Brilliance China Automotive Stock Alpha and Beta Analysis
| BCAUF Stock | USD 0.34 0.04 10.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brilliance China Automotive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brilliance China over a specified time horizon. Remember, high Brilliance China'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 Brilliance China's market risk premium analysis include:
Beta (10.62) | Alpha 4.88 | Risk 10.58 | Sharpe Ratio (0.13) | Expected Return (1.36) |
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.
Brilliance |
Brilliance China Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brilliance China market risk premium is the additional return an investor will receive from holding Brilliance China 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 Brilliance China. 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 Brilliance China's performance over market.| α | 4.88 | β | -10.62 |
Brilliance China Fundamentals Vs Peers
Comparing Brilliance China's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Brilliance China's direct or indirect competition across all of the common fundamentals between Brilliance China and the related equities. This way, we can detect undervalued stocks with similar characteristics as Brilliance China or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of Brilliance China's fundamental indicators could also be used in its relative valuation, which is a method of valuing Brilliance China by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Brilliance China to competition |
| Fundamentals | Brilliance China | Peer Average |
| Return On Asset | -0.0183 | -0.14 |
| Profit Margin | 0.64 % | (1.27) % |
| Operating Margin | (0.15) % | (5.51) % |
| Current Valuation | 2.37 B | 16.62 B |
| Price To Earning | 5.76 X | 28.72 X |
| Price To Book | 0.48 X | 9.51 X |
| Price To Sales | 5.47 X | 11.42 X |
Brilliance China Opportunities
Brilliance China Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Brilliance China 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 Brilliance or other pink sheets. Alpha measures the amount that position in Brilliance China Aut 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 Brilliance China 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, Brilliance China's short interest history, or implied volatility extrapolated from Brilliance China options trading.
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Other Information on Investing in Brilliance Pink Sheet
Brilliance China financial ratios help investors to determine whether Brilliance Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Brilliance with respect to the benefits of owning Brilliance China security.