Capitol Federal Financial Stock Beta
| CFFN Stock | USD 6.68 0.10 1.47% |
Capitol Federal Financial fundamentals help investors to digest information that contributes to Capitol Federal's financial success or failures. It also enables traders to predict the movement of Capitol Stock. The fundamental analysis module provides a way to measure Capitol Federal's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Capitol Federal stock.
Capitol | Beta |
Capitol Federal Financial Company Beta Analysis
Capitol Federal's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Capitol Federal Beta | 0.45 |
Most of Capitol Federal's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Capitol Federal Financial is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Capitol Beta Driver Correlations
Understanding the fundamental principles of building solid financial models for Capitol Federal is extremely important. It helps to project a fair market value of Capitol Stock properly, considering its historical fundamentals such as Beta. Since Capitol Federal's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Capitol Federal's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Capitol Federal's interrelated accounts and indicators.
Click cells to compare fundamentals
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Capitol Federal Financial has a Beta of 0.451. This is 45.0% lower than that of the Banks sector and significantly higher than that of the Financials industry. The beta for all United States stocks is notably lower than that of the firm.
Capitol Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Capitol Federal's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Capitol Federal could also be used in its relative valuation, which is a method of valuing Capitol Federal by comparing valuation metrics of similar companies.Capitol Federal is currently under evaluation in beta category among its peers.
Capitol Federal Current Valuation Drivers
We derive many important indicators used in calculating different scores of Capitol Federal from analyzing Capitol Federal's financial statements. These drivers represent accounts that assess Capitol Federal's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Capitol Federal's important valuation drivers and their relationship over time.
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024 (projected) | ||
| Market Cap | 1.3B | 1.6B | 1.1B | 637.1M | 758.4M | 720.5M | |
| Enterprise Value | 2.9B | 3.1B | 3.2B | 3.3B | 2.9B | 4.6B |
Capitol Federal ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Capitol Federal's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Capitol Federal's managers, analysts, and investors.Environmental | Governance | Social |
Capitol Federal Institutional Holders
Institutional Holdings refers to the ownership stake in Capitol Federal that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Capitol Federal's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Capitol Federal's value.| Shares | Charles Schwab Investment Management Inc | 2024-09-30 | 1.7 M | Aqr Capital Management Llc | 2024-06-30 | 1.5 M | Bank Of New York Mellon Corp | 2024-06-30 | 1.5 M | Azora Capital Lp | 2024-09-30 | 1.5 M | Cramer Rosenthal Mcglynn Llc | 2024-09-30 | 1.4 M | Northern Trust Corp | 2024-09-30 | 1.3 M | Hotchkis & Wiley Capital Management Llc | 2024-09-30 | 1 M | Two Sigma Investments Llc | 2024-09-30 | 961.7 K | Millennium Management Llc | 2024-06-30 | 831.8 K | Blackrock Inc | 2024-06-30 | 19.1 M | Vanguard Group Inc | 2024-09-30 | 13.2 M |
As returns on the market increase, Capitol Federal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capitol Federal is expected to be smaller as well.
Capitol Fundamentals
| Return On Equity | 0.0366 | |||
| Return On Asset | 0.0039 | |||
| Profit Margin | 0.23 % | |||
| Operating Margin | 0.44 % | |||
| Current Valuation | 2.84 B | |||
| Shares Outstanding | 129.96 M | |||
| Shares Owned By Insiders | 7.36 % | |||
| Shares Owned By Institutions | 76.82 % | |||
| Number Of Shares Shorted | 3.37 M | |||
| Price To Earning | 14.66 X | |||
| Price To Book | 0.85 X | |||
| Price To Sales | 5.31 X | |||
| Revenue | 376.84 M | |||
| Gross Profit | 220.05 M | |||
| EBITDA | 54.1 M | |||
| Net Income | 153.27 M | |||
| Cash And Equivalents | 56.07 M | |||
| Cash Per Share | 0.41 X | |||
| Total Debt | 2.18 B | |||
| Debt To Equity | 0.20 % | |||
| Book Value Per Share | 7.94 X | |||
| Cash Flow From Operations | 972 K | |||
| Short Ratio | 4.07 X | |||
| Earnings Per Share | 0.29 X | |||
| Price To Earnings To Growth | 4.66 X | |||
| Target Price | 7.0 | |||
| Beta | 0.45 | |||
| Market Capitalization | 882.29 M | |||
| Total Asset | 9.53 B | |||
| Retained Earnings | (111.1 M) | |||
| Annual Yield | 0.05 % | |||
| Five Year Return | 2.84 % | |||
| Net Asset | 9.53 B | |||
| Last Dividend Paid | 0.34 |
About Capitol Federal Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Capitol Federal Financial's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Capitol Federal using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Capitol Federal Financial based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Capitol Federal
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 Capitol Federal 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 Capitol Federal will appreciate offsetting losses from the drop in the long position's value.Moving together with Capitol Stock
| 0.89 | AX | Axos Financial | PairCorr |
| 0.89 | BY | Byline Bancorp Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.61 | KB | KB Financial Group | PairCorr |
Moving against Capitol Stock
| 0.64 | CFG-PE | Citizens Financial | PairCorr |
| 0.62 | TFC-PO | Truist Financial | PairCorr |
| 0.61 | TFC-PR | Truist Financial | PairCorr |
| 0.43 | WF | Woori Financial Group | PairCorr |
The ability to find closely correlated positions to Capitol Federal could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Capitol Federal 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 Capitol Federal - 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 Capitol Federal Financial to buy it.
The correlation of Capitol Federal 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 Capitol Federal moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Capitol Federal Financial 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 Capitol Federal 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 Capitol Federal Piotroski F Score and Capitol Federal Altman Z Score analysis. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Is Regional Banks space 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 Capitol Federal. If investors know Capitol 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 Capitol Federal 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 0.167 | Dividend Share 0.34 | Earnings Share 0.29 | Revenue Per Share 1.278 | Quarterly Revenue Growth 0.11 |
The market value of Capitol Federal Financial is measured differently than its book value, which is the value of Capitol that is recorded on the company's balance sheet. Investors also form their own opinion of Capitol Federal's value that differs from its market value or its book value, called intrinsic value, which is Capitol Federal'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 Capitol Federal's market value can be influenced by many factors that don't directly affect Capitol Federal'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 Capitol Federal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Capitol Federal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capitol Federal'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.