Bank Of New Stock Alpha and Beta Analysis
| BK Stock | USD 86.75 1.26 1.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of New. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of New York over a specified time horizon. Remember, high Bank of New York'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 Bank of New York's market risk premium analysis include:
Beta 0.97 | Alpha 0.15 | Risk 1.5 | Sharpe Ratio 0.0802 | Expected Return 0.12 |
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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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Bank of New York Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of New York market risk premium is the additional return an investor will receive from holding Bank of New York 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 Bank of New York. 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 Bank of New York's performance over market.| α | 0.15 | β | 0.97 |
Bank of New York 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 Bank of New York's Buy-and-hold return. Our buy-and-hold chart shows how Bank of New York performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of New York Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of New York stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank of New York shares will generate the highest return on investment. By understating and applying Bank of New York stock market price indicators, traders can identify Bank of New York position entry and exit signals to maximize returns.
Bank of New York Return and Market Media
The median price of Bank of New York for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 80.78 with a coefficient of variation of 5.05. The daily time series for the period is distributed with a sample standard deviation of 4.11, arithmetic mean of 81.44, and mean deviation of 3.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Y.D. More Investments Ltd Has 70,000 Holdings in The Bank of New York Mellon Co. | 02/06/2025 |
| Bank of New York dividend paid on 7th of February 2025 | 02/07/2025 |
2 | BNY pushes boundaries with record-breaking instant transfer | 02/11/2025 |
3 | CIBC Mellon Awarded 2024 Telephone Service Seal of Excellence from DALBAR for Market-Leading Call Centre Services | 02/14/2025 |
4 | Bank of New York Mellon UK Regulatory Announcement Early Repurchase | 02/18/2025 |
5 | The Bank of New York Mellon Co. Shares Sold by Convergence Investment Partners LLC | 02/19/2025 |
6 | Heres Why The Bank of New York Mellon Corporation is a Great Momentum Stock to Buy | 02/21/2025 |
7 | CIBC Mellon Closes the Market | 02/24/2025 |
About Bank of New York 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 Bank or other stocks. Alpha measures the amount that position in Bank of New York 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 | 0.0373 | 0.0364 | 0.0419 | 0.0318 | Price To Sales Ratio | 2.3 | 2.36 | 2.12 | 2.69 |
Bank of New York Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank of New York's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank of New York's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank of New York's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank of New York. Please utilize our Beneish M Score to check the likelihood of Bank of New York's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Bank of New York
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Align your risk with return expectations
Check out Bank of New York Backtesting, Bank of New York Valuation, Bank of New York Correlation, Bank of New York Hype Analysis, Bank of New York Volatility, Bank of New York History and analyze Bank of New York Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Bank of New York 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.