Brookfield Asset Management Stock Alpha and Beta Analysis
| BAM Stock | USD 55.57 0.53 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield Asset over a specified time horizon. Remember, high Brookfield Asset'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 Brookfield Asset's market risk premium analysis include:
Beta 0.49 | Alpha 0.19 | Risk 1.86 | Sharpe Ratio 0.0892 | Expected Return 0.17 |
Brookfield Asset 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.
Brookfield |
Brookfield Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield Asset market risk premium is the additional return an investor will receive from holding Brookfield Asset 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 Brookfield Asset. 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 Brookfield Asset's performance over market.| α | 0.19 | β | 0.49 |
Brookfield Asset 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 Brookfield Asset's Buy-and-hold return. Our buy-and-hold chart shows how Brookfield Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brookfield Asset shares will generate the highest return on investment. By understating and applying Brookfield Asset stock market price indicators, traders can identify Brookfield Asset position entry and exit signals to maximize returns.
Brookfield Asset Return and Market Media
The median price of Brookfield Asset for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 55.1 with a coefficient of variation of 4.46. The daily time series for the period is distributed with a sample standard deviation of 2.44, arithmetic mean of 54.71, and mean deviation of 1.89. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 277691 shares by Brookfield Reit Adviser Llc of Brookfield Asset at 12.0743 subject to Rule 16b-3 | 10/22/2024 |
2 | Check Capital Management Inc. CA Lowers Position in Brookfield Asset Management Ltd. | 11/15/2024 |
3 | Brookfield Asset Management Ltd Announces Special Shareholder Meeting to Enhance ... | 12/27/2024 |
4 | HomeStreet Arm to Unload 990M Multifamily Loans to Bank of America | 12/30/2024 |
| Brookfield Asset dividend paid on 31st of December 2024 | 12/31/2024 |
5 | Apollo Reports Q4 Preliminary Net Investment Income of 265M | 01/03/2025 |
6 | Brookfield Asset Management Lowered to Sell Rating by StockNews.com | 01/10/2025 |
7 | Brookfield Asset Management Ltd Announces Fourth Quarter 2024 Conference Call and Webcast | 01/15/2025 |
8 | Brookfield Appoints Bruce Flatt as Chair of Brookfield Asset Management | 01/16/2025 |
About Brookfield Asset 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 Brookfield or other stocks. Alpha measures the amount that position in Brookfield Asset Man 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.29 | 0.0315 | 0.0283 | 0.0269 | Price To Sales Ratio | 3.0 | 41.11 | 37.0 | 38.85 |
Brookfield Asset Upcoming Company Events
As portrayed in its financial statements, the presentation of Brookfield Asset's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brookfield Asset's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brookfield Asset's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brookfield Asset. Please utilize our Beneish M Score to check the likelihood of Brookfield Asset's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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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Check out Brookfield Asset Backtesting, Brookfield Asset Valuation, Brookfield Asset Correlation, Brookfield Asset Hype Analysis, Brookfield Asset Volatility, Brookfield Asset History and analyze Brookfield Asset Performance. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Brookfield Asset 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.