Bankfinancial Stock Alpha and Beta Analysis
| BFIN Stock | USD 13.68 0.19 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BankFinancial. It also helps investors analyze the systematic and unsystematic risks associated with investing in BankFinancial over a specified time horizon. Remember, high BankFinancial'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 BankFinancial's market risk premium analysis include:
Beta 0.47 | Alpha 0.21 | Risk 1.88 | Sharpe Ratio 0.17 | Expected Return 0.32 |
Enterprise Value |
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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.
BankFinancial |
BankFinancial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BankFinancial market risk premium is the additional return an investor will receive from holding BankFinancial 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 BankFinancial. 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 BankFinancial's performance over market.| α | 0.21 | β | 0.47 |
BankFinancial 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 BankFinancial's Buy-and-hold return. Our buy-and-hold chart shows how BankFinancial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BankFinancial Market Price Analysis
Market price analysis indicators help investors to evaluate how BankFinancial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BankFinancial shares will generate the highest return on investment. By understating and applying BankFinancial stock market price indicators, traders can identify BankFinancial position entry and exit signals to maximize returns.
BankFinancial Return and Market Media
The median price of BankFinancial for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 12.0 with a coefficient of variation of 4.54. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 12.05, and mean deviation of 0.4. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by James Brennan of BankFinancial at 16.75 subject to Rule 16b-3 | 09/16/2024 |
2 | BankFinancial Corp Trading Down 3.24 percent on Oct 24 | 10/24/2024 |
3 | Provident Financial Surpasses Q1 Earnings Estimates | 10/28/2024 |
4 | BankFinancial Q3 Earnings Snapshot | 11/06/2024 |
5 | BankFinancial Third Quarter 2024 Earnings Misses Expectations | 11/07/2024 |
| BankFinancial dividend paid on 29th of November 2024 | 11/29/2024 |
About BankFinancial 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 BankFinancial or other stocks. Alpha measures the amount that position in BankFinancial 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 | 0.0375 | 0.038 | 0.039 | 0.0198 | Price To Sales Ratio | 3.03 | 2.42 | 2.32 | 2.2 |
BankFinancial Upcoming Company Events
As portrayed in its financial statements, the presentation of BankFinancial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BankFinancial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BankFinancial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BankFinancial. Please utilize our Beneish M Score to check the likelihood of BankFinancial's management manipulating its earnings.
| 26th of January 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with BankFinancial
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 BankFinancial Backtesting, BankFinancial Valuation, BankFinancial Correlation, BankFinancial Hype Analysis, BankFinancial Volatility, BankFinancial History and analyze BankFinancial Performance. To learn how to invest in BankFinancial Stock, please use our How to Invest in BankFinancial guide.You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
BankFinancial 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.