Banc Of Stock Alpha and Beta Analysis

BANC
 Stock
  

USD 16.60  0.03  0.18%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banc Of California. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banc Of over a specified time horizon. Remember, high Banc Of'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.
Continue to Banc Of Backtesting, Banc Of Valuation, Banc Of Correlation, Banc Of Hype Analysis, Banc Of Volatility, Banc Of History and analyze Banc Of Performance.
  
Please note that although Banc Of 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, Banc Of did 0.13  worse 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 Banc Of California stock's relative risk over its benchmark. Banc Of California has a beta of 1.04  . Let's try to break down what Banc Of's beta means in this case. Banc Of returns are very sensitive to returns on the market. As the market goes up or down, Banc Of is expected to follow.
Banc Of Book Value per Share is projected to increase slightly based on the last few years of reporting. The past year's Book Value per Share was at 17.00. The current year Enterprise Value over EBIT is expected to grow to 28.69, whereas Price to Book Value is forecasted to decline to 1.09.
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.

Enterprise Value

1.66 Billion

Banc Of Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banc Of market risk premium is the additional return an investor will receive from holding Banc Of 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 Banc Of. 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 Banc Of's performance over market.
α-0.13   β1.04
90 days against DJI

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

Banc Of Market Price Analysis

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

Banc Of Return and Market Media

The median price of Banc Of for the period between Thu, Sep 1, 2022 and Wed, Nov 30, 2022 is 16.82 with a coefficient of variation of 2.73. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 16.73, and mean deviation of 0.37. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Better Buy SoFi or Affirm - The Motley Fool09/07/2022
2
Financial Statements09/15/2022
3
Banc of California acquires Deepstack Technologies for 24M i...09/16/2022
4
Banc of California acquires Deepstack Technologies - Finextr...09/21/2022
5
EPS Estimate09/30/2022
6
Banc of California Announces Schedule of Third Quarter 2022 ...10/03/2022
7
Banc of California to acquire Global Payroll Gateway - Marke...10/07/2022
8
Federal Reserve approves U.S. Bancorps acquisition of MUFG U...10/14/2022
9
EPS Reported10/20/2022
10
Cathay General Bancorp Announces Third Quarter 2022 Results ...10/24/2022
11
Banc of California Is Due To Pay A Dividend Of 0.06 - Simply...11/16/2022

About Banc Of 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 Banc Of or other stocks. Alpha measures the amount that position in Banc Of California 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)
Cash and Equivalents Turnover1.061.041.381.58
PPandE Turnover3.142.472.654.05

Banc Of Upcoming Company Events

As portrayed in its financial statements, the presentation of Banc Of's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Banc Of's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Banc Of's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Banc Of. Please utilize our Beneish M Score to check the likelihood of Banc Of's management manipulating its earnings.
Upcoming Quarterly Report25th of January 2022
Next Financial Report28th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Banc Of

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

Fix your portfolio
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
Continue to Banc Of Backtesting, Banc Of Valuation, Banc Of Correlation, Banc Of Hype Analysis, Banc Of Volatility, Banc Of History and analyze Banc Of Performance. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for analysis

When running Banc Of California price analysis, check to measure Banc Of'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 Banc Of is operating at the current time. Most of Banc Of's value examination focuses on studying past and present price action to predict the probability of Banc Of's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Banc Of's price. Additionally, you may evaluate how the addition of Banc Of to your portfolios can decrease your overall portfolio volatility.
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Banc Of 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 Banc Of technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Banc Of 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...