Bgc Group Stock Alpha and Beta Analysis
| BGC Stock | 9.04 0.18 2.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BGC Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in BGC over a specified time horizon. Remember, high BGC'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 BGC's market risk premium analysis include:
Beta 1.32 | Alpha (0.15) | Risk 2.21 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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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.
BGC |
BGC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BGC market risk premium is the additional return an investor will receive from holding BGC 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 BGC. 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 BGC's performance over market.| α | -0.15 | β | 1.32 |
BGC 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 BGC's Buy-and-hold return. Our buy-and-hold chart shows how BGC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BGC Market Price Analysis
Market price analysis indicators help investors to evaluate how BGC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BGC shares will generate the highest return on investment. By understating and applying BGC stock market price indicators, traders can identify BGC position entry and exit signals to maximize returns.
BGC Return and Market Media
The median price of BGC for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 9.47 with a coefficient of variation of 6.77. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 9.63, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is BGC Group the Best Financial Brokerage Stock to Buy Now | 10/14/2024 |
2 | BGC Group Inc Q3 2024 Earnings Call Highlights Record Revenue Growth and Strategic ... | 11/01/2024 |
3 | BGC Group is a Great Momentum Stock Should You Buy | 11/05/2024 |
4 | Bank of America Rides on Rate Cuts Expansion Amid Weak IB Fees | 11/14/2024 |
5 | BGC Group goes ex dividend tomorrow | 11/20/2024 |
6 | Senator Urges Fed to Maintain Asset Cap on WFC Over Compliance Issues | 11/21/2024 |
7 | Wells Fargo Nears End of 1.95T Asset Cap Amid Regulatory Progress | 11/27/2024 |
8 | Capitolis Acquires BGC Groups Compression Optimization Business, Capitalab, to Accelerate Rapid Growth | 12/03/2024 |
| BGC dividend paid on 4th of December 2024 | 12/04/2024 |
9 | Schwab Ups 2024 Revenue View, Posts Higher November Client Assets | 12/16/2024 |
About BGC 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 BGC or other stocks. Alpha measures the amount that position in BGC Group 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 | 0.006013 | 0.007892 | 0.005645 | 0.005363 | Price To Sales Ratio | 1.25 | 1.05 | 1.58 | 2.73 |
BGC Upcoming Company Events
As portrayed in its financial statements, the presentation of BGC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BGC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BGC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BGC. Please utilize our Beneish M Score to check the likelihood of BGC's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 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 BGC
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
Check out BGC Backtesting, BGC Valuation, BGC Correlation, BGC Hype Analysis, BGC Volatility, BGC History and analyze BGC Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
BGC 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.