Glacier Bancorp Stock Alpha and Beta Analysis
| GBCI Stock | USD 58.89 0.56 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Glacier Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Glacier Bancorp over a specified time horizon. Remember, high Glacier 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 Glacier Bancorp's market risk premium analysis include:
Beta 2.15 | Alpha 0.19 | Risk 2.41 | Sharpe Ratio 0.17 | Expected Return 0.41 |
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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.
Glacier |
Glacier Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Glacier Bancorp market risk premium is the additional return an investor will receive from holding Glacier 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 Glacier 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 Glacier Bancorp's performance over market.| α | 0.19 | β | 2.15 |
Glacier 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 Glacier Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Glacier Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Glacier Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how Glacier 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 Glacier Bancorp shares will generate the highest return on investment. By understating and applying Glacier Bancorp stock market price indicators, traders can identify Glacier Bancorp position entry and exit signals to maximize returns.
Glacier Bancorp Return and Market Media
The median price of Glacier Bancorp for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 46.54 with a coefficient of variation of 10.09. The daily time series for the period is distributed with a sample standard deviation of 4.89, arithmetic mean of 48.45, and mean deviation of 4.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Don Chery of 1000 shares of Glacier Bancorp at 32.91 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Annie Goodwin of 1109 shares of Glacier Bancorp subject to Rule 16b-3 | 09/16/2024 |
| Glacier Bancorp dividend paid on 17th of October 2024 | 10/17/2024 |
3 | Glacier Bancorp Inc Shares Down 3.19 percent on Oct 21 | 10/21/2024 |
4 | What To Expect From Glacier Bancorp Inc Q3 2024 Earnings | 10/23/2024 |
5 | Glacier Bancorp Q3 Earnings Snapshot | 10/24/2024 |
6 | Earnings call Glacier Bancorp reports robust Q3 growth, plans future acquisitions | 10/25/2024 |
7 | Insider Trading | 10/30/2024 |
8 | Glacier Bancorp declares 0.33 dividend | 11/20/2024 |
About Glacier 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 Glacier or other stocks. Alpha measures the amount that position in Glacier 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0288 | 0.032 | 0.0235 | Price To Sales Ratio | 6.19 | 5.82 | 3.74 |
Glacier Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of Glacier Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Glacier Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Glacier Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Glacier Bancorp. Please utilize our Beneish M Score to check the likelihood of Glacier Bancorp's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 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 Glacier Bancorp
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Check out Glacier Bancorp Backtesting, Glacier Bancorp Valuation, Glacier Bancorp Correlation, Glacier Bancorp Hype Analysis, Glacier Bancorp Volatility, Glacier Bancorp History and analyze Glacier Bancorp Performance. For more detail on how to invest in Glacier Stock please use our How to Invest in Glacier Bancorp guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Glacier 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.