Brown Brown Stock Alpha and Beta Analysis
| BRO Stock | USD 112.05 1.30 1.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brown Brown. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brown Brown over a specified time horizon. Remember, high Brown Brown'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 Brown Brown's market risk premium analysis include:
Beta 0.6 | Alpha 0.0443 | Risk 1.16 | Sharpe Ratio 0.12 | Expected Return 0.14 |
Brown Brown 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.
Brown |
Brown Brown Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brown Brown market risk premium is the additional return an investor will receive from holding Brown Brown 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 Brown Brown. 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 Brown Brown's performance over market.| α | 0.04 | β | 0.60 |
Brown Brown 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 Brown Brown's Buy-and-hold return. Our buy-and-hold chart shows how Brown Brown performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brown Brown Market Price Analysis
Market price analysis indicators help investors to evaluate how Brown Brown stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brown Brown shares will generate the highest return on investment. By understating and applying Brown Brown stock market price indicators, traders can identify Brown Brown position entry and exit signals to maximize returns.
Brown Brown Return and Market Media
The median price of Brown Brown for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 104.86 with a coefficient of variation of 2.93. The daily time series for the period is distributed with a sample standard deviation of 3.09, arithmetic mean of 105.4, and mean deviation of 2.37. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Brown Brown, Inc. announces senior leadership team appointments | 09/16/2024 |
2 | Brown Brown Inc Trading 3.5 percent Higher on Oct 8 | 10/08/2024 |
3 | Heres How Much You Would Have Made Owning Brown Brown Stock In The Last 5 Years | 10/23/2024 |
4 | Brown Brown Introduces an Exclusive Program for Law Firms With The Hanover Insurance Group | 10/29/2024 |
5 | Q3 2024 Brown Brown Inc Earnings Call Transcript | 10/30/2024 |
6 | Brown Brown, Inc. Q3 2024 Earnings Call Transcript | 10/31/2024 |
7 | Brown Brown, Inc. completes the acquisition of Quintes Holding B.V. | 11/01/2024 |
8 | Brown Brown, Inc. announces Paul Gallagher as controller | 11/11/2024 |
| Brown Brown dividend paid on 13th of November 2024 | 11/13/2024 |
9 | Brown Brown, Inc. earns 2025 Military Friendly Employer designation | 11/15/2024 |
10 | Marsh McLennan Expands Middle-Market Reach With McGriff Integration | 11/18/2024 |
11 | Segall Bryant Hamill LLC Takes Position in Brown Brown, Inc. | 11/21/2024 |
About Brown Brown 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 Brown or other stocks. Alpha measures the amount that position in Brown Brown 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) | Dividend Yield | 0.005528 | 0.007559 | 0.00679 | 0.00645 | Price To Sales Ratio | 6.37 | 4.42 | 4.67 | 3.48 |
Brown Brown Upcoming Company Events
As portrayed in its financial statements, the presentation of Brown Brown's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brown Brown's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brown Brown's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brown Brown. Please utilize our Beneish M Score to check the likelihood of Brown Brown's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Brown Brown Backtesting, Brown Brown Valuation, Brown Brown Correlation, Brown Brown Hype Analysis, Brown Brown Volatility, Brown Brown History and analyze Brown Brown Performance. To learn how to invest in Brown Stock, please use our How to Invest in Brown Brown guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Brown Brown 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.