Capitol Federal Financial Stock Alpha and Beta Analysis
| CFFN Stock | USD 5.90 0.01 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capitol Federal Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capitol Federal over a specified time horizon. Remember, high Capitol Federal'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 Capitol Federal's market risk premium analysis include:
Beta 0.61 | Alpha (0.18) | Risk 1.48 | Sharpe Ratio (0.12) | Expected Return (0.17) |
Enterprise Value |
|
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.
Capitol |
Capitol Federal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capitol Federal market risk premium is the additional return an investor will receive from holding Capitol Federal 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 Capitol Federal. 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 Capitol Federal's performance over market.| α | -0.18 | β | 0.61 |
Capitol Federal 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 Capitol Federal's Buy-and-hold return. Our buy-and-hold chart shows how Capitol Federal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capitol Federal Market Price Analysis
Market price analysis indicators help investors to evaluate how Capitol Federal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capitol Federal shares will generate the highest return on investment. By understating and applying Capitol Federal stock market price indicators, traders can identify Capitol Federal position entry and exit signals to maximize returns.
Capitol Federal Return and Market Media
The median price of Capitol Federal for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 5.96 with a coefficient of variation of 6.3. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 6.07, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Morris James G. of 6662 shares of Capitol Federal at 6.8067 subject to Rule 16b-3 | 12/02/2024 |
2 | Hotchkis Wiley Capital Management LLC Cuts Stock Holdings in Capitol Federal Financial, Inc. - MarketBeat | 12/06/2024 |
3 | Acquisition by William Skrobacz of 3006 shares of Capitol Federal at 5.91 subject to Rule 16b-3 | 12/31/2024 |
4 | Disposition of 2716 shares by Robert Kobbeman of Capitol Federal at 13.73 subject to Rule 16b-3 | 01/17/2025 |
5 | Capitol Federal Financial, Inc. Announces Annual Meeting Presentation Available on Website - Business Wire | 01/24/2025 |
6 | What To Expect From Capitol Federal Financial Inc Q1 2025 Earnings | 01/28/2025 |
7 | Capitol Federal Financial, Inc. Reports First Quarter Fiscal Year 2025 Results | 01/29/2025 |
8 | Capitol Federal Upgraded to Buy Heres Why | 01/31/2025 |
9 | Insider Buying Jeffrey Johnson Acquires Additional Shares of Capitol Federal Financial Inc | 02/03/2025 |
10 | Capitol Federal Financial First Quarter 2025 Earnings Beats Expectations | 02/10/2025 |
| Capitol Federal dividend paid on 21st of February 2025 | 02/21/2025 |
11 | Acquisition by Rick Jackson of 4000 shares of Capitol Federal at 5.885 subject to Rule 16b-3 | 02/24/2025 |
About Capitol Federal 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 Capitol or other stocks. Alpha measures the amount that position in Capitol Federal Financial 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) | PTB Ratio | 0.62 | 0.73 | 0.84 | 0.8 | Dividend Yield | 0.13 | 0.0587 | 0.0528 | 0.0381 |
Capitol Federal Upcoming Company Events
As portrayed in its financial statements, the presentation of Capitol Federal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Capitol Federal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Capitol Federal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Capitol Federal. Please utilize our Beneish M Score to check the likelihood of Capitol Federal's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of October 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Capitol Federal
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 Capitol Federal Backtesting, Capitol Federal Valuation, Capitol Federal Correlation, Capitol Federal Hype Analysis, Capitol Federal Volatility, Capitol Federal History and analyze Capitol Federal Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Capitol Federal 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.