Citizens Financial Group Preferred Stock Alpha and Beta Analysis
| CFG-PE Preferred Stock | USD 19.88 0.03 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citizens Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citizens Financial over a specified time horizon. Remember, high Citizens 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 Citizens Financial's market risk premium analysis include:
Beta 0.4 | Alpha (0.07) | Risk 1.09 | Sharpe Ratio 0.0032 | Expected Return 0.0035 |
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.
Citizens |
Citizens Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citizens Financial market risk premium is the additional return an investor will receive from holding Citizens 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 Citizens 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 Citizens Financial's performance over market.| α | -0.07 | β | 0.40 |
Citizens 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 Citizens Financial's Buy-and-hold return. Our buy-and-hold chart shows how Citizens Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citizens Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Citizens Financial preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Citizens Financial shares will generate the highest return on investment. By understating and applying Citizens Financial preferred stock market price indicators, traders can identify Citizens Financial position entry and exit signals to maximize returns.
Citizens Financial Return and Market Media
The median price of Citizens Financial for the period between Wed, Feb 21, 2024 and Tue, May 21, 2024 is 20.45 with a coefficient of variation of 3.4. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 20.55, and mean deviation of 0.59. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Citizens 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 Citizens or other preferred stocks. Alpha measures the amount that position in Citizens 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Citizens Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Citizens Financial's short interest history, or implied volatility extrapolated from Citizens Financial options trading.
Build Portfolio with Citizens 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 Citizens Financial Backtesting, Citizens Financial Valuation, Citizens Financial Correlation, Citizens Financial Hype Analysis, Citizens Financial Volatility, Citizens Financial History and analyze Citizens Financial Performance. Note that the Citizens Financial information on this page should be used as a complementary analysis to other Citizens Financial's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for Citizens Preferred Stock analysis
When running Citizens Financial's price analysis, check to measure Citizens Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Citizens Financial is operating at the current time. Most of Citizens Financial's value examination focuses on studying past and present price action to predict the probability of Citizens Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Citizens Financial's price. Additionally, you may evaluate how the addition of Citizens Financial to your portfolios can decrease your overall portfolio volatility.
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Citizens Financial technical preferred 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, preferred stock market cycles, or different charting patterns.