First Citizens Bancshares Stock Alpha and Beta Analysis
| FCNCA Stock | USD 2,151 48.06 2.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First Citizens BancShares. It also helps investors analyze the systematic and unsystematic risks associated with investing in First Citizens over a specified time horizon. Remember, high First Citizens' 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 First Citizens' market risk premium analysis include:
Beta 0.26 | Alpha 0.28 | Risk 3.02 | Sharpe Ratio 0.0674 | Expected Return 0.2 |
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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.
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First Citizens Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First Citizens market risk premium is the additional return an investor will receive from holding First Citizens 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 First Citizens. 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 First Citizens' performance over market.| α | 0.28 | β | 0.26 |
First Citizens 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 First Citizens' Buy-and-hold return. Our buy-and-hold chart shows how First Citizens performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First Citizens Market Price Analysis
Market price analysis indicators help investors to evaluate how First Citizens stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading First Citizens shares will generate the highest return on investment. By understating and applying First Citizens stock market price indicators, traders can identify First Citizens position entry and exit signals to maximize returns.
First Citizens Return and Market Media
The median price of First Citizens for the period between Mon, Oct 7, 2024 and Sun, Jan 5, 2025 is 2113.02 with a coefficient of variation of 6.28. The daily time series for the period is distributed with a sample standard deviation of 131.53, arithmetic mean of 2094.93, and mean deviation of 105.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 8949 shares by Brice Carson H of First Citizens subject to Rule 16b-3 | 10/17/2024 |
2 | Acquisition by Brice Carson H of 2983 shares of First Citizens subject to Rule 16b-3 | 10/18/2024 |
3 | Most Affluent Business Owners Lack Confidence in Valuing Their Business, Planning Exit Strategy | 10/28/2024 |
4 | Westfield Capital Management Co. LP Lowers Position in First Citizens BancShares, Inc. | 11/25/2024 |
5 | Acquisition by Hope Bryant of 466 shares of First Citizens at 1314.95 subject to Rule 16b-3 | 11/26/2024 |
6 | Acquisition by Brice Carson H of tradable shares of First Citizens subject to Rule 16b-3 | 12/03/2024 |
7 | Systematic Financial Management LP Sells 22,224 Shares of First Citizens BancShares, Inc. | 12/05/2024 |
8 | How community bank mavericks compete in AI space | 12/10/2024 |
9 | Is First Citizens BancShares the Best Bank Stock to Invest in for the Long Term | 12/11/2024 |
10 | Legion Technologies Secures 50M from Silicon Valley Bank to Fuel Continued Innovation in AI-Powered Workforce Management | 12/12/2024 |
11 | Disposition of tradable shares by Bristow Claire H of First Citizens subject to Rule 16b-3 | 12/13/2024 |
| First Citizens dividend paid on 16th of December 2024 | 12/16/2024 |
12 | Acquisition by Frank Holding of tradable shares of First Citizens subject to Rule 16b-3 | 12/17/2024 |
13 | TScan Therapeutics Refinances Existing Convertible Debt Facility with Term Loan for up to 52.5 Million from Silicon Valley Bank | 12/23/2024 |
14 | First Citizens BancShares investors will be pleased with their fantastic 306 percent return over the last five years | 01/02/2025 |
About First Citizens 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 First or other stocks. Alpha measures the amount that position in First Citizens BancShares 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.007047 | 0.005676 | 0.006527 | 0.00951 | Price To Sales Ratio | 2.59 | 2.71 | 2.44 | 1.77 |
First Citizens Upcoming Company Events
As portrayed in its financial statements, the presentation of First Citizens' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, First Citizens' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of First Citizens' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of First Citizens. Please utilize our Beneish M Score to check the likelihood of First Citizens' management manipulating its earnings.
| 26th of January 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with First Citizens
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Align your risk with return expectations
Check out First Citizens Backtesting, First Citizens Valuation, First Citizens Correlation, First Citizens Hype Analysis, First Citizens Volatility, First Citizens History and analyze First Citizens Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
First Citizens 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.