Qcr Holdings Stock Alpha and Beta Analysis
| QCRH Stock | USD 77.33 0.32 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as QCR Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in QCR Holdings over a specified time horizon. Remember, high QCR Holdings' 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 QCR Holdings' market risk premium analysis include:
Beta 0.83 | Alpha (0.21) | Risk 1.36 | Sharpe Ratio (0.16) | Expected Return (0.22) |
Enterprise Value |
|
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.
QCR |
QCR Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. QCR Holdings market risk premium is the additional return an investor will receive from holding QCR Holdings 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 QCR Holdings. 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 QCR Holdings' performance over market.| α | -0.21 | β | 0.83 |
QCR Holdings 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 QCR Holdings' Buy-and-hold return. Our buy-and-hold chart shows how QCR Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.QCR Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how QCR Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading QCR Holdings shares will generate the highest return on investment. By understating and applying QCR Holdings stock market price indicators, traders can identify QCR Holdings position entry and exit signals to maximize returns.
QCR Holdings Return and Market Media
The median price of QCR Holdings for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 81.55 with a coefficient of variation of 6.9. The daily time series for the period is distributed with a sample standard deviation of 5.78, arithmetic mean of 83.86, and mean deviation of 5.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | QCR Holdings declares 0.06 dividend | 11/22/2024 |
2 | Acquisition by Sorensen Donna J. of 423 shares of QCR Holdings at 56.79 subject to Rule 16b-3 | 12/06/2024 |
3 | QCR Holdings, Inc. to Report Fourth Quarter and Fiscal Year 2024 Financial Results | 01/02/2025 |
| QCR Holdings dividend paid on 3rd of January 2025 | 01/03/2025 |
4 | QCR Holdings, Inc. Announces Fourth Quarter Results and Record Net Income of 113.9 Million for the Full Year 2024 | 01/22/2025 |
5 | Compared to Estimates, QCR Holdings Q4 Earnings A Look at Key Metrics | 01/23/2025 |
6 | Q4 2024 QCR Holdings Inc Earnings Call Transcript | 01/24/2025 |
7 | Disposition of 8857 shares by Todd Gipple of QCR Holdings at 17.49 subject to Rule 16b-3 | 01/27/2025 |
8 | Acquisition by Lee Nicole A of 1094 shares of QCR Holdings at 78.465 subject to Rule 16b-3 | 01/29/2025 |
About QCR Holdings 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 QCR or other stocks. Alpha measures the amount that position in QCR Holdings 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 | 2025 (projected) | Dividend Yield | 0.004763 | 0.004124 | 0.004742 | 0.004505 | Price To Sales Ratio | 2.72 | 2.85 | 3.27 | 2.71 |
QCR Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of QCR Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, QCR Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of QCR Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of QCR Holdings. Please utilize our Beneish M Score to check the likelihood of QCR Holdings' 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 | |
| 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 QCR Holdings
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 QCR Holdings Backtesting, QCR Holdings Valuation, QCR Holdings Correlation, QCR Holdings Hype Analysis, QCR Holdings Volatility, QCR Holdings History and analyze QCR Holdings Performance. For more detail on how to invest in QCR Stock please use our How to Invest in QCR Holdings guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
QCR Holdings 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.