Connectone Bancorp Stock Alpha and Beta Analysis
| CNOB Stock | USD 27.83 0.58 2.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ConnectOne Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in ConnectOne Bancorp over a specified time horizon. Remember, high ConnectOne 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 ConnectOne Bancorp's market risk premium analysis include:
Beta 0.11 | Alpha 0.22 | Risk 2.73 | Sharpe Ratio 0.0895 | Expected Return 0.24 |
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.
ConnectOne |
ConnectOne Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ConnectOne Bancorp market risk premium is the additional return an investor will receive from holding ConnectOne 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 ConnectOne 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 ConnectOne Bancorp's performance over market.| α | 0.22 | β | 0.11 |
ConnectOne 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 ConnectOne Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how ConnectOne Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ConnectOne Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how ConnectOne 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 ConnectOne Bancorp shares will generate the highest return on investment. By understating and applying ConnectOne Bancorp stock market price indicators, traders can identify ConnectOne Bancorp position entry and exit signals to maximize returns.
ConnectOne Bancorp Return and Market Media
About ConnectOne 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 ConnectOne or other stocks. Alpha measures the amount that position in ConnectOne 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.
ConnectOne Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of ConnectOne Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ConnectOne Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ConnectOne Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ConnectOne Bancorp. Please utilize our Beneish M Score to check the likelihood of ConnectOne Bancorp'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 ConnectOne Bancorp
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 ConnectOne Bancorp Backtesting, ConnectOne Bancorp Valuation, ConnectOne Bancorp Correlation, ConnectOne Bancorp Hype Analysis, ConnectOne Bancorp Volatility, ConnectOne Bancorp History and analyze ConnectOne Bancorp Performance. For information on how to trade ConnectOne Stock refer to our How to Trade ConnectOne Stock guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
ConnectOne Bancorp 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.