Biglari Holdings Stock Alpha and Beta Analysis
| BH-A Stock | USD 1,166 9.30 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Biglari Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Biglari Holdings over a specified time horizon. Remember, high Biglari Holdings' 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 Biglari Holdings' market risk premium analysis include:
Beta (0.23) | Alpha 0.51 | Risk 2.32 | Sharpe Ratio 0.28 | Expected Return 0.66 |
Enterprise Value |
|
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.
Biglari |
Biglari Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Biglari Holdings market risk premium is the additional return an investor will receive from holding Biglari Holdings 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 Biglari Holdings. 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 Biglari Holdings' performance over market.| α | 0.51 | β | -0.23 |
Biglari Holdings 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 Biglari Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Biglari Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Biglari Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Biglari Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Biglari Holdings shares will generate the highest return on investment. By understating and applying Biglari Holdings stock market price indicators, traders can identify Biglari Holdings position entry and exit signals to maximize returns.
Biglari Holdings Return and Market Media
The median price of Biglari Holdings for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 872.06 with a coefficient of variation of 17.79. The daily time series for the period is distributed with a sample standard deviation of 162.75, arithmetic mean of 914.72, and mean deviation of 110.89. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Biglari Holdings Inc. Surges 26 percent Yet Its Low PE Is No Reason For Excitement | 11/15/2024 |
2 | We Like These Underlying Return On Capital Trends At Biglari Holdings | 12/03/2024 |
3 | Trend Tracker for - Stock Traders Daily | 12/10/2024 |
About Biglari Holdings 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 Biglari or other stocks. Alpha measures the amount that position in Biglari Holdings 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.
| 2023 | 2024 (projected) | Dividend Yield | 6.5E-5 | 6.2E-5 | Price To Sales Ratio | 0.13 | 0.12 |
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 Biglari Holdings 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, Biglari Holdings' short interest history, or implied volatility extrapolated from Biglari Holdings options trading.
Build Portfolio with Biglari Holdings
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 Biglari Holdings Backtesting, Biglari Holdings Valuation, Biglari Holdings Correlation, Biglari Holdings Hype Analysis, Biglari Holdings Volatility, Biglari Holdings History and analyze Biglari Holdings Performance. For information on how to trade Biglari Stock refer to our How to Trade Biglari Stock guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Biglari Holdings 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.