First Commonwealth Financial Stock Alpha and Beta Analysis
| FCF Stock | USD 15.86 0.08 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First Commonwealth Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in First Commonwealth over a specified time horizon. Remember, high First Commonwealth'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 First Commonwealth's market risk premium analysis include:
Beta 0.92 | Alpha (0.18) | Risk 1.53 | Sharpe Ratio (0.08) | Expected Return (0.12) |
Enterprise Value |
|
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.
First |
First Commonwealth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First Commonwealth market risk premium is the additional return an investor will receive from holding First Commonwealth 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 Commonwealth. 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 Commonwealth's performance over market.| α | -0.18 | β | 0.92 |
First Commonwealth 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 Commonwealth's Buy-and-hold return. Our buy-and-hold chart shows how First Commonwealth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First Commonwealth Market Price Analysis
Market price analysis indicators help investors to evaluate how First Commonwealth 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 Commonwealth shares will generate the highest return on investment. By understating and applying First Commonwealth stock market price indicators, traders can identify First Commonwealth position entry and exit signals to maximize returns.
First Commonwealth Return and Market Media
The median price of First Commonwealth for the period between Wed, Dec 25, 2024 and Tue, Mar 25, 2025 is 16.4 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 16.37, and mean deviation of 0.38. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 12/31/2024 |
2 | Moodys to Acquire CAPE Analytics, Enhance Property Risk Insights | 01/14/2025 |
3 | Acquisition by Norman Montgomery of 5750 shares of First Commonwealth subject to Rule 16b-3 | 01/27/2025 |
4 | First Commonwealth Announces Fourth Quarter and Full Year 2024 Earnings Declares Quarterly Dividend | 01/28/2025 |
5 | Acquisition by Matthew Tomb of 5700 shares of First Commonwealth subject to Rule 16b-3 | 01/29/2025 |
6 | Plug Power Trading 3.5 percent Higher Should You Buy | 02/03/2025 |
7 | The Goldman Sachs Group Forecasts Strong Price Appreciation for Gilead Sciences Stock | 02/14/2025 |
8 | Disposition of 1352 shares by Brian Sohocki of First Commonwealth subject to Rule 16b-3 | 02/18/2025 |
9 | Acquisition by Jane Grebenc of 25350 shares of First Commonwealth subject to Rule 16b-3 | 02/21/2025 |
10 | Privia Health Reports Fourth Quarter and Full-Year 2024 Financial Results | 02/27/2025 |
11 | Short Interest in Ballard Power Systems Inc. Decreases By 12.6 | 03/06/2025 |
12 | Ohio bank shareholders to vote on 54.6M merger with First Commonwealth | 03/10/2025 |
13 | Board shakeup at First Commonwealth 4 departures, former rival CEO nominated | 03/14/2025 |
14 | First Commonwealth Financial Corporation Receives Regulatory Approval for CenterGroup ... | 03/18/2025 |
15 | First Commonwealth Financial Could Be a Great Choice | 03/19/2025 |
About First Commonwealth 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 Commonwealth 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 | 2025 (projected) | |
| Dividend Yield | 0.0341 | 0.0322 | 0.0402 |
| Price To Sales Ratio | 3.18 | 3.38 | 4.19 |
First Commonwealth Upcoming Company Events
As portrayed in its financial statements, the presentation of First Commonwealth's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, First Commonwealth's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of First Commonwealth's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of First Commonwealth. Please utilize our Beneish M Score to check the likelihood of First Commonwealth's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th 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 Commonwealth
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.Build Diversified Portfolios
Align your risk with return expectations
Check out First Commonwealth Backtesting, First Commonwealth Valuation, First Commonwealth Correlation, First Commonwealth Hype Analysis, First Commonwealth Volatility, First Commonwealth History and analyze First Commonwealth Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
First Commonwealth 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.