The Bancorp Stock Alpha and Beta Analysis

TBBK Stock  USD 55.81  1.75  3.04%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bancorp over a specified time horizon. Remember, high 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. Key technical indicators related to Bancorp's market risk premium analysis include:
Beta
3.23
Alpha
(0.19)
Risk
3.72
Sharpe Ratio
0.0934
Expected Return
0.35
Please note that although 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 Jones Industrial index.) So in this particular case, Bancorp did 0.19  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 The Bancorp stock's relative risk over its benchmark. Bancorp has a beta of 3.23  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bancorp will likely underperform. At this time, Bancorp's Enterprise Value Over EBITDA is quite stable compared to the past year. Price Book Value Ratio is expected to rise to 2.73 this year, although Book Value Per Share will most likely fall to 14.07.

Enterprise Value

2.36 Billion

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.
  
Check out Bancorp Backtesting, Bancorp Valuation, Bancorp Correlation, Bancorp Hype Analysis, Bancorp Volatility, Bancorp History and analyze Bancorp Performance.

Bancorp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bancorp market risk premium is the additional return an investor will receive from holding 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 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 Bancorp's performance over market.
α-0.19   β3.23

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

Bancorp Market Price Analysis

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

Bancorp Return and Market Media

The median price of Bancorp for the period between Wed, Sep 11, 2024 and Tue, Dec 10, 2024 is 54.21 with a coefficient of variation of 6.36. The daily time series for the period is distributed with a sample standard deviation of 3.43, arithmetic mean of 53.85, and mean deviation of 2.86. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Insider Trading
10/01/2024
2
Meridian Bank Expected to Beat Earnings Estimates What to Know Ahead of Q3 Release
10/18/2024
3
Bancorp director Mark Tryniski buys 251,803 in common stock
10/30/2024
4
Shareholder Rights Advocates at Levi Korsinsky Investigate The Bancorp, Inc. Regarding Possible Securities Fraud Violations
11/08/2024
5
ATTENTION The Bancorp, Inc. Investors You May Have Been Affected by Fraud- Contact Levi Korsinsky to Discuss Your Rights
11/12/2024
6
The Bancorp, Inc. Investigation Ongoing Contact Levi Korsinsky to Discuss Your Rights - TBBK
11/13/2024
7
Bancorp Reaches New 12-Month High Heres What Happened
11/14/2024
8
The Bancorp, Inc. Shareholders May Have Been Affected by Fraud - Levi Korsinsky Investigates
11/19/2024
9
Magyar Bancorp stock hits 52-week high at 13.49 - Investing.com
11/22/2024
10
NFJ Investment Group LLC Sells 2,154 Shares of The Bancorp, Inc.
12/04/2024

About 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 financial instruments including Bancorp or other stocks. Alpha measures the amount that position in 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.
 2023 2024 (projected)
Dividend Yield0.0014640.00139
Price To Sales Ratio4.695.46

Bancorp Upcoming Company Events

As portrayed in its financial statements, the presentation of Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bancorp. Please utilize our Beneish M Score to check the likelihood of Bancorp's management manipulating its earnings.
25th of April 2024
Upcoming Quarterly Report
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25th of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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23rd of January 2025
Next Fiscal Year End
View
31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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When determining whether Bancorp is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Bancorp Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about The Bancorp Stock. Highlighted below are key reports to facilitate an investment decision about The Bancorp Stock:
Check out Bancorp Backtesting, Bancorp Valuation, Bancorp Correlation, Bancorp Hype Analysis, Bancorp Volatility, Bancorp History and analyze Bancorp Performance.
You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
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 Bancorp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of 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...