Brt Realty Trust Stock Alpha and Beta Analysis
| BRT Stock | USD 19.85 0.21 1.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BRT Realty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in BRT Realty over a specified time horizon. Remember, high BRT Realty'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 BRT Realty's market risk premium analysis include:
Beta 1.27 | Alpha (0.01) | Risk 1.87 | Sharpe Ratio 0.0845 | Expected Return 0.16 |
BRT Realty Quarterly Cash And Equivalents |
|
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.
BRT |
BRT Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BRT Realty market risk premium is the additional return an investor will receive from holding BRT Realty 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 BRT Realty. 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 BRT Realty's performance over market.| α | -0.01 | β | 1.27 |
BRT Realty 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 BRT Realty's Buy-and-hold return. Our buy-and-hold chart shows how BRT Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BRT Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how BRT Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BRT Realty shares will generate the highest return on investment. By understating and applying BRT Realty stock market price indicators, traders can identify BRT Realty position entry and exit signals to maximize returns.
BRT Realty Return and Market Media
The median price of BRT Realty for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 17.99 with a coefficient of variation of 5.29. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 18.08, and mean deviation of 0.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Isaac Kalish of 135 shares of BRT Realty subject to Rule 16b-3 | 09/18/2024 |
| BRT Realty dividend paid on 2nd of October 2024 | 10/02/2024 |
3 | UDR Q3 FFO Match Estimates | 10/30/2024 |
4 | Modiv Industrial, Inc. Q3 FFO Meet Estimates | 11/06/2024 |
5 | BRT Realty Q3 FFO and Revenues Beat Estimates | 11/08/2024 |
6 | Disposition of 22655 shares by Mitchell Gould of BRT Realty at 18.7693 subject to Rule 16b-3 | 11/11/2024 |
7 | Disposition of 5460 shares by Mitchell Gould of BRT Realty at 18.632 subject to Rule 16b-3 | 11/12/2024 |
8 | Disposition of 21085 shares by Mitchell Gould of BRT Realty at 18.775 subject to Rule 16b-3 | 11/15/2024 |
9 | BRT Realty Q3 FFO and Revenues Beat Estimates - MSN | 11/20/2024 |
About BRT Realty 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 BRT or other stocks. Alpha measures the amount that position in BRT Realty Trust 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0386 | 0.0511 | 0.0568 | 0.058 | Price To Sales Ratio | 12.74 | 4.95 | 3.56 | 3.52 |
BRT Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of BRT Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BRT Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BRT Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BRT Realty. Please utilize our Beneish M Score to check the likelihood of BRT Realty's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with BRT Realty
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
Additional Tools for BRT Stock Analysis
When running BRT Realty's price analysis, check to measure BRT Realty'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 BRT Realty is operating at the current time. Most of BRT Realty's value examination focuses on studying past and present price action to predict the probability of BRT Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BRT Realty's price. Additionally, you may evaluate how the addition of BRT Realty to your portfolios can decrease your overall portfolio volatility.