PNC Bank Stock Alpha and Beta Analysis

PNC
 Stock
  

USD 157.32  2.43  1.52%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PNC Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in PNC Bank over a specified time horizon. Remember, high PNC 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.
Please check PNC Bank Backtesting, PNC Bank Valuation, PNC Bank Correlation, PNC Bank Hype Analysis, PNC Bank Volatility, PNC Bank History and analyze PNC Bank Performance.
  
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Please note that although PNC 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 index.) So in this particular case, PNC Bank did 0.09  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 PNC Bank stock's relative risk over its benchmark. PNC Bank has a beta of 1.09  . Let's try to break down what PNC Bank's beta means in this case. PNC Bank returns are very sensitive to returns on the market. As the market goes up or down, PNC Bank is expected to follow.
PNC Bank Enterprise Value over EBIT is projected to drop based on the last few years of reporting. The past year's Enterprise Value over EBIT was at 16.10. The current year Enterprise Value over EBITDA is expected to grow to 15.62, whereas Book Value per Share is forecasted to decline to 67.72.
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

57.47 Billion

Share

PNC Bank Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PNC Bank market risk premium is the additional return an investor will receive from holding PNC 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 PNC 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 PNC Bank's performance over market.
α-0.09   β1.09
90 days against DJI

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

PNC Bank Market Price Analysis

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

PNC Bank Return and Market Media

The median price of PNC Bank for the period between Mon, May 30, 2022 and Wed, Jun 29, 2022 is 162.84 with a coefficient of variation of 5.18. The daily time series for the period is distributed with a sample standard deviation of 8.49, arithmetic mean of 164.02, and mean deviation of 7.7. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
MT Bank Corp. stock falls Thursday, still outperforms market...06/16/2022
2
Big bank service, personal rapport - The Lane Report06/28/2022

About PNC 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in PNC Bank 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.
 2021 2022 (projected)
Accrued Expenses Turnover3.684.19
Calculated Tax Rate18.0720.98

PNC Bank Upcoming Company Events

As portrayed in its financial statements, the presentation of PNC Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PNC Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PNC Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PNC Bank. Please utilize our Beneish M Score to check the likelihood of PNC Bank's management manipulating its earnings.
Upcoming Quarterly Report18th of January 2022
Next Financial Report15th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End18th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with PNC 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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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
Please check PNC Bank Backtesting, PNC Bank Valuation, PNC Bank Correlation, PNC Bank Hype Analysis, PNC Bank Volatility, PNC Bank History and analyze PNC Bank Performance. Note that the PNC Bank information on this page should be used as a complementary analysis to other PNC Bank'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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.

Complementary Tools for PNC Bank Stock analysis

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