First Interstate Bancsystem Stock Alpha and Beta Analysis
| FIBK Stock | USD 34.39 0.56 1.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First Interstate BancSystem. It also helps investors analyze the systematic and unsystematic risks associated with investing in First Interstate over a specified time horizon. Remember, high First Interstate'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 Interstate's market risk premium analysis include:
Beta 2.39 | Alpha 0.0352 | Risk 2.45 | Sharpe Ratio 0.093 | Expected Return 0.23 |
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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 Interstate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First Interstate market risk premium is the additional return an investor will receive from holding First Interstate 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 Interstate. 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 Interstate's performance over market.| α | 0.04 | β | 2.39 |
First Interstate 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 Interstate's Buy-and-hold return. Our buy-and-hold chart shows how First Interstate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First Interstate Market Price Analysis
Market price analysis indicators help investors to evaluate how First Interstate 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 Interstate shares will generate the highest return on investment. By understating and applying First Interstate stock market price indicators, traders can identify First Interstate position entry and exit signals to maximize returns.
First Interstate Return and Market Media
The median price of First Interstate for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 30.33 with a coefficient of variation of 5.1. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 30.72, and mean deviation of 1.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Marcy Mutch of 10359 shares of First Interstate subject to Rule 16b-3 | 08/30/2024 |
2 | First Interstate BancSystem, Inc. Sees Large Decrease in Short Interest | 10/17/2024 |
3 | Exploring Analyst Estimates for First Interstate BancSystem Q3 Earnings, Beyond Revenue and EPS | 10/23/2024 |
4 | First Interstate BancSystem Q3 Earnings How Key Metrics Compare to Wall Street Estimates | 10/24/2024 |
5 | Disposition of 550 shares by Heyneman John M Jr of First Interstate at 30.59 subject to Rule 16b-3 | 10/25/2024 |
6 | Insider Trading | 11/01/2024 |
7 | Disposition of 15150 shares by Scott Julie A of First Interstate at 32.77 subject to Rule 16b-3 | 11/07/2024 |
8 | Disposition of 20220 shares by Scott Julie A of First Interstate at 32.78 subject to Rule 16b-3 | 11/08/2024 |
9 | Disposition of 22050 shares by Scott Julie A of First Interstate at 33.8 subject to Rule 16b-3 | 11/12/2024 |
10 | FMR LLC Reduces Stake in First Interstate BancSystem Inc | 11/13/2024 |
| First Interstate dividend paid on 14th of November 2024 | 11/14/2024 |
11 | First Interstate BancSystem Stock Rating Lowered by StockNews.com - MarketBeat | 11/20/2024 |
About First Interstate 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 Interstate Ban 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 | 0.0405 | 0.0456 | 0.0611 | 0.0642 | Price To Sales Ratio | 3.93 | 3.61 | 3.11 | 2.26 |
First Interstate Upcoming Company Events
As portrayed in its financial statements, the presentation of First Interstate's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, First Interstate's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of First Interstate's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of First Interstate. Please utilize our Beneish M Score to check the likelihood of First Interstate's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 4th of February 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 First Interstate
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Align your risk with return expectations
Check out First Interstate Backtesting, First Interstate Valuation, First Interstate Correlation, First Interstate Hype Analysis, First Interstate Volatility, First Interstate History and analyze First Interstate Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
First Interstate 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.