Home Bancshares Stock Alpha and Beta Analysis
| HOMB Stock | USD 22.84 0.09 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Home BancShares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Home BancShares over a specified time horizon. Remember, high Home BancShares' 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 Home BancShares' market risk premium analysis include:
Beta 1.65 | Alpha (0.18) | Risk 1.74 | Sharpe Ratio 0.005 | Expected Return 0.0087 |
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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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Home BancShares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Home BancShares market risk premium is the additional return an investor will receive from holding Home BancShares 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 Home BancShares. 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 Home BancShares' performance over market.| α | -0.18 | β | 1.65 |
Home BancShares 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 Home BancShares' Buy-and-hold return. Our buy-and-hold chart shows how Home BancShares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Home BancShares Market Price Analysis
Market price analysis indicators help investors to evaluate how Home BancShares stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Home BancShares shares will generate the highest return on investment. By understating and applying Home BancShares stock market price indicators, traders can identify Home BancShares position entry and exit signals to maximize returns.
Home BancShares Return and Market Media
The median price of Home BancShares for the period between Tue, Jan 16, 2024 and Mon, Apr 15, 2024 is 23.63 with a coefficient of variation of 2.24. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 23.65, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Home BancShares Tops Q4 Earnings and Revenue Estimates | 01/18/2024 |
2 | Bona fide gift to Donna Townsell of 1500 shares of Home BancShares subject to Section 16 | 01/23/2024 |
3 | With 67 percent ownership, Home Bancshares, Inc. boasts of strong institutional backing | 03/05/2024 |
| Home BancShares dividend paid on 6th of March 2024 | 03/06/2024 |
4 | Disposition of 77271 shares by Donna Townsell of Home BancShares at 23.89 subject to Rule 16b-3 | 03/08/2024 |
5 | Creative Planning Sells 71,817 Shares of Home Bancshares, Inc. - MarketBeat | 03/12/2024 |
6 | Wellington Management Group LLP Acquires 38568 Shares of Home Bancshares, Inc. - Defense World | 03/20/2024 |
7 | Disposition of 22729 shares by Donna Townsell of Home BancShares at 23.76 subject to Rule 16b-3 | 03/21/2024 |
8 | Home BancShares Reports Next Week Wall Street Expects Earnings Growth - Yahoo Lifestyle UK | 03/28/2024 |
9 | Home Bancshares, Inc. Short Interest Update - MarketBeat | 04/02/2024 |
10 | Sowell Financial Services LLC Reduces Stake in Home Bancshares, Inc. - Defense World | 04/08/2024 |
11 | Fifth Third Bancorp Has 55000 Position in Home Bancshares, Inc. - Defense World | 04/11/2024 |
About Home BancShares 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 Home or other stocks. Alpha measures the amount that position in Home BancShares 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 | 2023 | 2024 (projected) | Dividend Yield | 0.023 | 0.0284 | 0.0298 | Price To Sales Ratio | 5.72 | 3.82 | 6.3 |
Home BancShares Upcoming Company Events
As portrayed in its financial statements, the presentation of Home BancShares' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Home BancShares' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Home BancShares' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Home BancShares. Please utilize our Beneish M Score to check the likelihood of Home BancShares' management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 16th 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 Home BancShares
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 Home BancShares Backtesting, Home BancShares Valuation, Home BancShares Correlation, Home BancShares Hype Analysis, Home BancShares Volatility, Home BancShares History and analyze Home BancShares Performance. For information on how to trade Home Stock refer to our How to Trade Home Stock guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Home Stock analysis
When running Home BancShares' price analysis, check to measure Home BancShares' 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 Home BancShares is operating at the current time. Most of Home BancShares' value examination focuses on studying past and present price action to predict the probability of Home BancShares' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Home BancShares' price. Additionally, you may evaluate how the addition of Home BancShares to your portfolios can decrease your overall portfolio volatility.
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Home BancShares 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.