Bank Of America Stock Alpha and Beta Analysis
| BAC Stock | USD 40.89 1.22 3.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of America. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of America over a specified time horizon. Remember, high Bank of America's 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 Bank of America's market risk premium analysis include:
Beta 0.98 | Alpha (0.1) | Risk 1.64 | Sharpe Ratio (0.09) | Expected Return (0.15) |
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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.
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Bank of America Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of America market risk premium is the additional return an investor will receive from holding Bank of America 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 Bank of America. 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 Bank of America's performance over market.| α | -0.1 | β | 0.98 |
Bank of America 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 Bank of America's Buy-and-hold return. Our buy-and-hold chart shows how Bank of America performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of America Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of America stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank of America shares will generate the highest return on investment. By understating and applying Bank of America stock market price indicators, traders can identify Bank of America position entry and exit signals to maximize returns.
Bank of America Return and Market Media
The median price of Bank of America for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 45.49 with a coefficient of variation of 4.22. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 44.85, and mean deviation of 1.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Bank of America dividend paid on 27th of December 2024 | 12/27/2024 |
1 | Bank of America Rises As Market Takes a Dip Key Facts | 12/31/2024 |
2 | Acquisition by Thong Nguyen of 215000 shares of Bank of America subject to Rule 16b-3 | 01/24/2025 |
3 | Disposition of 217 shares by Geoffrey Greener of Bank of America subject to Rule 16b-3 | 01/27/2025 |
4 | Insider Trading | 01/29/2025 |
5 | Axsome Therapeutics Shares Gap Down Heres Why | 02/21/2025 |
6 | Taysha Gene Therapies Buy Rating Reaffirmed at Chardan Capital | 02/26/2025 |
7 | Analyst updates Oracle stock price targets after earnings | 02/28/2025 |
8 | Disposition of 1432 shares by Bernard Mensah of Bank of America at 46.1 subject to Rule 16b-3 | 03/03/2025 |
9 | Acquisition by Brian Moynihan of 317048 shares of Bank of America subject to Rule 16b-3 | 03/06/2025 |
10 | Disposition of 42315 shares by Dean Athanasia of Bank of America at 46.1 subject to Rule 16b-3 | 03/11/2025 |
About Bank of America 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 Bank or other stocks. Alpha measures the amount that position in Bank of America 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0319 | 0.0336 | 0.0279 | 0.0395 | Price To Sales Ratio | 2.83 | 2.74 | 3.34 | 1.9 |
Bank of America Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank of America's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank of America's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank of America's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank of America. Please utilize our Beneish M Score to check the likelihood of Bank of America's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Bank of America
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 Bank of America Backtesting, Bank of America Valuation, Bank of America Correlation, Bank of America Hype Analysis, Bank of America Volatility, Bank of America History and analyze Bank of America Performance. For information on how to trade Bank Stock refer to our How to Trade Bank Stock guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Bank of America 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.