Farmers National Banc Stock Alpha and Beta Analysis
| FMNB Stock | USD 15.65 0.04 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Farmers National Banc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Farmers National over a specified time horizon. Remember, high Farmers National'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 Farmers National's market risk premium analysis include:
Beta 2.24 | Alpha (0.22) | Risk 2.46 | Sharpe Ratio 0.0327 | Expected Return 0.0804 |
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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.
Farmers |
Farmers National Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Farmers National market risk premium is the additional return an investor will receive from holding Farmers National 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 Farmers National. 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 Farmers National's performance over market.| α | -0.22 | β | 2.24 |
Farmers National 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 Farmers National's Buy-and-hold return. Our buy-and-hold chart shows how Farmers National performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Farmers National Market Price Analysis
Market price analysis indicators help investors to evaluate how Farmers National stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Farmers National shares will generate the highest return on investment. By understating and applying Farmers National stock market price indicators, traders can identify Farmers National position entry and exit signals to maximize returns.
Farmers National Return and Market Media
The median price of Farmers National for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 15.01 with a coefficient of variation of 4.03. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 14.91, and mean deviation of 0.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1799 shares by Timothy Shaffer of Farmers National at 15.0 subject to Rule 16b-3 | 09/05/2024 |
| Farmers National dividend paid on 30th of September 2024 | 09/30/2024 |
2 | You Can Win Against China If... Key Remarks Made By Donald Trump About China | 11/06/2024 |
3 | Federal Court Dismisses Claims Brought by Farmers Insurance Against Care For, P.A. and Other Prominent Medical Providers | 11/12/2024 |
4 | Farmers represent everything the modern metropolitan Left hates | 11/20/2024 |
5 | Environment Secretary says he has heard anguish of countryside after protests | 11/21/2024 |
6 | How many vendors are at the Downtown Winter Farmers Market Heres when it starts | 11/22/2024 |
7 | Farmers Edge Launches Managed Technology Services to Solve Most Pressing Digital Challenges for Large-Scale Agribusinesses and Crop Insurers | 11/25/2024 |
8 | Farmers National declares 0.17 dividend | 11/26/2024 |
9 | New bill seeks multi-million dollar fines for supermarkets that flout code of conduct with suppliers | 11/27/2024 |
About Farmers National 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 Farmers or other stocks. Alpha measures the amount that position in Farmers National Banc 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 | 0.026 | 0.046 | 0.0472 | 0.0427 | Price To Sales Ratio | 3.83 | 3.01 | 3.16 | 3.0 |
Farmers National Upcoming Company Events
As portrayed in its financial statements, the presentation of Farmers National's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Farmers National's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Farmers National's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Farmers National. Please utilize our Beneish M Score to check the likelihood of Farmers National's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd 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 Farmers National
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Align your risk with return expectations
Check out Farmers National Backtesting, Farmers National Valuation, Farmers National Correlation, Farmers National Hype Analysis, Farmers National Volatility, Farmers National History and analyze Farmers National Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Farmers National 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.