Citizens Financial Group Preferred Stock Alpha and Beta Analysis
| CFG-PE Preferred Stock | USD 20.65 0.17 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citizens Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citizens Financial over a specified time horizon. Remember, high Citizens Financial'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 Financial's market risk premium analysis include:
Beta 0.3 | Alpha (0.04) | Risk 0.92 | Sharpe Ratio (0.03) | Expected Return (0.02) |
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 Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citizens Financial market risk premium is the additional return an investor will receive from holding Citizens Financial 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 Financial. 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 Financial's performance over market.| α | -0.04 | β | 0.30 |
Citizens Financial 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 Financial's Buy-and-hold return. Our buy-and-hold chart shows how Citizens Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citizens Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Citizens Financial preferred 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 Financial shares will generate the highest return on investment. By understating and applying Citizens Financial preferred stock market price indicators, traders can identify Citizens Financial position entry and exit signals to maximize returns.
Citizens Financial Return and Market Media
The median price of Citizens Financial for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 21.78 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 21.85, and mean deviation of 0.57. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Citizens Financial 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 preferred stocks. Alpha measures the amount that position in Citizens Financial 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Citizens Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Citizens Financial's short interest history, or implied volatility extrapolated from Citizens Financial options trading.
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Other Information on Investing in Citizens Preferred Stock
Citizens Financial financial ratios help investors to determine whether Citizens Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Citizens with respect to the benefits of owning Citizens Financial security.