Brp Inc Stock Alpha and Beta Analysis
| DOOO Stock | USD 48.73 0.35 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BRP Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in BRP over a specified time horizon. Remember, high BRP'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 BRP's market risk premium analysis include:
Beta 0.88 | Alpha (0.66) | Risk 2.29 | Sharpe Ratio (0.23) | Expected Return (0.52) |
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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.
BRP |
BRP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BRP market risk premium is the additional return an investor will receive from holding BRP 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 BRP. 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 BRP's performance over market.| α | -0.66 | β | 0.88 |
BRP 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 BRP's Buy-and-hold return. Our buy-and-hold chart shows how BRP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BRP Market Price Analysis
Market price analysis indicators help investors to evaluate how BRP stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BRP shares will generate the highest return on investment. By understating and applying BRP stock market price indicators, traders can identify BRP position entry and exit signals to maximize returns.
BRP Return and Market Media
The median price of BRP for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 58.03 with a coefficient of variation of 11.79. The daily time series for the period is distributed with a sample standard deviation of 6.61, arithmetic mean of 56.12, and mean deviation of 5.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | BRP Reaches New 1-Year Low at 77.34 - MarketBeat | 10/03/2024 |
| BRP dividend paid on 11th of October 2024 | 10/11/2024 |
2 | BRP Inc Shares Down 3.3 percent on Oct 15 | 10/15/2024 |
3 | BRP Reaches New 1-Year Low Should You Sell | 10/21/2024 |
4 | Why Specialty Vehicle Stocks Were Slumping This Week | 10/25/2024 |
5 | Down -14.77 percent in 4 Weeks, Heres Why You Should You Buy the Dip in BRP | 11/13/2024 |
6 | BRP Hits New 12-Month Low Heres Why | 11/15/2024 |
7 | BRP FY2025 EPS Estimate Reduced by National Bank Financial - MarketBeat | 11/22/2024 |
8 | BRP Inc. Expected to Beat Earnings Estimates Can the Stock Move Higher | 11/29/2024 |
About BRP 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 BRP or other stocks. Alpha measures the amount that position in BRP Inc 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 | 0.004917 | 0.005764 | 0.008493 | 0.008068 | Price To Sales Ratio | 1.15 | 0.88 | 0.63 | 0.72 |
BRP Upcoming Company Events
As portrayed in its financial statements, the presentation of BRP's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BRP's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BRP's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BRP. Please utilize our Beneish M Score to check the likelihood of BRP's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 28th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out BRP Backtesting, BRP Valuation, BRP Correlation, BRP Hype Analysis, BRP Volatility, BRP History and analyze BRP Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
BRP 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.