Red River Bancshares Stock Alpha and Beta Analysis
| RRBI Stock | USD 60.62 0.57 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Red River Bancshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Red River over a specified time horizon. Remember, high Red River'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 Red River's market risk premium analysis include:
Beta 1.59 | Alpha 0.0334 | Risk 1.9 | Sharpe Ratio 0.15 | Expected Return 0.29 |
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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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Red River Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Red River market risk premium is the additional return an investor will receive from holding Red River 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 Red River. 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 Red River's performance over market.| α | 0.03 | β | 1.59 |
Red River 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 Red River's Buy-and-hold return. Our buy-and-hold chart shows how Red River performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Red River Market Price Analysis
Market price analysis indicators help investors to evaluate how Red River stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Red River shares will generate the highest return on investment. By understating and applying Red River stock market price indicators, traders can identify Red River position entry and exit signals to maximize returns.
Red River Return and Market Media
The median price of Red River for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 52.42 with a coefficient of variation of 6.49. The daily time series for the period is distributed with a sample standard deviation of 3.48, arithmetic mean of 53.59, and mean deviation of 2.93. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Short Interest in Red River Bancshares, Inc. Increases By 29.9 | 09/17/2024 |
| Red River dividend paid on 19th of September 2024 | 09/19/2024 |
2 | Red River Bancshares Inc Shares Down 3.97 percent on Sep 23 | 09/23/2024 |
3 | Investors in Red River Bancshares have seen returns of 15 percent over the past five years | 10/04/2024 |
4 | Red River Bancshares declares 0.09 dividend | 10/24/2024 |
5 | First Foundation Surpasses Q3 Earnings and Revenue Estimates | 10/29/2024 |
6 | Red River Bancshares, Inc. Reports Third Quarter 2024 Financial Results | 10/30/2024 |
7 | Acquisition by Price Teddy Ray of tradable shares of Red River at 52.61 subject to Rule 16b-3 | 11/04/2024 |
8 | Red River Bancshares announces private stock repurchase - MSN | 11/08/2024 |
About Red River 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 Red or other stocks. Alpha measures the amount that position in Red River Bancshares 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 | 0.005219 | 0.005485 | 0.005694 | 0.00365 | Price To Sales Ratio | 4.09 | 3.5 | 3.76 | 5.02 |
Red River Upcoming Company Events
As portrayed in its financial statements, the presentation of Red River's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Red River's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Red River's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Red River. Please utilize our Beneish M Score to check the likelihood of Red River's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 26th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 4th of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Red River Backtesting, Red River Valuation, Red River Correlation, Red River Hype Analysis, Red River Volatility, Red River History and analyze Red River Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Red River 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.