Burberry Group (UK) Alpha and Beta Analysis
| BRBY Stock | 887.40 10.20 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Burberry Group PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Burberry Group over a specified time horizon. Remember, high Burberry Group'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 Burberry Group's market risk premium analysis include:
Beta (0.1) | Alpha 0.43 | Risk 4.08 | Sharpe Ratio 0.11 | Expected Return 0.46 |
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.
Burberry |
Burberry Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Burberry Group market risk premium is the additional return an investor will receive from holding Burberry Group 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 Burberry Group. 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 Burberry Group's performance over market.| α | 0.43 | β | -0.1 |
Burberry Group 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 Burberry Group's Buy-and-hold return. Our buy-and-hold chart shows how Burberry Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Burberry Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Burberry Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Burberry Group shares will generate the highest return on investment. By understating and applying Burberry Group stock market price indicators, traders can identify Burberry Group position entry and exit signals to maximize returns.
Burberry Group Return and Market Media
The median price of Burberry Group for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 677.8 with a coefficient of variation of 13.18. The daily time series for the period is distributed with a sample standard deviation of 92.77, arithmetic mean of 704.13, and mean deviation of 75.83. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Trending tickers Burberry, Bitcoin, Trump Media and Robert Walters - Yahoo Finance UK | 09/03/2024 |
About Burberry Group 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 Burberry or other stocks. Alpha measures the amount that position in Burberry Group PLC 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 Burberry Group 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, Burberry Group's short interest history, or implied volatility extrapolated from Burberry Group options trading.
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Additional Tools for Burberry Stock Analysis
When running Burberry Group's price analysis, check to measure Burberry Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Burberry Group is operating at the current time. Most of Burberry Group's value examination focuses on studying past and present price action to predict the probability of Burberry Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Burberry Group's price. Additionally, you may evaluate how the addition of Burberry Group to your portfolios can decrease your overall portfolio volatility.