Mt Bank Stock Alpha and Beta Analysis
| MTB Stock | USD 178.25 1.34 0.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MT Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in MT Bank over a specified time horizon. Remember, high MT Bank'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 MT Bank's market risk premium analysis include:
Beta 0.92 | Alpha (0.1) | Risk 1.32 | Sharpe Ratio (0.07) | Expected Return (0.09) |
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.
MTB |
MT Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MT Bank market risk premium is the additional return an investor will receive from holding MT Bank 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 MT Bank. 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 MT Bank's performance over market.| α | -0.1 | β | 0.92 |
MT Bank 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 MT Bank's Buy-and-hold return. Our buy-and-hold chart shows how MT Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MT Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how MT Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MT Bank shares will generate the highest return on investment. By understating and applying MT Bank stock market price indicators, traders can identify MT Bank position entry and exit signals to maximize returns.
MT Bank Return and Market Media
The median price of MT Bank for the period between Tue, Dec 24, 2024 and Mon, Mar 24, 2025 is 190.69 with a coefficient of variation of 4.49. The daily time series for the period is distributed with a sample standard deviation of 8.52, arithmetic mean of 189.72, and mean deviation of 6.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| MT Bank dividend paid on 31st of December 2024 | 12/31/2024 |
1 | EFG Asset Management Americas Corp. Sells 4,413 Shares of Deckers Outdoor Co. | 03/07/2025 |
2 | Man Arrested In Groton Gunpoint Bank Robbery Case Police | 03/11/2025 |
3 | Midwest Professional Planners LTD. Has 5.78 Million Stock Position in Moodys Co. | 03/14/2025 |
4 | Eli Lilly and Company Shares Sold by Atlanta Consulting Group Advisors LLC | 03/17/2025 |
5 | In Mobile Banking, Predictive Virtual Assistant Capabilities Remain Nascent Omnichannel Account Opening and Use of Apps to Cross-Sell Expand | 03/18/2025 |
6 | MT Bank Co. Short Interest Update | 03/19/2025 |
7 | Eli Lilly and Company Shares Acquired by Symmetry Partners LLC | 03/20/2025 |
8 | MT Bank Corp Appoints Charles Pinckney as Hudson Valley Regional President | 03/21/2025 |
About MT Bank 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 MTB or other stocks. Alpha measures the amount that position in MT Bank 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 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0372 | 0.0286 | 0.0189 |
| Price To Sales Ratio | 2.94 | 2.84 | 2.57 |
MT Bank Upcoming Company Events
As portrayed in its financial statements, the presentation of MT Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MT Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MT Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MT Bank. Please utilize our Beneish M Score to check the likelihood of MT Bank's management manipulating its earnings.
| 15th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 16th 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 MT Bank
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 MT Bank Backtesting, MT Bank Valuation, MT Bank Correlation, MT Bank Hype Analysis, MT Bank Volatility, MT Bank History and analyze MT Bank Performance. For information on how to trade MTB Stock refer to our How to Trade MTB Stock guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
MT Bank 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.