Capitol Federal Financial Stock Market Value
| CFFN Stock | USD 6.56 0.02 0.30% |
| Symbol | Capitol |
Capitol Federal 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 Capitol Federal. If investors know Capitol 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 Capitol Federal 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 0.167 | Dividend Share 0.34 | Earnings Share 0.29 | Revenue Per Share 1.278 | Quarterly Revenue Growth 0.11 |
The market value of Capitol Federal Financial is measured differently than its book value, which is the value of Capitol that is recorded on the company's balance sheet. Investors also form their own opinion of Capitol Federal's value that differs from its market value or its book value, called intrinsic value, which is Capitol Federal'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 Capitol Federal's market value can be influenced by many factors that don't directly affect Capitol Federal'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 Capitol Federal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capitol Federal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capitol Federal'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.
Capitol Federal '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 Capitol Federal'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 Capitol Federal.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Capitol Federal on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Capitol Federal Financial or generate 0.0% return on investment in Capitol Federal over 30 days. Capitol Federal is related to or competes with Independent Bank, BankFinancial, Business First, First Bancorp, Northfield Bancorp, Heritage Financial, and Heritage Commerce. Capitol Federal Financial, Inc. operates as the holding company for Capitol Federal Savings Bank that provides various r... More
Capitol Federal 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 Capitol Federal'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 Capitol Federal Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.0635 | |||
| Maximum Drawdown | 14.8 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 3.24 |
Capitol Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capitol Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capitol Federal's standard deviation. In reality, there are many statistical measures that can use Capitol Federal historical prices to predict the future Capitol Federal's volatility.| Risk Adjusted Performance | 0.093 | |||
| Jensen Alpha | 0.0446 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0901 | |||
| Treynor Ratio | 0.1386 |
Capitol Federal Financial Backtested Returns
Capitol Federal appears to be somewhat reliable, given 3 months investment horizon. Capitol Federal Financial secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Capitol Federal Financial, which you can use to evaluate the volatility of the firm. Please makes use of Capitol Federal's Mean Deviation of 1.48, downside deviation of 1.57, and Risk Adjusted Performance of 0.093 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Capitol Federal holds a performance score of 9. The firm shows a Beta (market volatility) of 1.84, 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, Capitol Federal will likely underperform. Please check Capitol Federal's sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Capitol Federal's price patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
Capitol Federal Financial has below average predictability. Overlapping area represents the amount of predictability between Capitol Federal time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Capitol Federal Financial price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Capitol Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Capitol Federal Financial lagged returns against current returns
Autocorrelation, which is Capitol Federal 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 Capitol Federal's stock expected returns. We can calculate the autocorrelation of Capitol Federal returns to help us make a trade decision. For example, suppose you find that Capitol Federal 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 |
Capitol Federal 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 Capitol Federal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capitol Federal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capitol Federal stock over time.
Current vs Lagged Prices |
| Timeline |
Capitol Federal Lagged Returns
When evaluating Capitol Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capitol Federal stock have on its future price. Capitol Federal 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, Capitol Federal autocorrelation shows the relationship between Capitol Federal stock current value and its past values and can show if there is a momentum factor associated with investing in Capitol Federal Financial.
Regressed Prices |
| Timeline |
Pair Trading with Capitol Federal
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Capitol Federal position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Capitol Federal will appreciate offsetting losses from the drop in the long position's value.Moving together with Capitol Stock
| 0.86 | AX | Axos Financial | PairCorr |
| 0.9 | BY | Byline Bancorp Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.88 | PB | Prosperity Bancshares Fiscal Year End 22nd of January 2025 | PairCorr |
Moving against Capitol Stock
| 0.77 | CFG-PE | Citizens Financial | PairCorr |
| 0.7 | TFC-PR | Truist Financial | PairCorr |
| 0.68 | TFC-PO | Truist Financial | PairCorr |
| 0.41 | WF | Woori Financial Group | PairCorr |
The ability to find closely correlated positions to Capitol Federal could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Capitol Federal when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Capitol Federal - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Capitol Federal Financial to buy it.
The correlation of Capitol Federal is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Capitol Federal moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Capitol Federal Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Capitol Federal can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Capitol Federal Correlation, Capitol Federal Volatility and Capitol Federal Alpha and Beta module to complement your research on Capitol Federal. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Capitol Federal 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.