Bancfirst Stock Alpha and Beta Analysis
| BANF Stock | USD 111.56 2.32 2.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BancFirst. It also helps investors analyze the systematic and unsystematic risks associated with investing in BancFirst over a specified time horizon. Remember, high BancFirst'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 BancFirst's market risk premium analysis include:
Beta 1.09 | Alpha (0.08) | Risk 1.66 | Sharpe Ratio (0.12) | Expected Return (0.20) |
Enterprise Value |
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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.
BancFirst |
BancFirst Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BancFirst market risk premium is the additional return an investor will receive from holding BancFirst 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 BancFirst. 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 BancFirst's performance over market.| α | -0.08 | β | 1.09 |
BancFirst 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 BancFirst's Buy-and-hold return. Our buy-and-hold chart shows how BancFirst performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BancFirst Market Price Analysis
Market price analysis indicators help investors to evaluate how BancFirst stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BancFirst shares will generate the highest return on investment. By understating and applying BancFirst stock market price indicators, traders can identify BancFirst position entry and exit signals to maximize returns.
BancFirst Return and Market Media
The median price of BancFirst for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 118.8 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 4.55, arithmetic mean of 118.68, and mean deviation of 3.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Schmidt Darryl of 287 shares of BancFirst subject to Rule 16b-3 | 12/17/2024 |
2 | Insider Trading | 12/31/2024 |
| BancFirst dividend paid on 15th of January 2025 | 01/15/2025 |
3 | BancFirst Tops Q4 Earnings and Revenue Estimates | 01/23/2025 |
4 | FY2025 Earnings Forecast for BancFirst Issued By DA Davidson - MarketBeat | 01/31/2025 |
5 | Insider Sell F Drummond Sells 5,000 Shares of BancFirst Corp | 02/06/2025 |
6 | Disposition of 1867 shares by David Rainbolt of BancFirst at 110.2072 subject to Rule 16b-3 | 02/07/2025 |
7 | Disposition of 5000 shares by Schmidt Darryl of BancFirst at 122.063 subject to Rule 16b-3 | 02/11/2025 |
8 | Those who invested in BancFirst five years ago are up 139 | 02/18/2025 |
9 | Disposition of 10000 shares by Martin William Scott of BancFirst at 119.1255 subject to Rule 16b-3 | 02/28/2025 |
10 | Citigroup Incorrectly Credits 81T in Clients Account in Near Miss | 03/03/2025 |
11 | BancFirst Will Pay A Dividend Of 0.46 | 03/04/2025 |
12 | 37,069 Shares in BancFirst Co. Purchased by Proficio Capital Partners LLC | 03/05/2025 |
13 | BancFirst Upgraded by StockNews.com to Hold Rating - MarketBeat | 03/07/2025 |
14 | Callan Family Office LLC Invests 509,000 in BancFirst Co. - MarketBeat | 03/12/2025 |
About BancFirst 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 BancFirst or other stocks. Alpha measures the amount that position in BancFirst 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 | 0.0168 | 0.0167 | 0.0149 | 0.0143 | Price To Sales Ratio | 5.19 | 5.14 | 5.35 | 5.62 |
BancFirst Upcoming Company Events
As portrayed in its financial statements, the presentation of BancFirst's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BancFirst's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BancFirst's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BancFirst. Please utilize our Beneish M Score to check the likelihood of BancFirst's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 16th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out BancFirst Backtesting, BancFirst Valuation, BancFirst Correlation, BancFirst Hype Analysis, BancFirst Volatility, BancFirst History and analyze BancFirst Performance. For more detail on how to invest in BancFirst Stock please use our How to Invest in BancFirst guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
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.