Bok Financial Stock Market Value
| BOKF Stock | USD 119.67 2.14 1.82% |
| Symbol | BOK |
BOK Financial Price To Book Ratio
Is Regional Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BOK Financial. If investors know BOK will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BOK Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.071 | Dividend Share 2.22 | Earnings Share 7.29 | Revenue Per Share 31.298 | Quarterly Revenue Growth 0.045 |
The market value of BOK Financial is measured differently than its book value, which is the value of BOK that is recorded on the company's balance sheet. Investors also form their own opinion of BOK Financial's value that differs from its market value or its book value, called intrinsic value, which is BOK Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BOK Financial's market value can be influenced by many factors that don't directly affect BOK Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BOK Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if BOK Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BOK Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BOK Financial 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to BOK Financial's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of BOK Financial.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in BOK Financial on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding BOK Financial or generate 0.0% return on investment in BOK Financial over 30 days. BOK Financial is related to or competes with First Financial, Auburn National, Great Southern, First Guaranty, BancFirst, Glacier Bancorp, and First Financial. BOK Financial Corporation operates as the financial holding company for BOKF, NA that provides various financial product... More
BOK Financial Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure BOK Financial's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess BOK Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.0595 | |||
| Maximum Drawdown | 15.5 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.7 |
BOK Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BOK Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BOK Financial's standard deviation. In reality, there are many statistical measures that can use BOK Financial historical prices to predict the future BOK Financial's volatility.| Risk Adjusted Performance | 0.1002 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0725 | |||
| Treynor Ratio | 0.1193 |
BOK Financial Backtested Returns
BOK Financial appears to be very steady, given 3 months investment horizon. BOK Financial secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for BOK Financial, which you can use to evaluate the volatility of the firm. Please makes use of BOK Financial's Risk Adjusted Performance of 0.1002, mean deviation of 1.42, and Semi Deviation of 1.39 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BOK Financial holds a performance score of 9. The firm shows a Beta (market volatility) of 2.05, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BOK Financial will likely underperform. Please check BOK Financial's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether BOK Financial's price patterns will revert.
Auto-correlation | 0.49 |
Average predictability
BOK Financial has average predictability. Overlapping area represents the amount of predictability between BOK Financial time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BOK Financial price movement. The serial correlation of 0.49 indicates that about 49.0% of current BOK Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 2.51 |
BOK Financial lagged returns against current returns
Autocorrelation, which is BOK Financial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting BOK Financial's stock expected returns. We can calculate the autocorrelation of BOK Financial returns to help us make a trade decision. For example, suppose you find that BOK Financial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
BOK Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If BOK Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BOK Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BOK Financial stock over time.
Current vs Lagged Prices |
| Timeline |
BOK Financial Lagged Returns
When evaluating BOK Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BOK Financial stock have on its future price. BOK Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, BOK Financial autocorrelation shows the relationship between BOK Financial stock current value and its past values and can show if there is a momentum factor associated with investing in BOK Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether BOK Financial is a strong investment it is important to analyze BOK Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BOK Financial's future performance. For an informed investment choice regarding BOK Stock, refer to the following important reports:Check out BOK Financial Correlation, BOK Financial Volatility and BOK Financial Alpha and Beta module to complement your research on BOK Financial. 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 Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
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.