Merchants Bancorp Stock Alpha and Beta Analysis
| MBINM Stock | USD 26.03 0.02 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merchants Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merchants Bancorp over a specified time horizon. Remember, high Merchants 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 Merchants Bancorp's market risk premium analysis include:
Beta 0.0836 | Alpha 0.029 | Risk 0.79 | Sharpe Ratio 0.0672 | Expected Return 0.0531 |
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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.
Merchants |
Merchants Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merchants Bancorp market risk premium is the additional return an investor will receive from holding Merchants 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 Merchants 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 Merchants Bancorp's performance over market.| α | 0.03 | β | 0.08 |
Merchants 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 Merchants Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Merchants Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Merchants Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how Merchants 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 Merchants Bancorp shares will generate the highest return on investment. By understating and applying Merchants Bancorp stock market price indicators, traders can identify Merchants Bancorp position entry and exit signals to maximize returns.
Merchants Bancorp Return and Market Media
The median price of Merchants Bancorp for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 25.96 with a coefficient of variation of 1.43. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 25.98, and mean deviation of 0.28. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2715 shares by John Macke of Merchants Bancorp at 30.05 subject to Rule 16b-3 | 09/13/2024 |
2 | If EPS Growth Is Important To You, Merchants Bancorp Presents An Opportunity - Simply Wall St | 09/27/2024 |
| Merchants Bancorp dividend paid on 1st of October 2024 | 10/01/2024 |
3 | Merchants Bancorp Declares Quarterly Common and Preferred Dividends Form 8 K - Marketscreener.com | 11/20/2024 |
About Merchants 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 Merchants or other stocks. Alpha measures the amount that position in Merchants 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0229 | 0.0363 | 0.0264 | 0.0188 | Price To Sales Ratio | 3.17 | 2.46 | 3.52 | 3.99 |
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 Merchants Bancorp 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, Merchants Bancorp's short interest history, or implied volatility extrapolated from Merchants Bancorp options trading.
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Check out Merchants Bancorp Backtesting, Merchants Bancorp Valuation, Merchants Bancorp Correlation, Merchants Bancorp Hype Analysis, Merchants Bancorp Volatility, Merchants Bancorp History and analyze Merchants Bancorp Performance. To learn how to invest in Merchants Stock, please use our How to Invest in Merchants Bancorp guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Merchants 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.