Northumberland Bancorp Alpha and Beta Analysis
| NUBCDelisted Stock | USD 29.50 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Northumberland Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Northumberland Bancorp over a specified time horizon. Remember, high Northumberland 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 Northumberland Bancorp's market risk premium analysis include:
Beta (0.12) | Alpha 0.27 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Northumberland |
Northumberland Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Northumberland Bancorp market risk premium is the additional return an investor will receive from holding Northumberland 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 Northumberland 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 Northumberland Bancorp's performance over market.| α | 0.27 | β | -0.12 |
Northumberland Bancorp Fundamentals Vs Peers
Comparing Northumberland Bancorp's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Northumberland Bancorp's direct or indirect competition across all of the common fundamentals between Northumberland Bancorp and the related equities. This way, we can detect undervalued stocks with similar characteristics as Northumberland Bancorp or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of Northumberland Bancorp's fundamental indicators could also be used in its relative valuation, which is a method of valuing Northumberland Bancorp by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Northumberland Bancorp to competition |
| Fundamentals | Northumberland Bancorp | Peer Average |
| Return On Equity | 0.0751 | -0.31 |
| Return On Asset | 0.0078 | -0.14 |
| Profit Margin | 0.21 % | (1.27) % |
| Operating Margin | 0.26 % | (5.51) % |
| Current Valuation | 46.57 M | 16.62 B |
| Shares Outstanding | 1.31 M | 571.82 M |
| Price To Earning | 13.26 X | 28.72 X |
Northumberland Bancorp Opportunities
Northumberland Bancorp Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Northumberland 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 Northumberland or other pink sheets. Alpha measures the amount that position in Northumberland 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Northumberland Bancorp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Northumberland Bancorp's short interest history, or implied volatility extrapolated from Northumberland Bancorp options trading.
Build Portfolio with Northumberland 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
Align your risk with return expectations
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Other Consideration for investing in Northumberland Pink Sheet
If you are still planning to invest in Northumberland Bancorp check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Northumberland Bancorp's history and understand the potential risks before investing.
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |