Bath Body (Brazil) Alpha and Beta Analysis
| B1BW34 Stock | 58.99 3.51 6.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bath Body Works. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bath Body over a specified time horizon. Remember, high Bath Body'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 Bath Body's market risk premium analysis include:
Beta (0.39) | Alpha 0.4 | Risk 2.88 | Sharpe Ratio 0.25 | Expected Return 0.73 |
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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Bath Body Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bath Body market risk premium is the additional return an investor will receive from holding Bath Body 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 Bath Body. 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 Bath Body's performance over market.| α | 0.40 | β | -0.39 |
Bath Body 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 Bath Body's Buy-and-hold return. Our buy-and-hold chart shows how Bath Body performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bath Body Market Price Analysis
Market price analysis indicators help investors to evaluate how Bath Body stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bath Body shares will generate the highest return on investment. By understating and applying Bath Body stock market price indicators, traders can identify Bath Body position entry and exit signals to maximize returns.
Bath Body Return and Market Media
The median price of Bath Body for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 42.66 with a coefficient of variation of 11.39. The daily time series for the period is distributed with a sample standard deviation of 5.05, arithmetic mean of 44.34, and mean deviation of 3.81. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bath Body 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 Bath or other stocks. Alpha measures the amount that position in Bath Body Works 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 Bath Body 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, Bath Body's short interest history, or implied volatility extrapolated from Bath Body options trading.
Build Portfolio with Bath Body
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Additional Information and Resources on Investing in Bath Stock
When determining whether Bath Body Works offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Bath Body'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 Bath Body Works Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bath Body Works Stock:Check out Bath Body Backtesting, Bath Body Valuation, Bath Body Correlation, Bath Body Hype Analysis, Bath Body Volatility, Bath Body History and analyze Bath Body Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Bath Body 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.