Brunner Investment (UK) Alpha and Beta Analysis
| BUT Stock | 1,460 10.00 0.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brunner Investment Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brunner Investment over a specified time horizon. Remember, high Brunner Investment'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 Brunner Investment's market risk premium analysis include:
Beta 0.2 | Alpha 0.0443 | Risk 1 | Sharpe Ratio 0.0858 | Expected Return 0.0858 |
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.
Brunner |
Brunner Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brunner Investment market risk premium is the additional return an investor will receive from holding Brunner Investment 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 Brunner Investment. 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 Brunner Investment's performance over market.| α | 0.04 | β | 0.20 |
Brunner Investment 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 Brunner Investment's Buy-and-hold return. Our buy-and-hold chart shows how Brunner Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brunner Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Brunner Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brunner Investment shares will generate the highest return on investment. By understating and applying Brunner Investment stock market price indicators, traders can identify Brunner Investment position entry and exit signals to maximize returns.
Brunner Investment Return and Market Media
The median price of Brunner Investment for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1399.12 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 38.96, arithmetic mean of 1409.82, and mean deviation of 31.21. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Brunner Investment dividend paid on 12th of September 2024 | 09/12/2024 |
1 | UK Investment Trust Outlines Top Stock Picks - Wealth Briefing | 09/24/2024 |
2 | Brunner Stock Crosses Above 50-Day Moving Average - Time to Sell - MarketBeat | 11/20/2024 |
About Brunner Investment 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 Brunner or other stocks. Alpha measures the amount that position in Brunner Investment Trust 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 Brunner Investment 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, Brunner Investment's short interest history, or implied volatility extrapolated from Brunner Investment options trading.
Build Portfolio with Brunner Investment
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Other Information on Investing in Brunner Stock
Brunner Investment financial ratios help investors to determine whether Brunner Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Brunner with respect to the benefits of owning Brunner Investment security.