Booz Allen Hamilton Stock Market Value
| BAH Stock | USD 144.39 1.57 1.08% |
| Symbol | Booz |
Booz Allen Hamilton Price To Book Ratio
Is Booz Allen's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Booz Allen. If investors know Booz will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Booz Allen listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 3.814 | Dividend Share 1.88 | Earnings Share 3.11 | Revenue Per Share 78.848 | Quarterly Revenue Growth 0.129 |
The market value of Booz Allen Hamilton is measured differently than its book value, which is the value of Booz that is recorded on the company's balance sheet. Investors also form their own opinion of Booz Allen's value that differs from its market value or its book value, called intrinsic value, which is Booz Allen's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Booz Allen's market value can be influenced by many factors that don't directly affect Booz Allen's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Booz Allen's value and its price as these two are different measures arrived at by different means. Investors typically determine if Booz Allen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Booz Allen's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Booz Allen 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Booz Allen's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Booz Allen.
| 11/26/2023 |
| 04/24/2024 |
If you would invest 0.00 in Booz Allen on November 26, 2023 and sell it all today you would earn a total of 0.00 from holding Booz Allen Hamilton or generate 0.0% return on investment in Booz Allen over 150 days. Booz Allen is related to or competes with Huron Consulting, CRA International, Forrester Research, Exponent, Resources Connection, TransUnion, and Equifax. Booz Allen Hamilton Holding Corporation provides management and technology consulting, analytics, engineering, digital s... More
Booz Allen Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Booz Allen's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Booz Allen Hamilton upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.0685 | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.89 |
Booz Allen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Booz Allen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Booz Allen's standard deviation. In reality, there are many statistical measures that can use Booz Allen historical prices to predict the future Booz Allen's volatility.| Risk Adjusted Performance | 0.0802 | |||
| Jensen Alpha | 0.1371 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.1256 | |||
| Treynor Ratio | 0.2301 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Booz Allen's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Booz Allen Hamilton Backtested Returns
Booz Allen appears to be very steady, given 3 months investment horizon. Booz Allen Hamilton secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Booz Allen Hamilton, which you can use to evaluate the volatility of the firm. Please makes use of Booz Allen's Downside Deviation of 1.06, risk adjusted performance of 0.0802, and Mean Deviation of 0.9531 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Booz Allen holds a performance score of 8. The firm shows a Beta (market volatility) of 0.95, which signifies possible diversification benefits within a given portfolio. Booz Allen returns are very sensitive to returns on the market. As the market goes up or down, Booz Allen is expected to follow. Please check Booz Allen's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Booz Allen's price patterns will revert.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Booz Allen Hamilton has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Booz Allen time series from 26th of November 2023 to 9th of February 2024 and 9th of February 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Booz Allen Hamilton price movement. The serial correlation of -0.71 indicates that around 71.0% of current Booz Allen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 5.03 |
Booz Allen Hamilton lagged returns against current returns
Autocorrelation, which is Booz Allen stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Booz Allen's stock expected returns. We can calculate the autocorrelation of Booz Allen returns to help us make a trade decision. For example, suppose you find that Booz Allen has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Booz Allen regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Booz Allen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Booz Allen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Booz Allen stock over time.
Current vs Lagged Prices |
| Timeline |
Booz Allen Lagged Returns
When evaluating Booz Allen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Booz Allen stock have on its future price. Booz Allen autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Booz Allen autocorrelation shows the relationship between Booz Allen stock current value and its past values and can show if there is a momentum factor associated with investing in Booz Allen Hamilton.
Regressed Prices |
| Timeline |
Pair Trading with Booz Allen
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Booz Allen position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Booz Allen will appreciate offsetting losses from the drop in the long position's value.Moving against Booz Stock
| 0.64 | BB | BlackBerry Financial Report 26th of June 2024 | PairCorr |
| 0.55 | FUBO | FubotvInc Financial Report 3rd of May 2024 | PairCorr |
The ability to find closely correlated positions to Booz Allen could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Booz Allen when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Booz Allen - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Booz Allen Hamilton to buy it.
The correlation of Booz Allen is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Booz Allen moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Booz Allen Hamilton moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Booz Allen can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Booz Allen Correlation, Booz Allen Volatility and Booz Allen Alpha and Beta module to complement your research on Booz Allen. Note that the Booz Allen Hamilton information on this page should be used as a complementary analysis to other Booz Allen'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 the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Booz Stock analysis
When running Booz Allen's price analysis, check to measure Booz Allen'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 Booz Allen is operating at the current time. Most of Booz Allen's value examination focuses on studying past and present price action to predict the probability of Booz Allen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Booz Allen's price. Additionally, you may evaluate how the addition of Booz Allen to your portfolios can decrease your overall portfolio volatility.
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Booz Allen 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.