Merchants Stock Alpha and Beta Analysis


USD 28.42  0.45  1.61%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merchants Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merchants Bancorp over a specified time horizon. Remember, high Merchants 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.
Additionally, see Merchants Bancorp Backtesting, Merchants Bancorp Valuation, Merchants Bancorp Correlation, Merchants Bancorp Hype Analysis, Merchants Bancorp Volatility, Merchants Bancorp History and analyze Merchants Bancorp Performance.
Please note that although Merchants Bancorp 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 index.) So in this particular case, Merchants Bancorp did 0.32  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 Merchants Bancorp stock's relative risk over its benchmark. Merchants Bancorp has a beta of 0.74  . Let's try to break down what Merchants's beta means in this case. As returns on the market increase, Merchants Bancorp returns are expected to increase less than the market. However, during the bear market, the loss on holding Merchants Bancorp will be expected to be smaller as well.
Merchants Bancorp Enterprise Value over EBIT is quite stable at the moment as compared to the past year. The company's current value of Enterprise Value over EBIT is estimated at 4.42. Enterprise Value over EBITDA is expected to rise to 4.60 this year, although Book Value per Share will most likely fall to 21.74.
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.

Merchants Bancorp Quarterly Book Value per Share


Merchants Bancorp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merchants Bancorp market risk premium is the additional return an investor will receive from holding Merchants 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 Merchants 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 Merchants Bancorp's performance over market.
α0.32   β0.74
90 days against DJI

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

Merchants Bancorp Market Price Analysis

Market price analysis indicators help investors to evaluate how Merchants 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 Merchants Bancorp shares will generate the highest return on investment. By understating and applying Merchants Bancorp stock market price indicators, traders can identify Merchants Bancorp position entry and exit signals to maximize returns.

Merchants Bancorp Return and Market Media

The median price of Merchants Bancorp for the period between Sat, May 14, 2022 and Fri, Aug 12, 2022 is 23.67 with a coefficient of variation of 7.48. The daily time series for the period is distributed with a sample standard deviation of 1.82, arithmetic mean of 24.28, and mean deviation of 1.51. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Merchants Bancorp exotic insider transaction detected05/18/2022
Merchants Bancorp exotic insider transaction detected05/19/2022
Acquisition by Dinwiddie Thomas of 538 shares of Merchants B...05/23/2022
Financial Statements05/24/2022
Losses May Accelerate For China Stock Market - Nasdaq06/01/2022
Farmers Merchants Bancorp set to enter Russell 3000 Index - ...06/09/2022
First Merchants Corporation Elects Kevin D. Johnson and Jaso...06/23/2022
EPS Estimate06/30/2022
Top 5 2nd Quarter Trades of FIRST FARMERS MERCHANTS BANK TRU...07/06/2022
China property protests threaten to dent 220 billion of bank...07/14/2022
First BanCorp Announces Earnings for the Quarter Ended June ...07/22/2022
EPS Reported07/28/2022
STOCK YARDS BANCORP, INC. Managements Discussion and Analysi...08/05/2022

About Merchants 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Merchants 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.
 2019 2020 2021 2022 (projected)
PPandE Turnover11.6713.8615.3918.74
Calculated Tax Rate24.2925.8225.5230.74

Merchants Bancorp Upcoming Company Events

As portrayed in its financial statements, the presentation of Merchants Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Merchants Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Merchants Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Merchants Bancorp. Please utilize our Beneish M Score to check the likelihood of Merchants Bancorp's management manipulating its earnings.
Upcoming Quarterly Report27th of January 2022
Next Financial Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End27th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Merchants Bancorp

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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
Additionally, see Merchants Bancorp Backtesting, Merchants Bancorp Valuation, Merchants Bancorp Correlation, Merchants Bancorp Hype Analysis, Merchants Bancorp Volatility, Merchants Bancorp History and analyze Merchants Bancorp Performance. Note that the Merchants Bancorp information on this page should be used as a complementary analysis to other Merchants Bancorp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

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When running Merchants Bancorp price analysis, check to measure Merchants Bancorp'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 Merchants Bancorp is operating at the current time. Most of Merchants Bancorp's value examination focuses on studying past and present price action to predict the probability of Merchants Bancorp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Merchants Bancorp's price. Additionally, you may evaluate how the addition of Merchants Bancorp to your portfolios can decrease your overall portfolio volatility.
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Merchants 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.
A focus of Merchants Bancorp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Merchants Bancorp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...