforce to Enhance and Personalize Customer Engagement | 09/05/2024 |
2 | Disposition of 1198 shares by Jeffery Knauss of Community Bank subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 177 shares by Gillan-myer Maureen A of Community Bank at 58.07 subject to Rule 16b-3 | 10/01/2024 |
4 | Insider Trading | 10/07/2024 |
| Community Bank dividend paid on 10th of October 2024 | 10/10/2024 |
5 | Community Financial May Find a Bottom Soon, Heres Why You Should Buy the Stock Now | 10/23/2024 |
6 | Community Financial System Inc Shares Gap Down to 56.64 on Oct 25 | 10/25/2024 |
7 | CB Financial Services PT Raised to 27.00 at DA Davidson | 10/29/2024 |
8 | CBC BANCORP ANNOUNCES COMPLETION OF ACQUISITION OF BAY COMMUNITY BANCORP | 11/01/2024 |
9 | Acquisition by Kerrie MacPherson of 320 shares of Community Bank at 62.195 subject to Rule 16b-3 | 11/05/2024 |
10 | Community Financial Upgraded to Buy Heres What You Should Know | 11/06/2024 |
11 | Disposition of 427 shares by Deresa Durkee of Community Bank at 38.02 subject to Rule 16b-3 | 11/07/2024 |
12 | Acquisition by John Parente of 1198 shares of Community Bank at 43.65 subject to Rule 16b-3 | 11/11/2024 |
13 | FHLB Dallas and Community Bank of Mississippi Boost Community Impact through 30K in Grants to Mississippi Nonprofits | 11/13/2024 |
14 | Community Financial System Third Quarter 2024 Earnings Revenues Beat Expectations, EPS Lags | 11/15/2024 |
15 | Blue Dolphin Energy CEO Jonathan Carroll purchases 58,625 in stock | 11/21/2024 |
About Community 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 Community or other stocks. Alpha measures the amount that position in Community Bank System 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 | 0.0226 | 0.0275 | 0.034 | 0.0386 | Price To Sales Ratio | 6.48 | 4.99 | 4.36 | 2.7 |
Community Bank Upcoming Company Events
As portrayed in its financial statements, the presentation of Community Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Community Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Community Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Community Bank. Please utilize our Beneish M Score to check the likelihood of Community Bank's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 29th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th 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 Community 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
Additional Tools for Community Stock Analysis
When running Community Bank's price analysis, check to measure Community Bank'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 Community Bank is operating at the current time. Most of Community Bank's value examination focuses on studying past and present price action to predict the probability of Community Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Community Bank's price. Additionally, you may evaluate how the addition of Community Bank to your portfolios can decrease your overall portfolio volatility.