Homestreet Stock Alpha and Beta Analysis
| HMST Stock | USD 12.17 0.24 2.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HomeStreet. It also helps investors analyze the systematic and unsystematic risks associated with investing in HomeStreet over a specified time horizon. Remember, high HomeStreet'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 HomeStreet's market risk premium analysis include:
Beta 2.43 | Alpha (0.52) | Risk 5.17 | Sharpe Ratio (0.03) | Expected Return (0.17) |
Enterprise Value |
|
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.
HomeStreet |
HomeStreet Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HomeStreet market risk premium is the additional return an investor will receive from holding HomeStreet 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 HomeStreet. 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 HomeStreet's performance over market.| α | -0.52 | β | 2.43 |
HomeStreet 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 HomeStreet's Buy-and-hold return. Our buy-and-hold chart shows how HomeStreet performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HomeStreet Market Price Analysis
Market price analysis indicators help investors to evaluate how HomeStreet stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HomeStreet shares will generate the highest return on investment. By understating and applying HomeStreet stock market price indicators, traders can identify HomeStreet position entry and exit signals to maximize returns.
HomeStreet Return and Market Media
The median price of HomeStreet for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 14.71 with a coefficient of variation of 15.29. The daily time series for the period is distributed with a sample standard deviation of 2.07, arithmetic mean of 13.57, and mean deviation of 1.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | HomeStreet Inc Reports Q3 2024 Net Loss of 7.3 Million, EPS of -0.39, Missing Estimates | 10/29/2024 |
2 | Denver bank co. asked by regulators to withdraw major merger application | 10/31/2024 |
3 | HomeStreet readies backup plan after regulators block deal | 11/01/2024 |
4 | FirstSuns HomeStreet deal is off. What happens now | 11/19/2024 |
5 | Disposition of 8000 shares by Michel John of HomeStreet at 11.26 subject to Rule 16b-3 | 11/21/2024 |
6 | HomeStreet EVP Godfrey B. Evans sells 53,547 in stock | 11/26/2024 |
7 | Insider Sell Alert Godfrey Evans Sells Shares of HomeStreet Inc | 11/27/2024 |
About HomeStreet 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 HomeStreet or other stocks. Alpha measures the amount that position in HomeStreet 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 | 0.0196 | 0.0514 | 0.0637 | 0.0668 | Price To Sales Ratio | 3.4 | 2.05 | 1.08 | 1.28 |
HomeStreet Upcoming Company Events
As portrayed in its financial statements, the presentation of HomeStreet's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HomeStreet's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HomeStreet's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HomeStreet. Please utilize our Beneish M Score to check the likelihood of HomeStreet's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th 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 HomeStreet
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
Additional Tools for HomeStreet Stock Analysis
When running HomeStreet's price analysis, check to measure HomeStreet's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy HomeStreet is operating at the current time. Most of HomeStreet's value examination focuses on studying past and present price action to predict the probability of HomeStreet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HomeStreet's price. Additionally, you may evaluate how the addition of HomeStreet to your portfolios can decrease your overall portfolio volatility.