British American (Malaysia) Alpha and Beta Analysis
| 4162 Stock | 7.57 0.16 2.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as British American Tobacco. It also helps investors analyze the systematic and unsystematic risks associated with investing in British American over a specified time horizon. Remember, high British American'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 British American's market risk premium analysis include:
Beta 0.16 | Alpha (0.02) | Risk 1.85 | Sharpe Ratio 0.0064 | Expected Return 0.0119 |
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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British American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. British American market risk premium is the additional return an investor will receive from holding British American 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 British American. 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 British American's performance over market.| α | -0.02 | β | 0.16 |
British American 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 British American's Buy-and-hold return. Our buy-and-hold chart shows how British American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.British American Market Price Analysis
Market price analysis indicators help investors to evaluate how British American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading British American shares will generate the highest return on investment. By understating and applying British American stock market price indicators, traders can identify British American position entry and exit signals to maximize returns.
British American Return and Market Media
The median price of British American for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 7.59 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 7.54, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About British American 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 British or other stocks. Alpha measures the amount that position in British American Tobacco 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 British American 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, British American's short interest history, or implied volatility extrapolated from British American options trading.
Build Portfolio with British American
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Additional Information and Resources on Investing in British Stock
When determining whether British American Tobacco offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of British American's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of British American Tobacco Stock. Outlined below are crucial reports that will aid in making a well-informed decision on British American Tobacco Stock:Check out British American Backtesting, British American Valuation, British American Correlation, British American Hype Analysis, British American Volatility, British American History and analyze British American Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
British American 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.