Brooks Macdonald (UK) Alpha and Beta Analysis
| BRK Stock | 1,605 25.00 1.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brooks Macdonald Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brooks Macdonald over a specified time horizon. Remember, high Brooks Macdonald'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 Brooks Macdonald's market risk premium analysis include:
Beta (0.29) | Alpha (0.12) | Risk 2.98 | Sharpe Ratio (0.04) | Expected Return (0.12) |
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.
Brooks |
Brooks Macdonald Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brooks Macdonald market risk premium is the additional return an investor will receive from holding Brooks Macdonald 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 Brooks Macdonald. 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 Brooks Macdonald's performance over market.| α | -0.12 | β | -0.29 |
Brooks Macdonald 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 Brooks Macdonald's Buy-and-hold return. Our buy-and-hold chart shows how Brooks Macdonald performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brooks Macdonald Market Price Analysis
Market price analysis indicators help investors to evaluate how Brooks Macdonald stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brooks Macdonald shares will generate the highest return on investment. By understating and applying Brooks Macdonald stock market price indicators, traders can identify Brooks Macdonald position entry and exit signals to maximize returns.
Brooks Macdonald Return and Market Media
The median price of Brooks Macdonald for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 1700.0 with a coefficient of variation of 6.29. The daily time series for the period is distributed with a sample standard deviation of 108.26, arithmetic mean of 1720.51, and mean deviation of 91.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Brooks Macdonald Group Full Year 2024 Earnings EPS Misses Expectations - Yahoo Finance | 09/27/2024 |
| Brooks Macdonald dividend paid on 1st of November 2024 | 11/01/2024 |
2 | Brooks Macdonald Expands Equity with CST Acquisition - TipRanks | 11/15/2024 |
3 | Brooks Macdonald to purchase Lucas Fettes - Yahoo Finance | 12/02/2024 |
4 | Brooks Macdonald Announces Share Capital Details - MSN | 12/06/2024 |
About Brooks Macdonald 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 Brooks or other stocks. Alpha measures the amount that position in Brooks Macdonald 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Brooks Macdonald in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Brooks Macdonald's short interest history, or implied volatility extrapolated from Brooks Macdonald options trading.
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Other Information on Investing in Brooks Stock
Brooks Macdonald financial ratios help investors to determine whether Brooks Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Brooks with respect to the benefits of owning Brooks Macdonald security.