Customers Bancorp Stock Alpha and Beta Analysis

CUBI Stock  USD 57.31  0.10  0.17%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Customers Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Customers Bancorp over a specified time horizon. Remember, high Customers 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 Customers Bancorp's market risk premium analysis include:
Beta
2.68
Alpha
0.2
Risk
3.82
Sharpe Ratio
0.12
Expected Return
0.45
Please note that although Customers Bancorp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Customers Bancorp did 0.20  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Customers Bancorp stock's relative risk over its benchmark. Customers Bancorp has a beta of 2.68  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Customers Bancorp will likely underperform. .
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.
  
Check out Customers Bancorp Backtesting, Customers Bancorp Valuation, Customers Bancorp Correlation, Customers Bancorp Hype Analysis, Customers Bancorp Volatility, Customers Bancorp History and analyze Customers Bancorp Performance.
For more detail on how to invest in Customers Stock please use our How to Invest in Customers Bancorp guide.

Customers Bancorp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Customers Bancorp market risk premium is the additional return an investor will receive from holding Customers 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 Customers 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 Customers Bancorp's performance over market.
α0.20   β2.68

Customers 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 Customers Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Customers Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Customers Bancorp Market Price Analysis

Market price analysis indicators help investors to evaluate how Customers 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 Customers Bancorp shares will generate the highest return on investment. By understating and applying Customers Bancorp stock market price indicators, traders can identify Customers Bancorp position entry and exit signals to maximize returns.

Customers Bancorp Return and Market Media

The median price of Customers Bancorp for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 53.35 with a coefficient of variation of 7.39. The daily time series for the period is distributed with a sample standard deviation of 3.87, arithmetic mean of 52.31, and mean deviation of 3.49. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Customers 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 Customers or other stocks. Alpha measures the amount that position in Customers 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.

Customers Bancorp Upcoming Company Events

As portrayed in its financial statements, the presentation of Customers Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Customers Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Customers Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Customers Bancorp. Please utilize our Beneish M Score to check the likelihood of Customers Bancorp's management manipulating its earnings.
25th of April 2024
Upcoming Quarterly Report
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25th of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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23rd of January 2025
Next Fiscal Year End
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31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Customers Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Customers Bancorp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Customers Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Customers Bancorp Stock:
Check out Customers Bancorp Backtesting, Customers Bancorp Valuation, Customers Bancorp Correlation, Customers Bancorp Hype Analysis, Customers Bancorp Volatility, Customers Bancorp History and analyze Customers Bancorp Performance.
For more detail on how to invest in Customers Stock please use our How to Invest in Customers Bancorp guide.
You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Customers 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.
A focus of Customers Bancorp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Customers Bancorp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...