Bunge Limited Stock Alpha and Beta Analysis
| BG Stock | USD 87.33 1.04 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bunge Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bunge over a specified time horizon. Remember, high Bunge'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 Bunge's market risk premium analysis include:
Beta 0.56 | Alpha (0.17) | Risk 1.5 | Sharpe Ratio (0.12) | Expected Return (0.18) |
Bunge Quarterly Cash And Equivalents |
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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.
Bunge |
Bunge Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bunge market risk premium is the additional return an investor will receive from holding Bunge 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 Bunge. 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 Bunge's performance over market.| α | -0.17 | β | 0.56 |
Bunge 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 Bunge's Buy-and-hold return. Our buy-and-hold chart shows how Bunge performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bunge Market Price Analysis
Market price analysis indicators help investors to evaluate how Bunge stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bunge shares will generate the highest return on investment. By understating and applying Bunge stock market price indicators, traders can identify Bunge position entry and exit signals to maximize returns.
Bunge Return and Market Media
The median price of Bunge for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 95.5 with a coefficient of variation of 5.56. The daily time series for the period is distributed with a sample standard deviation of 5.18, arithmetic mean of 93.27, and mean deviation of 4.61. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Kenneth Simril of tradable shares of Bunge at 100.95 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Michael Kobori of tradable shares of Bunge at 100.95 subject to Rule 16b-3 | 09/04/2024 |
3 | Bunge Globals Dividend Will Be 0.68 | 09/11/2024 |
4 | Acquisition by Sheila Bair of 2229 shares of Bunge subject to Rule 16b-3 | 09/27/2024 |
5 | Riksbanks Bunge says more confident that high inflation is behind us | 10/08/2024 |
6 | Acquisition by Carol Browner of tradable shares of Bunge at 92.1325 subject to Rule 16b-3 | 10/10/2024 |
7 | Insider Trading | 10/11/2024 |
8 | Bunge Q3 2024 Earnings Preview | 10/29/2024 |
9 | Bunge Global SA Q3 2024 Earnings Call Highlights Navigating Challenges with Strategic Progress | 10/31/2024 |
10 | Brazilian state law overturns soy moratorium that helped curb Amazon deforestation | 11/01/2024 |
11 | Bunge Global Is Due To Pay A Dividend Of 0.68 | 11/04/2024 |
12 | Aii reveals how to close India climate finance gap, decarbonise apparel | 11/08/2024 |
13 | Bunges SWOT analysis agribusiness giants stock poised for growth | 11/13/2024 |
14 | Is It Smart To Buy Bunge Global SA Before It Goes Ex-Dividend | 11/14/2024 |
15 | Bunge Announces Expansion of Existing Share Repurchase Program | 11/15/2024 |
16 | Is Bunge Global SA The Best Agriculture Stock To Buy Right Now | 11/19/2024 |
17 | Bunge Reaches 100 percent Monitoring of its Indirect Soy Value Chain in Brazils Priority Regions | 11/21/2024 |
About Bunge 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 Bunge or other stocks. Alpha measures the amount that position in Bunge Limited 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 | 2024 (projected) | PTB Ratio | 1.68 | 1.02 | Dividend Yield | 0.0245 | 0.019 |
Bunge Upcoming Company Events
As portrayed in its financial statements, the presentation of Bunge's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bunge's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bunge's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bunge. Please utilize our Beneish M Score to check the likelihood of Bunge's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Bunge Backtesting, Bunge Valuation, Bunge Correlation, Bunge Hype Analysis, Bunge Volatility, Bunge History and analyze Bunge Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Bunge 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.