Orrstown Financial Services Stock Alpha and Beta Analysis
| ORRF Stock | USD 39.81 0.31 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orrstown Financial Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orrstown Financial over a specified time horizon. Remember, high Orrstown Financial'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 Orrstown Financial's market risk premium analysis include:
Beta 1.44 | Alpha (0.01) | Risk 1.76 | Sharpe Ratio 0.11 | Expected Return 0.2 |
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.
Orrstown |
Orrstown Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orrstown Financial market risk premium is the additional return an investor will receive from holding Orrstown Financial 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 Orrstown Financial. 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 Orrstown Financial's performance over market.| α | -0.01 | β | 1.44 |
Orrstown Financial 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 Orrstown Financial's Buy-and-hold return. Our buy-and-hold chart shows how Orrstown Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orrstown Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Orrstown Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orrstown Financial shares will generate the highest return on investment. By understating and applying Orrstown Financial stock market price indicators, traders can identify Orrstown Financial position entry and exit signals to maximize returns.
Orrstown Financial Return and Market Media
The median price of Orrstown Financial for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 36.17 with a coefficient of variation of 6.05. The daily time series for the period is distributed with a sample standard deviation of 2.23, arithmetic mean of 36.88, and mean deviation of 1.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 114 shares by Fague Philip E of Orrstown Financial at 34.95 subject to Rule 16b-3 | 09/13/2024 |
2 | Disposition of 5602 shares by Thomas Quinn of Orrstown Financial at 27.36 subject to Rule 16b-3 | 09/26/2024 |
3 | Disposition of 6090 shares by Craig Kauffman of Orrstown Financial at 35.75 subject to Rule 16b-3 | 09/30/2024 |
4 | Acquisition by Matthew Dyckman of 10000 shares of Orrstown Financial subject to Rule 16b-3 | 10/11/2024 |
5 | Acquisition by Brown Sarah M of 8154 shares of Orrstown Financial subject to Rule 16b-3 | 10/23/2024 |
6 | Acquisition by Joiner Cindy Jeannette of 221 shares of Orrstown Financial at 37.83 subject to Rule 16b-3 | 10/25/2024 |
7 | Tesla, Inc. Shares Acquired by Orrstown Financial Services Inc. | 10/29/2024 |
8 | Smith Group Asset Management LLC Increases Stake in Johnson Johnson | 10/30/2024 |
9 | Dont Buy Orrstown Financial Services, Inc. For Its Next Dividend Without Doing These Checks | 11/01/2024 |
10 | Orrstown Financial stock hits 52-week high at .89 amid growth - Investing.com | 11/06/2024 |
11 | Loudon Investment Management LLC Grows Holdings in Vanguard Short-Term Corporate Bond ETF | 11/11/2024 |
| Orrstown Financial dividend paid on 12th of November 2024 | 11/12/2024 |
12 | Orrstown Financial Services, Inc. Shares Bought by Empowered Funds LLC - MarketBeat | 11/20/2024 |
About Orrstown Financial 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 Orrstown or other stocks. Alpha measures the amount that position in Orrstown Financial 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 | 0.03 | 0.0338 | 0.0278 | 0.0183 | Price To Sales Ratio | 2.38 | 189.9 | 2.03 | 1.93 |
Orrstown Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Orrstown Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Orrstown Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Orrstown Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Orrstown Financial. Please utilize our Beneish M Score to check the likelihood of Orrstown Financial's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th 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 Orrstown Financial
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 Orrstown Financial Backtesting, Orrstown Financial Valuation, Orrstown Financial Correlation, Orrstown Financial Hype Analysis, Orrstown Financial Volatility, Orrstown Financial History and analyze Orrstown Financial Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Orrstown Financial 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.