Security Bank (Philippines) Alpha and Beta Analysis

SECB Stock   84.50  0.50  0.60%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Security Bank Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Security Bank over a specified time horizon. Remember, high Security Bank'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 Security Bank's market risk premium analysis include:
Beta
0.0892
Alpha
0.51
Risk
2.79
Sharpe Ratio
0.22
Expected Return
0.61
Please note that although Security Bank alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Security Bank did 0.51  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Security Bank Corp stock's relative risk over its benchmark. Security Bank Corp has a beta of 0.09  . As returns on the market increase, Security Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Security Bank is expected to be smaller as well. .
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.
  
Check out Security Bank Backtesting, Security Bank Valuation, Security Bank Correlation, Security Bank Hype Analysis, Security Bank Volatility, Security Bank History and analyze Security Bank Performance.

Security Bank Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Security Bank market risk premium is the additional return an investor will receive from holding Security Bank 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 Security Bank. 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 Security Bank's performance over market.
α0.51   β0.09

Security Bank 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 Security Bank's Buy-and-hold return. Our buy-and-hold chart shows how Security Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Security Bank Market Price Analysis

Market price analysis indicators help investors to evaluate how Security Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Security Bank shares will generate the highest return on investment. By understating and applying Security Bank stock market price indicators, traders can identify Security Bank position entry and exit signals to maximize returns.

Security Bank Return and Market Media

The median price of Security Bank for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 87.94 with a coefficient of variation of 14.96. The daily time series for the period is distributed with a sample standard deviation of 12.46, arithmetic mean of 83.27, and mean deviation of 10.44. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Security Bank 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 Security or other stocks. Alpha measures the amount that position in Security Bank Corp 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 Security Bank 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, Security Bank's short interest history, or implied volatility extrapolated from Security Bank options trading.

Build Portfolio with Security Bank

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Security Stock Analysis

When running Security Bank's price analysis, check to measure Security Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Security Bank is operating at the current time. Most of Security Bank's value examination focuses on studying past and present price action to predict the probability of Security Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Security Bank's price. Additionally, you may evaluate how the addition of Security Bank to your portfolios can decrease your overall portfolio volatility.