Bancfirst Stock Alpha and Beta Analysis

BANF
 Stock
  

USD 95.41  0.33  0.34%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bancfirst Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bancfirst Corp over a specified time horizon. Remember, high Bancfirst Corp'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.
Continue to Bancfirst Corp Backtesting, Bancfirst Corp Valuation, Bancfirst Corp Correlation, Bancfirst Corp Hype Analysis, Bancfirst Corp Volatility, Bancfirst Corp History and analyze Bancfirst Corp Performance.
  
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Please note that although Bancfirst Corp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Bancfirst Corp did 0.31  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Bancfirst Corp stock's relative risk over its benchmark. Bancfirst Corp has a beta of 0.55  . Let's try to break down what Bancfirst's beta means in this case. As returns on the market increase, Bancfirst Corp returns are expected to increase less than the market. However, during the bear market, the loss on holding Bancfirst Corp will be expected to be smaller as well.
The current year Price to Book Value is expected to grow to 2.02, whereas Book Value per Share is forecasted to decline to 32.93.
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.

Bancfirst Corp Quarterly Book Value per Share

35.789

Share

Bancfirst Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bancfirst Corp market risk premium is the additional return an investor will receive from holding Bancfirst Corp 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 Bancfirst Corp. 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 Bancfirst Corp's performance over market.
α0.31   β0.55
90 days against DJI

Bancfirst Corp 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 Bancfirst Corp's Buy-and-hold return. Our buy-and-hold chart shows how Bancfirst Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Bancfirst Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how Bancfirst Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bancfirst Corp shares will generate the highest return on investment. By understating and applying Bancfirst Corp stock market price indicators, traders can identify Bancfirst Corp position entry and exit signals to maximize returns.

Bancfirst Corp Return and Market Media

The median price of Bancfirst Corp for the period between Fri, Apr 1, 2022 and Thu, Jun 30, 2022 is 84.41 with a coefficient of variation of 5.86. The daily time series for the period is distributed with a sample standard deviation of 5.09, arithmetic mean of 86.86, and mean deviation of 4.5. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
BancFirst Expected to Beat Earnings Estimates Should You Buy...04/14/2022
2
EPS Reported04/21/2022
3
Bancfirst Corp exotic insider transaction detected05/10/2022
4
Sale by Bf Bank Partners Lp of 90438 shares of Bancfirst Cor...05/12/2022
5
Sale by Bf Bank Partners Lp of 7080 shares of Bancfirst Corp05/17/2022
6
Regulation05/26/2022
7
BancFirst Co. Expected to Announce Quarterly Sales of 122.40...05/31/2022
8
Bancfirst Corp exotic insider transaction detected06/02/2022
9
Bancfirst Corp exotic insider transaction detected06/07/2022
10
Unclassified Event06/09/2022
11
Bancfirst Corp exotic insider transaction detected06/14/2022
12
BancFirst Corporation Stock Price Today, Quote News - Seekin...06/17/2022
13
Acquisition by Scott Copeland of 10000 shares of Bancfirst C...06/21/2022
14
OGE Energys healthy, predictable community growth and strong...06/28/2022

About Bancfirst Corp 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Bancfirst Corp 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.
 2019 2020 2021 2022 (projected)
PPandE Turnover2.491.981.872.39
Calculated Tax Rate20.4519.3719.5627.4

Bancfirst Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Bancfirst Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bancfirst Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bancfirst Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bancfirst Corp. Please utilize our Beneish M Score to check the likelihood of Bancfirst Corp's management manipulating its earnings.
Upcoming Quarterly Report20th of January 2022
Next Financial Report21st of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End20th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Bancfirst Corp Backtesting, Bancfirst Corp Valuation, Bancfirst Corp Correlation, Bancfirst Corp Hype Analysis, Bancfirst Corp Volatility, Bancfirst Corp History and analyze Bancfirst Corp Performance. Note that the Bancfirst Corp information on this page should be used as a complementary analysis to other Bancfirst Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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Bancfirst Corp 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.
A focus of Bancfirst Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Bancfirst Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...