Fifth Stock Alpha and Beta Analysis

FITBP
 Stock
  

USD 24.55  0.14  0.57%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fifth Third Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fifth Third over a specified time horizon. Remember, high Fifth Third'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.
Please check Fifth Third Backtesting, Fifth Third Valuation, Fifth Third Correlation, Fifth Third Hype Analysis, Fifth Third Volatility, Fifth Third History and analyze Fifth Third Performance.
  
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Please note that although Fifth Third 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, Fifth Third did 0.004788  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 Fifth Third Bancorp stock's relative risk over its benchmark. Fifth Third Bancorp has a beta of 0.25  . Let's try to break down what Fifth's beta means in this case. As returns on the market increase, Fifth Third returns are expected to increase less than the market. However, during the bear market, the loss on holding Fifth Third will be expected to be smaller as well.
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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.

Fifth Third Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fifth Third market risk premium is the additional return an investor will receive from holding Fifth Third 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 Fifth Third. 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 Fifth Third's performance over market.
α0.004788   β0.25
90 days against DJI

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

Fifth Third Market Price Analysis

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

Fifth Third Return and Market Media

The median price of Fifth Third for the period between Sat, Apr 2, 2022 and Fri, Jul 1, 2022 is 24.74 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 24.63, and mean deviation of 0.36. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Fifth Third Bancorp Q1 22 Earnings Conference Call At 1000 A...04/19/2022
2
Five-Star Analyst Gerard Cassidys Top Picks to Bank on - Nas...04/25/2022
3
Fifth Third Sets New Operational Sustainability Targets by 2...05/10/2022
4
Regulator Fifth Thirds unauthorized account openings far mor...06/06/2022
5
Fifth Third Bank Employees, Customers Provide More Than 8.4 ...06/29/2022

About Fifth Third 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 Fifth Third 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.

Fifth Third Investors Sentiment

The influence of Fifth Third's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Fifth. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Fifth Third 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, Fifth Third's short interest history, or implied volatility extrapolated from Fifth Third options trading.

Current Sentiment - FITBP

Fifth Third Bancorp Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Fifth Third Bancorp. What is your opinion about investing in Fifth Third Bancorp? Are you bullish or bearish?
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50% Bullish
50% Bearish

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Please check Fifth Third Backtesting, Fifth Third Valuation, Fifth Third Correlation, Fifth Third Hype Analysis, Fifth Third Volatility, Fifth Third History and analyze Fifth Third Performance. Note that the Fifth Third Bancorp information on this page should be used as a complementary analysis to other Fifth Third'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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running Fifth Third Bancorp price analysis, check to measure Fifth Third'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 Fifth Third is operating at the current time. Most of Fifth Third's value examination focuses on studying past and present price action to predict the probability of Fifth Third's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Fifth Third's price. Additionally, you may evaluate how the addition of Fifth Third to your portfolios can decrease your overall portfolio volatility.
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Fifth Third 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 Fifth Third technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fifth Third 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...