Bank First National Stock Alpha and Beta Analysis
| BFC Stock | USD 106.28 0.76 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank First National. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank First over a specified time horizon. Remember, high Bank First'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 Bank First's market risk premium analysis include:
Beta 2.47 | Alpha (0.07) | Risk 2.56 | Sharpe Ratio 0.1 | Expected Return 0.26 |
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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Bank First Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank First market risk premium is the additional return an investor will receive from holding Bank First 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 Bank First. 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 Bank First's performance over market.| α | -0.07 | β | 2.47 |
Bank First 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 Bank First's Buy-and-hold return. Our buy-and-hold chart shows how Bank First performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank First Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank First stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank First shares will generate the highest return on investment. By understating and applying Bank First stock market price indicators, traders can identify Bank First position entry and exit signals to maximize returns.
Bank First Return and Market Media
The median price of Bank First for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 92.03 with a coefficient of variation of 6.72. The daily time series for the period is distributed with a sample standard deviation of 6.29, arithmetic mean of 93.65, and mean deviation of 4.85. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Michael Molepske of Bank First at 80.25 subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Michael Molepske of 4374 shares of Bank First at 80.17 subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of tradable shares by Johnson Stephen E of Bank First subject to Rule 16b-3 | 10/02/2024 |
| Bank First dividend paid on 9th of October 2024 | 10/09/2024 |
4 | Bank First Announces Net Income for the Third Quarter of 2024 | 10/15/2024 |
5 | Bank First Third Quarter 2024 Earnings Beats Expectations | 10/17/2024 |
6 | Simmons Bank Cuts Stock Holdings in Simmons First National Co. - MarketBeat | 11/13/2024 |
7 | Acquisition by Gregorski Robert D. of 646 shares of Bank First at 69.73 subject to Rule 16b-3 | 11/15/2024 |
8 | Disposition of 2078 shares by Michael Molepske of Bank First at 71.04 subject to Rule 16b-3 | 11/25/2024 |
About Bank First 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 Bank or other stocks. Alpha measures the amount that position in Bank First National 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.
Bank First Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank First's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank First's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank First's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank First. Please utilize our Beneish M Score to check the likelihood of Bank First's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 21st of January 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 Bank First Backtesting, Bank First Valuation, Bank First Correlation, Bank First Hype Analysis, Bank First Volatility, Bank First History and analyze Bank First Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Bank First 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.