Bank Of Hawaii Stock Alpha and Beta Analysis
| BOH Stock | USD 80.28 2.33 2.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of Hawaii. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Hawaii over a specified time horizon. Remember, high Bank of Hawaii'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 of Hawaii's market risk premium analysis include:
Beta 1.87 | Alpha 0.15 | Risk 2.21 | Sharpe Ratio 0.14 | Expected Return 0.31 |
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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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Bank of Hawaii Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Hawaii market risk premium is the additional return an investor will receive from holding Bank of Hawaii 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 of Hawaii. 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 of Hawaii's performance over market.| α | 0.15 | β | 1.87 |
Bank of Hawaii 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 of Hawaii's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Hawaii performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of Hawaii Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of Hawaii 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 of Hawaii shares will generate the highest return on investment. By understating and applying Bank of Hawaii stock market price indicators, traders can identify Bank of Hawaii position entry and exit signals to maximize returns.
Bank of Hawaii Return and Market Media
The median price of Bank of Hawaii for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 65.39 with a coefficient of variation of 8.81. The daily time series for the period is distributed with a sample standard deviation of 5.97, arithmetic mean of 67.73, and mean deviation of 5.07. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 543 shares by Mary Sellers of Bank of Hawaii at 61.73 subject to Rule 16b-3 | 08/30/2024 |
2 | Implied Volatility Surging for Bank of Hawaii Stock Options | 09/05/2024 |
3 | Acquisition by Apoliona Haunani S of 402 shares of Bank of Hawaii subject to Rule 16b-3 | 09/10/2024 |
4 | Acquisition by Alicia Moy of 4200 shares of Bank of Hawaii at 47.9 subject to Rule 16b-3 | 09/13/2024 |
| Bank of Hawaii dividend paid on 16th of September 2024 | 09/16/2024 |
5 | Disposition of 1332 shares by Jeanne Dressel of Bank of Hawaii subject to Rule 16b-3 | 10/02/2024 |
6 | Bank of Hawaii Corporation Conference Call to Discuss Third Quarter 2024 Financial Results and Board Declares Quarterly Preferred Stock Dividends | 10/04/2024 |
7 | Bank of Hawaii Corporation Third Quarter 2024 Financial Results | 10/28/2024 |
8 | Earnings call Bank of Hawaii highlights growth in Q3 2024 earnings | 10/29/2024 |
9 | Bank of Hawaii vice chair sells 97,925 in stock | 10/30/2024 |
10 | Insider Trading | 11/01/2024 |
11 | Bank of Hawaii Sets New 1-Year High Heres Why | 11/06/2024 |
12 | Disposition of 2000 shares by Kent Lucien of Bank of Hawaii at 80.1 subject to Rule 16b-3 | 11/13/2024 |
13 | Bank of Hawaii Q4 EPS Estimate Decreased by Zacks Research - MarketBeat | 11/20/2024 |
About Bank of Hawaii 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 of Hawaii 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 | 2024 (projected) | Dividend Yield | 0.034 | 0.0392 | 0.0254 | Price To Sales Ratio | 4.99 | 4.4 | 2.85 |
Bank of Hawaii Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank of Hawaii's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank of Hawaii's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank of Hawaii's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank of Hawaii. Please utilize our Beneish M Score to check the likelihood of Bank of Hawaii's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th 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 Bank of Hawaii
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 Bank of Hawaii Backtesting, Bank of Hawaii Valuation, Bank of Hawaii Correlation, Bank of Hawaii Hype Analysis, Bank of Hawaii Volatility, Bank of Hawaii History and analyze Bank of Hawaii Performance. For more detail on how to invest in Bank Stock please use our How to Invest in Bank of Hawaii guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Bank of Hawaii 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.