Bok Financial Stock Alpha and Beta Analysis
| BOKF Stock | USD 117.53 1.88 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BOK Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in BOK Financial over a specified time horizon. Remember, high BOK 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 BOK Financial's market risk premium analysis include:
Beta 2.05 | Alpha (0) | Risk 2.06 | Sharpe Ratio 0.11 | Expected Return 0.24 |
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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.
BOK |
BOK Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BOK Financial market risk premium is the additional return an investor will receive from holding BOK 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 BOK 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 BOK Financial's performance over market.| α | -0.003 | β | 2.05 |
BOK 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 BOK Financial's Buy-and-hold return. Our buy-and-hold chart shows how BOK Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BOK Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how BOK 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 BOK Financial shares will generate the highest return on investment. By understating and applying BOK Financial stock market price indicators, traders can identify BOK Financial position entry and exit signals to maximize returns.
BOK Financial Return and Market Media
The median price of BOK Financial for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 104.91 with a coefficient of variation of 4.85. The daily time series for the period is distributed with a sample standard deviation of 5.18, arithmetic mean of 106.85, and mean deviation of 4.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| BOK Financial dividend paid on 30th of August 2024 | 08/30/2024 |
1 | BOK Financial names new regional leader, succeeding Maun | 09/09/2024 |
2 | Disposition of 1000 shares by Joullian Edward C Iv of BOK Financial subject to Rule 16b-3 | 09/18/2024 |
3 | Acquisition by Turpen Michael C. of tradable shares of BOK Financial at 85.89 subject to Rule 16b-3 | 09/25/2024 |
4 | Oil gains 4 percent on supply disruption worries following Biden comments on Israel-Iran tensions | 10/03/2024 |
5 | BOK Financial Q3 Earnings How Key Metrics Compare to Wall Street Estimates | 10/21/2024 |
6 | BOK Financial Third Quarter 2024 Earnings Beats Expectations | 10/23/2024 |
7 | Bond market sniffing out Trump win contributes to 10-year yield visiting 3-month high | 10/24/2024 |
8 | Disposition of 1249 shares by Marc Maun of BOK Financial subject to Rule 16b-3 | 10/25/2024 |
9 | Oil prices jump on report Iran may be preparing attack against Israel | 11/01/2024 |
10 | Oil jumps nearly 3 percent as OPEC delays adding supply to market | 11/04/2024 |
11 | BOK Financial Sets New 1-Year High Whats Next | 11/06/2024 |
12 | Royce Associates LP Has 5.88 Million Stock Holdings in BOK Financial Co. - MarketBeat | 11/18/2024 |
About BOK 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 BOK or other stocks. Alpha measures the amount that position in BOK 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 | 0.0199 | 0.0206 | 0.0253 | 0.0131 | Price To Sales Ratio | 3.95 | 3.84 | 2.81 | 2.4 |
BOK Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of BOK Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BOK Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BOK Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BOK Financial. Please utilize our Beneish M Score to check the likelihood of BOK Financial'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 BOK 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 BOK Financial Backtesting, BOK Financial Valuation, BOK Financial Correlation, BOK Financial Hype Analysis, BOK Financial Volatility, BOK Financial History and analyze BOK Financial Performance. For more detail on how to invest in BOK Stock please use our How to Invest in BOK Financial guide.You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
BOK 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.