Booz Allen Hamilton Stock Market Value
| BAH Stock | USD 117.73 0.40 0.34% |
| Symbol | Booz |
Booz Allen Hamilton Price To Book Ratio
Is IT Consulting & Other Services 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 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 0.313 | Dividend Share 2.04 | Earnings Share 6.7 | Revenue Per Share | Quarterly Revenue Growth 0.135 |
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.
| 11/20/2024 |
| 02/18/2025 |
If you would invest 0.00 in Booz Allen on November 20, 2024 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 90 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.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 10.13 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 2.97 |
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 | (0.17) | |||
| Jensen Alpha | (0.64) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | (1.06) |
Booz Allen Hamilton Backtested Returns
Booz Allen Hamilton secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the company had a -0.17 % return per unit of risk over the last 3 months. Booz Allen Hamilton exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Booz Allen's Standard Deviation of 2.46, mean deviation of 1.75, and Risk Adjusted Performance of (0.17) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Booz Allen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Booz Allen is expected to be smaller as well. At this point, Booz Allen Hamilton has a negative expected return of -0.32%. Please make sure to confirm Booz Allen's skewness, rate of daily change, and the relationship between the value at risk and accumulation distribution , to decide if Booz Allen Hamilton performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Booz Allen Hamilton has good predictability. Overlapping area represents the amount of predictability between Booz Allen time series from 20th of November 2024 to 4th of January 2025 and 4th of January 2025 to 18th of February 2025. 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 0.73 indicates that around 73.0% of current Booz Allen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 38.5 |
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 |
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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 |
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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 |
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Currently Active Assets on Macroaxis
When determining whether Booz Allen Hamilton offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Booz Allen's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Booz Allen Hamilton Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Booz Allen Hamilton Stock:Check out Booz Allen Correlation, Booz Allen Volatility and Booz Allen Alpha and Beta module to complement your research on Booz Allen. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
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.