Brookfield Asset Management Stock Alpha and Beta Analysis
| BAM Stock | 81.74 0.45 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield Asset over a specified time horizon. Remember, high Brookfield Asset'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 Brookfield Asset's market risk premium analysis include:
Beta 0.16 | Alpha 0.44 | Risk 1.38 | Sharpe Ratio 0.33 | Expected Return 0.46 |
Brookfield Asset 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.
Brookfield |
Brookfield Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield Asset market risk premium is the additional return an investor will receive from holding Brookfield Asset 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 Brookfield Asset. 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 Brookfield Asset's performance over market.| α | 0.44 | β | 0.16 |
Brookfield Asset 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 Brookfield Asset's Buy-and-hold return. Our buy-and-hold chart shows how Brookfield Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brookfield Asset shares will generate the highest return on investment. By understating and applying Brookfield Asset stock market price indicators, traders can identify Brookfield Asset position entry and exit signals to maximize returns.
Brookfield Asset Return and Market Media
The median price of Brookfield Asset for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 74.25 with a coefficient of variation of 10.04. The daily time series for the period is distributed with a sample standard deviation of 7.29, arithmetic mean of 72.64, and mean deviation of 6.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Brookfield Asset Management Ltd. Cl A stock rises Wednesday, outperforms market - MarketWatch | 09/25/2024 |
2 | Brookfield The Only Stock Youll Ever Need - Seeking Alpha | 10/01/2024 |
3 | Heres Why Super Investors are Loading Up on Brookfield Stock - TipRanks | 11/22/2024 |
4 | Toronto Dominion Bank Boosts Holdings in Brookfield Asset Management Ltd. - MarketBeat | 12/12/2024 |
About Brookfield Asset 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 Brookfield or other stocks. Alpha measures the amount that position in Brookfield Asset Man 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 | 0.0574 | 0.29 | 0.0315 | 0.0299 | Price To Sales Ratio | 8.72 | 3.0 | 41.11 | 43.16 |
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 Brookfield Asset 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, Brookfield Asset's short interest history, or implied volatility extrapolated from Brookfield Asset options trading.
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Check out Brookfield Asset Backtesting, Brookfield Asset Valuation, Brookfield Asset Correlation, Brookfield Asset Hype Analysis, Brookfield Asset Volatility, Brookfield Asset History and analyze Brookfield Asset Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Brookfield Asset 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.