Brookfield Business Partners Stock Alpha and Beta Analysis
| BBU-UN Stock | CAD 36.35 0.07 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield Business Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield Business over a specified time horizon. Remember, high Brookfield Business' 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 Business' market risk premium analysis include:
Beta 0.83 | Alpha 0.33 | Risk 2.18 | Sharpe Ratio 0.24 | Expected Return 0.52 |
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 Business Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield Business market risk premium is the additional return an investor will receive from holding Brookfield Business 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 Business. 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 Business' performance over market.| α | 0.33 | β | 0.83 |
Brookfield Business 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 Business' Buy-and-hold return. Our buy-and-hold chart shows how Brookfield Business performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield Business Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield Business 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 Business shares will generate the highest return on investment. By understating and applying Brookfield Business stock market price indicators, traders can identify Brookfield Business position entry and exit signals to maximize returns.
Brookfield Business Return and Market Media
The median price of Brookfield Business for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 31.99 with a coefficient of variation of 8.63. The daily time series for the period is distributed with a sample standard deviation of 2.75, arithmetic mean of 31.9, and mean deviation of 2.16. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Brookfield Business at 52-Week High on News - Baystreet.ca | 09/27/2024 |
2 | BBU - Brookfield Business Partners L.P.Limited Partnership Units Latest Stock News Market Updates - StockTitan | 11/08/2024 |
3 | Wall Street Analysts See a 25.04 percent Upside in Brookfield Business Partners Can the Stock Really Move This High - Yahoo Finance | 11/21/2024 |
About Brookfield Business 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 Business 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 | 0.0497 | 0.0963 | 0.0372 | 0.0353 | Price To Sales Ratio | 0.0497 | 0.0222 | 0.0289 | 0.0275 |
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 Business 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 Business' short interest history, or implied volatility extrapolated from Brookfield Business options trading.
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Check out Brookfield Business Backtesting, Brookfield Business Valuation, Brookfield Business Correlation, Brookfield Business Hype Analysis, Brookfield Business Volatility, Brookfield Business History and analyze Brookfield Business Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Brookfield Business 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.