Banc Of Stock Alpha and Beta Analysis


USD 16.46  0.23  1.42%   

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 0.07  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 0.74  . Let's try to break down what Banc Of's beta means in this case. As returns on the market increase, Banc Of returns are expected to increase less than the market. However, during the bear market, the loss on holding Banc Of will be 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.

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-0.07   β0.74
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, Jun 30, 2022 and Wed, Sep 28, 2022 is 17.5 with a coefficient of variation of 2.86. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 17.47, and mean deviation of 0.4. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Great news for Banc of California, Inc. Insiders acquired st...07/11/2022
In Business Canadian company purchases Stearns Bank Holdingf...07/18/2022
EPS Reported07/21/2022
SEC Charges Swiss Bank with Fraud - The National Law Review08/22/2022
Better Buy SoFi or Affirm - The Motley Fool09/07/2022
Financial Statements09/15/2022
Banc of California acquires Deepstack Technologies for 24M i...09/16/2022
The GEO Group Comments on Favorable Ruling by En Banc Panel ...09/27/2022

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.

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

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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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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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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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.
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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...