Booking Holdings (Brazil) Alpha and Beta Analysis
| BKNG34 Stock | BRL 171.29 2.86 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Booking Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Booking Holdings over a specified time horizon. Remember, high Booking 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 Booking Holdings' market risk premium analysis include:
Beta 0.39 | Alpha 0.47 | Risk 1.87 | Sharpe Ratio 0.24 | Expected Return 0.45 |
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.
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Booking Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Booking Holdings market risk premium is the additional return an investor will receive from holding Booking 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 Booking 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 Booking Holdings' performance over market.| α | 0.47 | β | 0.39 |
Booking 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 Booking Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Booking Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Booking Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Booking 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 Booking Holdings shares will generate the highest return on investment. By understating and applying Booking Holdings stock market price indicators, traders can identify Booking Holdings position entry and exit signals to maximize returns.
Booking Holdings Return and Market Media
The median price of Booking Holdings for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 158.68 with a coefficient of variation of 12.82. The daily time series for the period is distributed with a sample standard deviation of 19.79, arithmetic mean of 154.38, and mean deviation of 18.1. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Booking 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 Booking or other stocks. Alpha measures the amount that position in Booking 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.
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 Booking 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, Booking Holdings' short interest history, or implied volatility extrapolated from Booking Holdings options trading.
Build Portfolio with Booking Holdings
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Additional Information and Resources on Investing in Booking Stock
When determining whether Booking Holdings is a strong investment it is important to analyze Booking Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Booking Holdings' future performance. For an informed investment choice regarding Booking Stock, refer to the following important reports:Check out Booking Holdings Backtesting, Booking Holdings Valuation, Booking Holdings Correlation, Booking Holdings Hype Analysis, Booking Holdings Volatility, Booking Holdings History and analyze Booking Holdings Performance. For information on how to trade Booking Stock refer to our How to Trade Booking Stock guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Booking 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.