Bentley Systems Stock Alpha and Beta Analysis
| BSY Stock | USD 49.62 1.11 2.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bentley Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bentley Systems over a specified time horizon. Remember, high Bentley Systems' 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 Bentley Systems' market risk premium analysis include:
Beta 0.68 | Alpha (0.12) | Risk 1.7 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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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.
Bentley |
Bentley Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bentley Systems market risk premium is the additional return an investor will receive from holding Bentley Systems 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 Bentley Systems. 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 Bentley Systems' performance over market.| α | -0.12 | β | 0.68 |
Bentley Systems 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 Bentley Systems' Buy-and-hold return. Our buy-and-hold chart shows how Bentley Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bentley Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Bentley Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bentley Systems shares will generate the highest return on investment. By understating and applying Bentley Systems stock market price indicators, traders can identify Bentley Systems position entry and exit signals to maximize returns.
Bentley Systems Return and Market Media
The median price of Bentley Systems for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 49.51 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 1.22, arithmetic mean of 49.33, and mean deviation of 0.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 130824 shares by Bentley Raymond B. of Bentley Systems at 51.5452 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 104259 shares by Bentley Raymond B. of Bentley Systems at 48.5089 subject to Rule 16b-3 | 09/04/2024 |
3 | Disposition of 1331 shares by Michael Campbell of Bentley Systems at 47.54 subject to Rule 16b-3 | 09/10/2024 |
4 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 48.1123 subject to Rule 16b-3 | 09/11/2024 |
5 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 49.2811 subject to Rule 16b-3 | 09/16/2024 |
6 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 50.2016 subject to Rule 16b-3 | 09/23/2024 |
| Bentley Systems dividend paid on 26th of September 2024 | 09/26/2024 |
7 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 50.5815 subject to Rule 16b-3 | 09/30/2024 |
8 | Acquisition by Werner Andre of tradable shares of Bentley Systems subject to Rule 16b-3 | 10/04/2024 |
9 | Disposition of 34987 shares by Barry Bentley of Bentley Systems at 48.3687 subject to Rule 16b-3 | 10/07/2024 |
10 | Bentley Systems Carbon Analysis | 10/11/2024 |
11 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 50.9154 subject to Rule 16b-3 | 10/14/2024 |
12 | Bentley Systems director Barry Bentley sells 2.55 million in stock | 10/16/2024 |
13 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 49.4363 subject to Rule 16b-3 | 10/21/2024 |
14 | Acquisition by Keith Bentley of 1236 shares of Bentley Systems subject to Rule 16b-3 | 10/22/2024 |
15 | Disposition of 609 shares by Brock Ballard of Bentley Systems at 49.15 subject to Rule 16b-3 | 10/25/2024 |
16 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 48.9507 subject to Rule 16b-3 | 10/28/2024 |
17 | Countdown to Bentley Systems Q3 Earnings A Look at Estimates Beyond Revenue and EPS | 11/04/2024 |
18 | Vanguard Group Incs Strategic Reduction in Bentley Systems Inc Holdings | 11/05/2024 |
19 | A Look Into Bentley Systems Incs Price Over Earnings | 11/07/2024 |
20 | Decoding Bentley Systems Inc A Strategic SWOT Insight | 11/08/2024 |
21 | Disposition of 50000 shares by Barry Bentley of Bentley Systems at 48.2186 subject to Rule 16b-3 | 11/11/2024 |
22 | Disposition of tradable shares by Thomas Trimback of Bentley Systems at 49.15 subject to Rule 16b-3 | 11/13/2024 |
23 | Bentley Systems, Incorporated Declares Fourth Quarter 2024 Dividend | 11/22/2024 |
About Bentley Systems 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 Bentley or other stocks. Alpha measures the amount that position in Bentley Systems 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 | 0.00226 | 0.003018 | 0.003605 | 0.003425 | Price To Sales Ratio | 15.31 | 10.4 | 13.27 | 14.33 |
Bentley Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Bentley Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bentley Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bentley Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bentley Systems. Please utilize our Beneish M Score to check the likelihood of Bentley Systems' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Bentley Stock Analysis
When running Bentley Systems' price analysis, check to measure Bentley Systems' 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 Bentley Systems is operating at the current time. Most of Bentley Systems' value examination focuses on studying past and present price action to predict the probability of Bentley Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bentley Systems' price. Additionally, you may evaluate how the addition of Bentley Systems to your portfolios can decrease your overall portfolio volatility.