Bausch Health Companies Stock Alpha and Beta Analysis
| BHC Stock | CAD 11.13 0.04 0.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bausch Health Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bausch Health over a specified time horizon. Remember, high Bausch Health'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 Bausch Health's market risk premium analysis include:
Beta 0.0981 | Alpha 0.54 | Risk 3.22 | Sharpe Ratio 0.18 | Expected Return 0.6 |
Bausch Health 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.
Bausch |
Bausch Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bausch Health market risk premium is the additional return an investor will receive from holding Bausch Health 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 Bausch Health. 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 Bausch Health's performance over market.| α | 0.54 | β | 0.1 |
Bausch Health 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 Bausch Health's Buy-and-hold return. Our buy-and-hold chart shows how Bausch Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bausch Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Bausch Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bausch Health shares will generate the highest return on investment. By understating and applying Bausch Health stock market price indicators, traders can identify Bausch Health position entry and exit signals to maximize returns.
Bausch Health Return and Market Media
The median price of Bausch Health for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11.15 with a coefficient of variation of 15.49. The daily time series for the period is distributed with a sample standard deviation of 1.66, arithmetic mean of 10.69, and mean deviation of 1.34. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Sale Rumors Lift Both Bausch Lomb And Parent Bausch Health - A Breakthrough Is Likely - Seeking Alpha | 09/19/2024 |
2 | Bank of Montreal Can Decreases Stock Position in Bausch Health Companies Inc. - MarketBeat | 10/01/2024 |
3 | Zacks Research Has Bullish Outlook for BHC FY2024 Earnings - MarketBeat | 11/22/2024 |
About Bausch Health 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 Bausch or other stocks. Alpha measures the amount that position in Bausch Health Companies 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 | 0.0579 | 0.0522 | Price To Sales Ratio | 0.33 | 0.32 |
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 Bausch Health 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, Bausch Health's short interest history, or implied volatility extrapolated from Bausch Health options trading.
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Check out Bausch Health Backtesting, Bausch Health Valuation, Bausch Health Correlation, Bausch Health Hype Analysis, Bausch Health Volatility, Bausch Health History and analyze Bausch Health Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Bausch Health 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.