Bny Mellon Strategic Stock Alpha and Beta Analysis
| LEO Stock | USD 6.41 0.02 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BNY Mellon Strategic. It also helps investors analyze the systematic and unsystematic risks associated with investing in BNY Mellon over a specified time horizon. Remember, high BNY Mellon'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 BNY Mellon's market risk premium analysis include:
Beta 0.0361 | Alpha (0) | Risk 0.66 | Sharpe Ratio (0.03) | Expected Return (0.02) |
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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.
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BNY Mellon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BNY Mellon market risk premium is the additional return an investor will receive from holding BNY Mellon 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 BNY Mellon. 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 BNY Mellon's performance over market.| α | -0.0024 | β | 0.04 |
BNY Mellon 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 BNY Mellon's Buy-and-hold return. Our buy-and-hold chart shows how BNY Mellon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BNY Mellon Market Price Analysis
Market price analysis indicators help investors to evaluate how BNY Mellon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BNY Mellon shares will generate the highest return on investment. By understating and applying BNY Mellon stock market price indicators, traders can identify BNY Mellon position entry and exit signals to maximize returns.
BNY Mellon Return and Market Media
The median price of BNY Mellon for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 6.4 with a coefficient of variation of 1.76. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 6.38, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Le rseau LEO dEutelsat OneWeb slectionn par Inmarsat Maritime pour le dploiement de ses services de connectivit en mer | 09/25/2024 |
| BNY Mellon dividend paid on 1st of October 2024 | 10/01/2024 |
2 | 42com Launches New ISP and LEO Satellite Infrastructure Services in Italy | 10/09/2024 |
3 | LEO Pharma Launches Talk to the Hand Campaign to Raise Awareness of the Impact of Chronic Hand Eczema | 10/22/2024 |
4 | LEO Pharma Presents Final Results of ECZTEND Long-Term Adbry Trial in Patients with Moderate-to-Severe Atopic Dermatitis at Fall Clinical 2024 | 10/25/2024 |
5 | Hughes Electronically Steerable Antenna Successfully Completes Flight Test Using LEO | 10/28/2024 |
| BNY Mellon dividend paid on 31st of October 2024 | 10/31/2024 |
6 | Acquisition by Comerica Bank of tradable shares of BNY Mellon at 25000.0 subject to Rule 16b-3 | 11/08/2024 |
7 | Eutelsat and Q-KON Sign New Multi-year Agreement to Expand LEO Services Across Sub-Saharan Africa | 11/14/2024 |
| BNY Mellon dividend paid on 2nd of December 2024 | 12/02/2024 |
About BNY Mellon 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 BNY or other stocks. Alpha measures the amount that position in BNY Mellon Strategic 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) | Days Payables Outstanding | 257.91 | 1.1K | 1.3K | 1.1K | PFCF Ratio | 8.38 | 4.51 | 5.19 | 4.93 |
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 BNY Mellon 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, BNY Mellon's short interest history, or implied volatility extrapolated from BNY Mellon options trading.
Build Portfolio with BNY Mellon
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out BNY Mellon Backtesting, BNY Mellon Valuation, BNY Mellon Correlation, BNY Mellon Hype Analysis, BNY Mellon Volatility, BNY Mellon History and analyze BNY Mellon Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
BNY Mellon 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.