Brilliant Earth Group Stock Alpha and Beta Analysis
| BRLT Stock | USD 1.72 0.07 4.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brilliant Earth Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brilliant Earth over a specified time horizon. Remember, high Brilliant Earth'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 Brilliant Earth's market risk premium analysis include:
Beta 1.42 | Alpha (0.34) | Risk 4.01 | Sharpe Ratio (0.04) | Expected Return (0.15) |
Brilliant Earth 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.
Brilliant |
Brilliant Earth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brilliant Earth market risk premium is the additional return an investor will receive from holding Brilliant Earth 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 Brilliant Earth. 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 Brilliant Earth's performance over market.| α | -0.34 | β | 1.42 |
Brilliant Earth 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 Brilliant Earth's Buy-and-hold return. Our buy-and-hold chart shows how Brilliant Earth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brilliant Earth Market Price Analysis
Market price analysis indicators help investors to evaluate how Brilliant Earth stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brilliant Earth shares will generate the highest return on investment. By understating and applying Brilliant Earth stock market price indicators, traders can identify Brilliant Earth position entry and exit signals to maximize returns.
Brilliant Earth Return and Market Media
The median price of Brilliant Earth for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 1.85 with a coefficient of variation of 10.36. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 1.86, and mean deviation of 0.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Jaques Attica of 571 shares of Brilliant Earth subject to Rule 16b-3 | 08/30/2024 |
2 | Brilliant Earth Expands Retail Reach with New Showrooms in Key Boston Market | 09/19/2024 |
3 | Brilliant Earth Group Inc Q2 2024 Earnings Call Highlights Navigating Challenges with ... | 10/09/2024 |
4 | Acquisition by Bickley Ian of 571 shares of Brilliant Earth subject to Rule 16b-3 | 10/28/2024 |
5 | Vera Bradley Announces Appointment of Ian Bickley to the Board of Directors | 11/01/2024 |
6 | Brilliant Earth Group Inc Q3 2024 Everything You Need To Know Ahead Of Earnings | 11/06/2024 |
7 | Brilliant Earth Group Inc Q3 2024 Earnings Call Highlights Navigating Challenges with ... | 11/08/2024 |
8 | Disposition of 9134 shares by Kuo Jeffrey Chuenhong of Brilliant Earth at 1.64 subject to Rule 16b-3 | 11/18/2024 |
9 | Brilliant Earth Achieves SBTi Validation of Net-Zero Emissions Target | 11/21/2024 |
About Brilliant Earth 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 Brilliant or other stocks. Alpha measures the amount that position in Brilliant Earth Group 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 | 0.16 | 0.14 | Price To Sales Ratio | 0.0994 | 0.0944 |
Brilliant Earth Upcoming Company Events
As portrayed in its financial statements, the presentation of Brilliant Earth's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brilliant Earth's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brilliant Earth's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brilliant Earth. Please utilize our Beneish M Score to check the likelihood of Brilliant Earth's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Brilliant Earth
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Additional Tools for Brilliant Stock Analysis
When running Brilliant Earth's price analysis, check to measure Brilliant Earth'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 Brilliant Earth is operating at the current time. Most of Brilliant Earth's value examination focuses on studying past and present price action to predict the probability of Brilliant Earth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brilliant Earth's price. Additionally, you may evaluate how the addition of Brilliant Earth to your portfolios can decrease your overall portfolio volatility.