Hometrust Bancshares Stock Alpha and Beta Analysis
HTBI Stock | USD 23.95 0.12 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HomeTrust Bancshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in HomeTrust Bancshares over a specified time horizon. Remember, high HomeTrust 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 HomeTrust Bancshares' market risk premium analysis include:
Beta 1.65 | Alpha (0.22) | Risk 2.13 | Sharpe Ratio (0.06) | Expected Return (0.12) |
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.
HomeTrust |
HomeTrust Bancshares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HomeTrust Bancshares market risk premium is the additional return an investor will receive from holding HomeTrust 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 HomeTrust 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 HomeTrust Bancshares' performance over market.α | -0.22 | β | 1.65 |
HomeTrust 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 HomeTrust Bancshares' Buy-and-hold return. Our buy-and-hold chart shows how HomeTrust Bancshares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HomeTrust Bancshares Market Price Analysis
Market price analysis indicators help investors to evaluate how HomeTrust 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 HomeTrust Bancshares shares will generate the highest return on investment. By understating and applying HomeTrust Bancshares stock market price indicators, traders can identify HomeTrust Bancshares position entry and exit signals to maximize returns.
HomeTrust Bancshares Return and Market Media
The median price of HomeTrust Bancshares for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 25.92 with a coefficient of variation of 3.83. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 25.98, and mean deviation of 0.68. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | HomeTrust Bancshares Inc Reports Mixed Quarterly Results Amid Strategic Changes | 01/24/2024 |
2 | HomeTrust Bancshares Dividend Will Be 0.11 | 01/30/2024 |
3 | HomeTrust Bancshares, Inc. Sees Significant Increase in Short Interest - MarketBeat | 02/12/2024 |
4 | Acquisition by Hunter Westbrook of 4465 shares of HomeTrust Bancshares subject to Rule 16b-3 | 02/13/2024 |
5 | HomeTrust Bancshares Ties Executive Pay to Performance - TipRanks.com - TipRanks | 02/20/2024 |
HomeTrust Bancshares dividend paid on 29th of February 2024 | 02/29/2024 |
6 | HomeTrust Bancshares, Inc. Sees Large Increase in Short Interest - MarketBeat | 03/05/2024 |
7 | Acquisition by Marty Caywood of 1504 shares of HomeTrust Bancshares subject to Rule 16b-3 | 03/11/2024 |
8 | HomeTrust Bancshares, Inc. Short Interest Up 11.8 percent in March - Defense World | 04/03/2024 |
9 | Why HomeTrust Bancshares Might be Well Poised for a Surge - Yahoo Movies UK | 04/12/2024 |
About HomeTrust 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 HomeTrust or other stocks. Alpha measures the amount that position in HomeTrust 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0141 | 0.0179 | 0.0161 | 0.0108 | Price To Sales Ratio | 2.59 | 1.87 | 2.15 | 4.02 |
HomeTrust Bancshares Upcoming Company Events
As portrayed in its financial statements, the presentation of HomeTrust Bancshares' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HomeTrust Bancshares' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HomeTrust Bancshares' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HomeTrust Bancshares. Please utilize our Beneish M Score to check the likelihood of HomeTrust Bancshares' management manipulating its earnings.
24th of April 2024 Upcoming Quarterly Report | View | |
24th of July 2024 Next Financial Report | View | |
31st of March 2024 Next Fiscal Quarter End | View | |
24th of July 2024 Next Fiscal Year End | View | |
31st of December 2023 Last Quarter Report | View | |
30th of June 2023 Last Financial Announcement | View |
Build Portfolio with HomeTrust 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 HomeTrust Bancshares Backtesting, HomeTrust Bancshares Valuation, HomeTrust Bancshares Correlation, HomeTrust Bancshares Hype Analysis, HomeTrust Bancshares Volatility, HomeTrust Bancshares History and analyze HomeTrust Bancshares Performance. For more detail on how to invest in HomeTrust Stock please use our How to Invest in HomeTrust Bancshares guide.Note that the HomeTrust Bancshares information on this page should be used as a complementary analysis to other HomeTrust Bancshares' 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 the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for HomeTrust Stock analysis
When running HomeTrust Bancshares' price analysis, check to measure HomeTrust 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 HomeTrust Bancshares is operating at the current time. Most of HomeTrust Bancshares' value examination focuses on studying past and present price action to predict the probability of HomeTrust Bancshares' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HomeTrust Bancshares' price. Additionally, you may evaluate how the addition of HomeTrust Bancshares to your portfolios can decrease your overall portfolio volatility.
Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
Fundamental Analysis View fundamental data based on most recent published financial statements | |
Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
Global Correlations Find global opportunities by holding instruments from different markets | |
Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |
HomeTrust 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.