Homestreet Stock Market Value
| HMST Stock | USD 13.44 0.22 1.66% |
| Symbol | HomeStreet |
HomeStreet Price To Book Ratio
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 HomeStreet. If investors know HomeStreet 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 HomeStreet listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.89) | Earnings Share (7.49) | Revenue Per Share | Quarterly Revenue Growth 0.066 | Return On Assets |
The market value of HomeStreet is measured differently than its book value, which is the value of HomeStreet that is recorded on the company's balance sheet. Investors also form their own opinion of HomeStreet's value that differs from its market value or its book value, called intrinsic value, which is HomeStreet'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 HomeStreet's market value can be influenced by many factors that don't directly affect HomeStreet'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 HomeStreet's value and its price as these two are different measures arrived at by different means. Investors typically determine if HomeStreet is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HomeStreet'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.
HomeStreet '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 HomeStreet'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 HomeStreet.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in HomeStreet on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding HomeStreet or generate 0.0% return on investment in HomeStreet over 90 days. HomeStreet is related to or competes with First Foundation, Heritage Financial, Metropolitan Bank, Banner, Home Bancorp, and HomeTrust Bancshares,. HomeStreet, Inc. operates as the bank holding company for HomeStreet Bank that provides commercial, mortgage, and consum... More
HomeStreet 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 HomeStreet'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 HomeStreet upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.0795 | |||
| Maximum Drawdown | 11.28 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.81 |
HomeStreet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HomeStreet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HomeStreet's standard deviation. In reality, there are many statistical measures that can use HomeStreet historical prices to predict the future HomeStreet's volatility.| Risk Adjusted Performance | 0.1495 | |||
| Jensen Alpha | 0.1482 | |||
| Total Risk Alpha | 0.0074 | |||
| Sortino Ratio | 0.1025 | |||
| Treynor Ratio | 0.2781 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HomeStreet's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
HomeStreet Backtested Returns
HomeStreet appears to be not too volatile, given 3 months investment horizon. HomeStreet holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for HomeStreet, which you can use to evaluate the volatility of the firm. Please utilize HomeStreet's Market Risk Adjusted Performance of 0.2881, risk adjusted performance of 0.1495, and Downside Deviation of 1.5 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HomeStreet holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 1.04, which attests to a somewhat significant risk relative to the market. HomeStreet returns are very sensitive to returns on the market. As the market goes up or down, HomeStreet is expected to follow. Please check HomeStreet's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether HomeStreet's current trending patterns will revert.
Auto-correlation | 0.62 |
Good predictability
HomeStreet has good predictability. Overlapping area represents the amount of predictability between HomeStreet time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 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 HomeStreet price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current HomeStreet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
HomeStreet lagged returns against current returns
Autocorrelation, which is HomeStreet 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 HomeStreet's stock expected returns. We can calculate the autocorrelation of HomeStreet returns to help us make a trade decision. For example, suppose you find that HomeStreet 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 |
HomeStreet 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 HomeStreet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HomeStreet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HomeStreet stock over time.
Current vs Lagged Prices |
| Timeline |
HomeStreet Lagged Returns
When evaluating HomeStreet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HomeStreet stock have on its future price. HomeStreet 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, HomeStreet autocorrelation shows the relationship between HomeStreet stock current value and its past values and can show if there is a momentum factor associated with investing in HomeStreet.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for HomeStreet Stock Analysis
When running HomeStreet's price analysis, check to measure HomeStreet's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy HomeStreet is operating at the current time. Most of HomeStreet's value examination focuses on studying past and present price action to predict the probability of HomeStreet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HomeStreet's price. Additionally, you may evaluate how the addition of HomeStreet to your portfolios can decrease your overall portfolio volatility.