Community Trust Bancorp Stock Alpha and Beta Analysis
| CTBI Stock | USD 53.51 0.21 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Community Trust Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Community Trust over a specified time horizon. Remember, high Community Trust'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 Trust's market risk premium analysis include:
Beta 0.37 | Alpha 0.0477 | Risk 2.68 | Sharpe Ratio 0.0391 | Expected Return 0.1 |
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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.
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Community Trust Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Community Trust market risk premium is the additional return an investor will receive from holding Community Trust 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 Trust. 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 Trust's performance over market.| α | 0.05 | β | 0.37 |
Community Trust 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 Trust's Buy-and-hold return. Our buy-and-hold chart shows how Community Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Community Trust Market Price Analysis
Market price analysis indicators help investors to evaluate how Community Trust 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 Trust shares will generate the highest return on investment. By understating and applying Community Trust stock market price indicators, traders can identify Community Trust position entry and exit signals to maximize returns.
Community Trust Return and Market Media
The median price of Community Trust for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 54.28 with a coefficient of variation of 5.47. The daily time series for the period is distributed with a sample standard deviation of 3.02, arithmetic mean of 55.26, and mean deviation of 2.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Andy Waters of 200 shares of Community Trust at 48.83 subject to Rule 16b-3 | 11/25/2024 |
2 | Best Income Stocks to Buy for December 2nd | 12/02/2024 |
3 | 15,825 Shares in Community Trust Bancorp, Inc. Acquired by Kovitz Investment Group Partners LLC | 12/12/2024 |
4 | Disposition of tradable shares by Stumbo Kevin J of Community Trust at 58.17 subject to Rule 16b-3 | 12/16/2024 |
5 | WASH - Washington Trust Bancorp Inc Latest Stock News Market Updates - StockTitan | 12/20/2024 |
6 | Acquisition by Andy Waters of tradable shares of Community Trust at 48.85 subject to Rule 16b-3 | 12/27/2024 |
7 | Insider Trading | 12/31/2024 |
| Community Trust dividend paid on 2nd of January 2025 | 01/02/2025 |
8 | Community Trust Bancorp Inc Surpasses Q4 2024 Estimates with EPS of 1.25 and Revenue of 72. ... | 01/15/2025 |
9 | Community Trust Bancorp Could Be a Great Choice | 01/16/2025 |
10 | Community Trust Bancorp Upgraded to Buy Heres Why | 01/17/2025 |
11 | Acquisition by Billie Dollins of 664 shares of Community Trust subject to Rule 16b-3 | 01/28/2025 |
12 | Acquisition by Richard Newsom of 1059 shares of Community Trust subject to Rule 16b-3 | 01/29/2025 |
About Community Trust 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 Trust 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.
| 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.041 | 0.0369 | 0.0275 | Price To Sales Ratio | 3.54 | 3.19 | 2.51 |
Community Trust Upcoming Company Events
As portrayed in its financial statements, the presentation of Community Trust's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Community Trust's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Community Trust's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Community Trust. Please utilize our Beneish M Score to check the likelihood of Community Trust's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 15th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Community Trust Backtesting, Community Trust Valuation, Community Trust Correlation, Community Trust Hype Analysis, Community Trust Volatility, Community Trust History and analyze Community Trust Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Community Trust 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.