First Guaranty Bancshares Stock Alpha and Beta Analysis
| FGBI Stock | USD 13.40 0.08 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First Guaranty Bancshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in First Guaranty over a specified time horizon. Remember, high First Guaranty'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 First Guaranty's market risk premium analysis include:
Beta 0.47 | Alpha 0.35 | Risk 1.9 | Sharpe Ratio 0.23 | Expected Return 0.44 |
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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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First Guaranty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First Guaranty market risk premium is the additional return an investor will receive from holding First Guaranty 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 First Guaranty. 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 First Guaranty's performance over market.| α | 0.35 | β | 0.47 |
First Guaranty 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 First Guaranty's Buy-and-hold return. Our buy-and-hold chart shows how First Guaranty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First Guaranty Market Price Analysis
Market price analysis indicators help investors to evaluate how First Guaranty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading First Guaranty shares will generate the highest return on investment. By understating and applying First Guaranty stock market price indicators, traders can identify First Guaranty position entry and exit signals to maximize returns.
First Guaranty Return and Market Media
The median price of First Guaranty for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 10.57 with a coefficient of variation of 7.25. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 10.76, and mean deviation of 0.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | First Guaranty Bancshares, Inc. Announces Quarterly Dividend of 0.08 | 09/18/2024 |
2 | First Guaranty Bancshares Inc Trading Down 3.38 percent on Sep 25 | 09/25/2024 |
| First Guaranty dividend paid on 30th of September 2024 | 09/30/2024 |
4 | Analysts Estimate First Guaranty Bancshares to Report a Decline in Earnings What to Look Out for | 10/22/2024 |
5 | First Guaranty Bancshares, Inc. Announces Third Quarter 2024 Financial Results | 10/31/2024 |
6 | First Guaranty Bancshares GAAP EPS of 0.11 | 11/01/2024 |
7 | First Guaranty Bancshares, Inc. Declares 0.42 Quarterly Dividend | 11/13/2024 |
8 | FGBI stock hits 52-week high at 13.38 amid robust growth - Investing.com | 11/22/2024 |
About First Guaranty 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 First or other stocks. Alpha measures the amount that position in First Guaranty Bancshares 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 | 0.0356 | 0.0366 | 0.0781 | 0.0528 | Price To Sales Ratio | 2.18 | 143.61 | 1.36 | 1.29 |
First Guaranty Upcoming Company Events
As portrayed in its financial statements, the presentation of First Guaranty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, First Guaranty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of First Guaranty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of First Guaranty. Please utilize our Beneish M Score to check the likelihood of First Guaranty's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Align your risk with return expectations
Check out First Guaranty Backtesting, First Guaranty Valuation, First Guaranty Correlation, First Guaranty Hype Analysis, First Guaranty Volatility, First Guaranty History and analyze First Guaranty Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
First Guaranty 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.