Bancfirst Stock Market Value
| BANF Stock | USD 116.73 0.74 0.63% |
| Symbol | BancFirst |
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 BancFirst. If investors know BancFirst 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 BancFirst listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of BancFirst is measured differently than its book value, which is the value of BancFirst that is recorded on the company's balance sheet. Investors also form their own opinion of BancFirst's value that differs from its market value or its book value, called intrinsic value, which is BancFirst'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 BancFirst's market value can be influenced by many factors that don't directly affect BancFirst'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 BancFirst's value and its price as these two are different measures arrived at by different means. Investors typically determine if BancFirst is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BancFirst'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.
BancFirst '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 BancFirst'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 BancFirst.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in BancFirst on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding BancFirst or generate 0.0% return on investment in BancFirst over 30 days. BancFirst is related to or competes with Glacier Bancorp, BOK Financial, First Financial, First Bancorp, First Financial, UMB Financial, and Commerce Bancshares. BancFirst Corporation operates as the bank holding company for BancFirst that provides a range of commercial banking ser... More
BancFirst 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 BancFirst'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 BancFirst upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.24 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 2.14 |
BancFirst Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BancFirst's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BancFirst's standard deviation. In reality, there are many statistical measures that can use BancFirst historical prices to predict the future BancFirst's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.15) |
BancFirst Backtested Returns
BancFirst secures Sharpe Ratio (or Efficiency) of -0.0731, which signifies that the company had a -0.0731 % return per unit of risk over the last 3 months. BancFirst exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BancFirst's Risk Adjusted Performance of (0.05), standard deviation of 1.57, and Mean Deviation of 1.26 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BancFirst's returns are expected to increase less than the market. However, during the bear market, the loss of holding BancFirst is expected to be smaller as well. At this point, BancFirst has a negative expected return of -0.11%. Please make sure to confirm BancFirst's maximum drawdown, daily balance of power, relative strength index, as well as the relationship between the skewness and day typical price , to decide if BancFirst performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
BancFirst has almost perfect reverse predictability. Overlapping area represents the amount of predictability between BancFirst time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 BancFirst price movement. The serial correlation of -0.78 indicates that around 78.0% of current BancFirst price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 2.63 |
BancFirst lagged returns against current returns
Autocorrelation, which is BancFirst 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 BancFirst's stock expected returns. We can calculate the autocorrelation of BancFirst returns to help us make a trade decision. For example, suppose you find that BancFirst 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 |
BancFirst 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 BancFirst stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BancFirst stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BancFirst stock over time.
Current vs Lagged Prices |
| Timeline |
BancFirst Lagged Returns
When evaluating BancFirst's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BancFirst stock have on its future price. BancFirst 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, BancFirst autocorrelation shows the relationship between BancFirst stock current value and its past values and can show if there is a momentum factor associated with investing in BancFirst.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether BancFirst is a strong investment it is important to analyze BancFirst's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BancFirst's future performance. For an informed investment choice regarding BancFirst Stock, refer to the following important reports:Check out BancFirst Correlation, BancFirst Volatility and BancFirst Alpha and Beta module to complement your research on BancFirst. For more detail on how to invest in BancFirst Stock please use our How to Invest in BancFirst guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
BancFirst 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.