German American Bancorp Stock Alpha and Beta Analysis
| GABC Stock | USD 31.52 0.20 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as German American Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in German American over a specified time horizon. Remember, high German American'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 German American's market risk premium analysis include:
Beta 1.16 | Alpha (0.07) | Risk 1.48 | Sharpe Ratio (0.05) | Expected Return (0.08) |
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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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German American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. German American market risk premium is the additional return an investor will receive from holding German American 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 German American. 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 German American's performance over market.| α | -0.07 | β | 1.16 |
German American 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 German American's Buy-and-hold return. Our buy-and-hold chart shows how German American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.German American Market Price Analysis
Market price analysis indicators help investors to evaluate how German American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading German American shares will generate the highest return on investment. By understating and applying German American stock market price indicators, traders can identify German American position entry and exit signals to maximize returns.
German American Return and Market Media
The median price of German American for the period between Fri, Mar 8, 2024 and Thu, Jun 6, 2024 is 32.61 with a coefficient of variation of 2.29. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 32.44, and mean deviation of 0.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 663 shares by Keith Leinenbach of German American at 31.89 subject to Rule 16b-3 | 03/15/2024 |
2 | Disposition of 1616 shares by Dauby D Neil of German American at 31.89 subject to Rule 16b-3 | 03/18/2024 |
3 | German American Bank names chief risk officer | 04/02/2024 |
4 | Acquisition by Jack Sheidler of tradable shares of German American at 32.06 subject to Rule 16b-3 | 04/15/2024 |
5 | German American Bancorp, Inc. Reports First Quarter 2024 Earnings | 04/29/2024 |
6 | Compared to Estimates, German American Bancorp Q1 Earnings A Look at Key Metrics | 04/30/2024 |
7 | German American Bancorp First Quarter 2024 Earnings Revenues Disappoint | 05/01/2024 |
8 | German American Bancorp Beats Q3 Earnings Estimates - Yahoo Movies UK | 05/08/2024 |
9 | German American Bancorp, Inc. Stock Position Lifted by Russell Investments Group Ltd. - MarketBeat | 05/13/2024 |
10 | Acquisition by Bawel Zachary W of tradable shares of German American at 33.0 subject to Rule 16b-3 | 05/15/2024 |
11 | Thomas Seger, director at German American Bancorp, buys shares worth 849 | 05/17/2024 |
| German American dividend paid on 20th of May 2024 | 05/20/2024 |
13 | German American Bancorp sells insurance unit, amplifies deal trend | 06/04/2024 |
About German American 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 German or other stocks. Alpha measures the amount that position in German American Bancorp 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 | 0.0215 | 0.0246 | 0.0307 | 0.0295 | Price To Sales Ratio | 4.7 | 4.23 | 3.03 | 4.66 |
German American Upcoming Company Events
As portrayed in its financial statements, the presentation of German American's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, German American's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of German American's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of German American. Please utilize our Beneish M Score to check the likelihood of German American's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th 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 German American
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Additional Information and Resources on Investing in German Stock
When determining whether German American Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of German American's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of German American Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on German American Bancorp Stock:Check out German American Backtesting, German American Valuation, German American Correlation, German American Hype Analysis, German American Volatility, German American History and analyze German American Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
German American 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.