Farmers Merchants Bancorp Stock Alpha and Beta Analysis
| FMAO Stock | USD 33.10 0.10 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Farmers Merchants Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Farmers Merchants over a specified time horizon. Remember, high Farmers Merchants' 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 Farmers Merchants' market risk premium analysis include:
Beta 2.14 | Alpha 0.1 | Risk 2.41 | Sharpe Ratio 0.15 | Expected Return 0.36 |
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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.
Farmers |
Farmers Merchants Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Farmers Merchants market risk premium is the additional return an investor will receive from holding Farmers Merchants 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 Farmers Merchants. 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 Farmers Merchants' performance over market.| α | 0.10 | β | 2.14 |
Farmers Merchants 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 Farmers Merchants' Buy-and-hold return. Our buy-and-hold chart shows how Farmers Merchants performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Farmers Merchants Market Price Analysis
Market price analysis indicators help investors to evaluate how Farmers Merchants stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Farmers Merchants shares will generate the highest return on investment. By understating and applying Farmers Merchants stock market price indicators, traders can identify Farmers Merchants position entry and exit signals to maximize returns.
Farmers Merchants Return and Market Media
The median price of Farmers Merchants for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 27.28 with a coefficient of variation of 8.59. The daily time series for the period is distributed with a sample standard deviation of 2.42, arithmetic mean of 28.19, and mean deviation of 1.96. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Vernon David P of 716 shares of Farmers Merchants subject to Rule 16b-3 | 09/06/2024 |
2 | Farmers Merchants Bancorp Inc Shares Gap Down to 26.83 on Sep 20 | 09/20/2024 |
3 | First Farmers and Merchants Corporation Announces 12.5 percent Increase in Quarterly Cash Dividend to 0.27 Per Share | 09/24/2024 |
4 | Farmers Merchants Bancorp, Inc. Announces Third-Quarter Dividend Increase, Marking 30th Consecutive Year of Growth | 09/25/2024 |
5 | FMs Annual Ohio and Indiana Golf Classics Raise 53,000 for Local Charities | 09/27/2024 |
6 | Acquisition by Planson Steven J of 754 shares of Farmers Merchants subject to Rule 16b-3 | 10/03/2024 |
7 | Farmers and Merchants Bancshares, Inc. Reports Earnings of 3,421,623 or 1.09 per Share for the Nine Months Ended September 30, 2024 | 10/22/2024 |
8 | Farmers Merchants Bancorp, Inc. Reports 2024 Third-Quarter and Year-to-Date Financial Results | 10/30/2024 |
9 | Disposition of 4999 shares by Briggs Andrew J of Farmers Merchants at 22.01 subject to Rule 16b-3 | 11/05/2024 |
10 | Acquisition by Barbara Britenriker of 2100 shares of Farmers Merchants subject to Rule 16b-3 | 11/07/2024 |
11 | Insider Trading | 11/19/2024 |
About Farmers Merchants 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 Farmers or other stocks. Alpha measures the amount that position in Farmers Merchants 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0202 | 0.0289 | 0.0339 | 0.0387 | Price To Sales Ratio | 4.48 | 3.55 | 3.5 | 5.15 |
Farmers Merchants Upcoming Company Events
As portrayed in its financial statements, the presentation of Farmers Merchants' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Farmers Merchants' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Farmers Merchants' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Farmers Merchants. Please utilize our Beneish M Score to check the likelihood of Farmers Merchants' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 17th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 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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Check out Farmers Merchants Backtesting, Farmers Merchants Valuation, Farmers Merchants Correlation, Farmers Merchants Hype Analysis, Farmers Merchants Volatility, Farmers Merchants History and analyze Farmers Merchants Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Farmers Merchants 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.