Brookfield Infrastructure Corp Stock Alpha and Beta Analysis
| BIPC Stock | CAD 62.42 0.24 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield Infrastructure Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield Infrastructure over a specified time horizon. Remember, high Brookfield Infrastructure'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 Brookfield Infrastructure's market risk premium analysis include:
Beta 0.59 | Alpha 0.18 | Risk 1.48 | Sharpe Ratio 0.17 | Expected Return 0.25 |
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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.
Brookfield |
Brookfield Infrastructure Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield Infrastructure market risk premium is the additional return an investor will receive from holding Brookfield Infrastructure 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 Brookfield Infrastructure. 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 Brookfield Infrastructure's performance over market.| α | 0.18 | β | 0.59 |
Brookfield Infrastructure 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 Brookfield Infrastructure's Buy-and-hold return. Our buy-and-hold chart shows how Brookfield Infrastructure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield Infrastructure Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield Infrastructure stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brookfield Infrastructure shares will generate the highest return on investment. By understating and applying Brookfield Infrastructure stock market price indicators, traders can identify Brookfield Infrastructure position entry and exit signals to maximize returns.
Brookfield Infrastructure Return and Market Media
The median price of Brookfield Infrastructure for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 57.41 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 2.42, arithmetic mean of 57.76, and mean deviation of 2.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Dimensional Fund Advisors LP Has 76.11 Million Stock Holdings in Brookfield Infrastructure Co. - MarketBeat | 09/27/2024 |
2 | BIPC 3 Top Utility Stocks for Safe, Steady Returns - StockNews.com | 10/25/2024 |
3 | BIPC 3 Utility Stocks Providing Safe Harbor Amid Market Turmoil - StockNews.com | 11/13/2024 |
4 | With 68 percent ownership of the shares, Brookfield Infrastructure Corporation is heavily dominated by institutional owners - Simply Wall St | 11/21/2024 |
About Brookfield Infrastructure 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 Brookfield or other stocks. Alpha measures the amount that position in Brookfield Infrastructure 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) | Interest Coverage | 2.11 | 4.3 | 2.38 | 4.31 | POCF Ratio | 4.06 | 4.91 | 4.39 | 2.32 |
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 Brookfield Infrastructure 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, Brookfield Infrastructure's short interest history, or implied volatility extrapolated from Brookfield Infrastructure options trading.
Build Portfolio with Brookfield Infrastructure
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Align your risk with return expectations
Check out Brookfield Infrastructure Backtesting, Brookfield Infrastructure Valuation, Brookfield Infrastructure Correlation, Brookfield Infrastructure Hype Analysis, Brookfield Infrastructure Volatility, Brookfield Infrastructure History and analyze Brookfield Infrastructure Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Brookfield Infrastructure 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.