Booz Allen Hamilton Stock Alpha and Beta Analysis
| BAH Stock | USD 129.65 0.75 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Booz Allen Hamilton. It also helps investors analyze the systematic and unsystematic risks associated with investing in Booz Allen over a specified time horizon. Remember, high Booz Allen'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 Booz Allen's market risk premium analysis include:
Beta 0.65 | Alpha (0.30) | Risk 2.59 | Sharpe Ratio (0.12) | Expected Return (0.32) |
Booz Allen Quarterly Cash And Equivalents |
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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.
Booz |
Booz Allen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Booz Allen market risk premium is the additional return an investor will receive from holding Booz Allen 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 Booz Allen. 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 Booz Allen's performance over market.| α | -0.3 | β | 0.65 |
Booz Allen 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 Booz Allen's Buy-and-hold return. Our buy-and-hold chart shows how Booz Allen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Booz Allen Market Price Analysis
Market price analysis indicators help investors to evaluate how Booz Allen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Booz Allen shares will generate the highest return on investment. By understating and applying Booz Allen stock market price indicators, traders can identify Booz Allen position entry and exit signals to maximize returns.
Booz Allen Return and Market Media
The median price of Booz Allen for the period between Mon, Sep 30, 2024 and Sun, Dec 29, 2024 is 160.27 with a coefficient of variation of 10.79. The daily time series for the period is distributed with a sample standard deviation of 16.85, arithmetic mean of 156.16, and mean deviation of 14.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 220 shares by Matthew Calderone of Booz Allen subject to Rule 16b-3 | 11/06/2024 |
2 | Booz Allen Hamilton Holding Corp Shares Gap Down to 140.54 on Nov 19 | 11/19/2024 |
3 | Acquisition by Joan Amble of 2000 shares of Booz Allen at 147.13 subject to Rule 16b-3 | 11/22/2024 |
4 | Horizon Kinetics Asset Management LLC Has 744,000 Position in Booz Allen Hamilton Holding Co. | 11/26/2024 |
| Booz Allen dividend paid on 4th of December 2024 | 12/04/2024 |
5 | Does Booz Allen Hamilton Holding Have A Healthy Balance Sheet | 12/10/2024 |
6 | Booz Allen Hamilton A Vital AI Defense Contractor for the West | 12/12/2024 |
7 | Booz Allen promotes two executives to key defense roles | 12/13/2024 |
8 | L3Harris Military Modernization Will Sustain Growth Amid Diplomacy | 12/17/2024 |
9 | Booz Allen Hamilton Names New Defense Technology Group Head | 12/18/2024 |
10 | Booz Allen Hamilton Stock Slides as Market Rises Facts to Know Before You Trade | 12/24/2024 |
About Booz Allen 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 Booz or other stocks. Alpha measures the amount that position in Booz Allen Hamilton 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 (projected) | Dividend Yield | 0.0192 | 0.013 | 0.0124 | Price To Sales Ratio | 1.32 | 1.82 | 1.91 |
Booz Allen Upcoming Company Events
As portrayed in its financial statements, the presentation of Booz Allen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Booz Allen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Booz Allen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Booz Allen. Please utilize our Beneish M Score to check the likelihood of Booz Allen's management manipulating its earnings.
| 24th of May 2024 Upcoming Quarterly Report | View | |
| 26th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 24th of May 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Check out Booz Allen Backtesting, Booz Allen Valuation, Booz Allen Correlation, Booz Allen Hype Analysis, Booz Allen Volatility, Booz Allen History and analyze Booz Allen Performance. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
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.