Nbt Bancorp Stock Alpha and Beta Analysis
| NBTB Stock | USD 50.99 0.54 1.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NBT Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in NBT Bancorp over a specified time horizon. Remember, high NBT 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 NBT Bancorp's market risk premium analysis include:
Beta 2.16 | Alpha (0.17) | Risk 2.26 | Sharpe Ratio 0.0477 | Expected Return 0.11 |
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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.
NBT |
NBT Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NBT Bancorp market risk premium is the additional return an investor will receive from holding NBT 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 NBT 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 NBT Bancorp's performance over market.| α | -0.17 | β | 2.16 |
NBT 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 NBT Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how NBT Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NBT Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how NBT 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 NBT Bancorp shares will generate the highest return on investment. By understating and applying NBT Bancorp stock market price indicators, traders can identify NBT Bancorp position entry and exit signals to maximize returns.
NBT Bancorp Return and Market Media
The median price of NBT Bancorp for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 45.29 with a coefficient of variation of 5.27. The daily time series for the period is distributed with a sample standard deviation of 2.43, arithmetic mean of 46.13, and mean deviation of 2.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 50000 shares by Robinson V Daniel Ii of NBT Bancorp at 43.8432 subject to Rule 16b-3 | 09/12/2024 |
| NBT Bancorp dividend paid on 13th of September 2024 | 09/13/2024 |
2 | Best Momentum Stock to Buy for September 18th | 09/18/2024 |
3 | NBT Bancorp Inc Stock Price Up 3.24 percent on Oct 28 | 10/28/2024 |
4 | NBT Bancorp Third Quarter 2024 Earnings Beats Expectations | 10/30/2024 |
5 | Evans Bancorp Reports Net Income of 2.9 Million In Third Quarter 2024 | 10/31/2024 |
6 | Acquisition by Delaney Timothy E of 1068 shares of NBT Bancorp subject to Rule 16b-3 | 11/01/2024 |
7 | NBT Bancorp stock hits all-time high of 50.92 - Investing.com | 11/06/2024 |
8 | What Makes NBT Bancorp a Strong Momentum Stock Buy Now | 11/07/2024 |
9 | Disposition of 40000 shares by Delaney Timothy E of NBT Bancorp at 51.4737 subject to Rule 16b-3 | 11/11/2024 |
10 | NBT Bancorp Reaches New 1-Year High Whats Next | 11/13/2024 |
11 | NBT Bancorp director John H. Watt Jr. sells 494,047 in stock | 11/18/2024 |
12 | Disposition of 10000 shares by Webb Jack H of NBT Bancorp at 50.0567 subject to Rule 16b-3 | 11/22/2024 |
About NBT 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 NBT or other stocks. Alpha measures the amount that position in NBT 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 | 0.0285 | 0.0267 | 0.0297 | 0.0345 | Price To Sales Ratio | 3.51 | 3.62 | 3.83 | 2.65 |
NBT Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of NBT Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NBT Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NBT Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NBT Bancorp. Please utilize our Beneish M Score to check the likelihood of NBT Bancorp's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 29th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th 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 NBT Bancorp
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out NBT Bancorp Backtesting, NBT Bancorp Valuation, NBT Bancorp Correlation, NBT Bancorp Hype Analysis, NBT Bancorp Volatility, NBT Bancorp History and analyze NBT Bancorp Performance. For information on how to trade NBT Stock refer to our How to Trade NBT Stock guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
NBT 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.