B Riley Financial Stock Alpha and Beta Analysis
| RILYK Stock | USD 20.51 0.59 2.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as B Riley Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in B Riley over a specified time horizon. Remember, high B Riley'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 B Riley's market risk premium analysis include:
Beta 0.87 | Alpha 0.3 | Risk 2.99 | Sharpe Ratio 0.17 | Expected Return 0.51 |
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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.
RILYK |
B Riley Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. B Riley market risk premium is the additional return an investor will receive from holding B Riley 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 B Riley. 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 B Riley's performance over market.| α | 0.30 | β | 0.87 |
B Riley 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 B Riley's Buy-and-hold return. Our buy-and-hold chart shows how B Riley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.B Riley Market Price Analysis
Market price analysis indicators help investors to evaluate how B Riley stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading B Riley shares will generate the highest return on investment. By understating and applying B Riley stock market price indicators, traders can identify B Riley position entry and exit signals to maximize returns.
B Riley Return and Market Media
The median price of B Riley for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 17.27 with a coefficient of variation of 8.39. The daily time series for the period is distributed with a sample standard deviation of 1.46, arithmetic mean of 17.42, and mean deviation of 1.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Paulson Randall E of 10000 shares of B Riley at 36.8495 subject to Rule 16b-3 | 09/23/2024 |
2 | Looking Into B. Riley Financials Recent Short Interest - Benzinga | 09/26/2024 |
3 | Acquisition by Labran Renee E of 500 shares of B Riley at 19.9559 subject to Rule 16b-3 | 10/22/2024 |
4 | Disposition of 2765 shares by Ahn Phillip J. of B Riley at 36.83 subject to Rule 16b-3 | 10/25/2024 |
| B Riley dividend paid on 31st of October 2024 | 10/31/2024 |
5 | Disposition of 150000 shares by Riley Bryant R of B Riley subject to Rule 16b-3 | 11/18/2024 |
About B Riley 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 RILYK or other stocks. Alpha measures the amount that position in B Riley 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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.15 | 0.13 | 0.24 | Price To Sales Ratio | 1.4 | 0.89 | 0.37 |
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 B Riley 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, B Riley's short interest history, or implied volatility extrapolated from B Riley options trading.
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Check out B Riley Backtesting, B Riley Valuation, B Riley Correlation, B Riley Hype Analysis, B Riley Volatility, B Riley History and analyze B Riley Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
B Riley 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.