US Bancorp Stock Alpha and Beta Analysis

USB
 Stock
  

USD 47.07  0.32  0.68%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as US Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in US Bancorp over a specified time horizon. Remember, high US 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.
Also, please take a look at US Bancorp Backtesting, US Bancorp Valuation, US Bancorp Correlation, US Bancorp Hype Analysis, US Bancorp Volatility, US Bancorp History and analyze US Bancorp Performance.
  
Please note that although US 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, US Bancorp did 0.030525  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 US Bancorp stock's relative risk over its benchmark. US Bancorp has a beta of 0.91  . Let's try to break down what US Bancorp's beta means in this case. US Bancorp returns are very sensitive to returns on the market. As the market goes up or down, US Bancorp is expected to follow.
US Bancorp Enterprise Value over EBIT is projected to drop slightly 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 18.42, whereas Book Value per Share is forecasted to decline to 19.95.
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

100.66 Billion

US Bancorp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. US Bancorp market risk premium is the additional return an investor will receive from holding US 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 US 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 US Bancorp's performance over market.
α-0.03   β0.91
90 days against DJI

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

US Bancorp Market Price Analysis

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

US Bancorp Return and Market Media

The median price of US Bancorp for the period between Tue, May 10, 2022 and Mon, Aug 8, 2022 is 47.61 with a coefficient of variation of 4.25. The daily time series for the period is distributed with a sample standard deviation of 2.04, arithmetic mean of 47.97, and mean deviation of 1.65. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Top Analyst Reports for Bank of America, Novo Nordisk, Novar...05/24/2022
2
U.S. Bancorp stock outperforms competitors despite losses on...06/13/2022
3
Wealthcare Advisory Partners LLC Has 1.58 Million Position i...06/27/2022
4
EPS Estimate06/30/2022
5
EPS Reported07/15/2022
6
Oppenheimer Research Analysts Reduce Earnings Estimates for ...08/01/2022

About US 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 US 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 Turnover8.877.027.08.62
Calculated Tax Rate19.1817.6221.4524.65

US Bancorp Upcoming Company Events

As portrayed in its financial statements, the presentation of US Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, US Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of US Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of US Bancorp. Please utilize our Beneish M Score to check the likelihood of US Bancorp's management manipulating its earnings.
Upcoming Quarterly Report19th of January 2022
Next Financial Report21st of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End19th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with US Bancorp

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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Align your risk with return expectations

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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
Also, please take a look at US Bancorp Backtesting, US Bancorp Valuation, US Bancorp Correlation, US Bancorp Hype Analysis, US Bancorp Volatility, US Bancorp History and analyze US Bancorp Performance. Note that the US Bancorp information on this page should be used as a complementary analysis to other US 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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.

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