Brookfield Brp Holdings Stock Alpha and Beta Analysis
| BEPH Stock | USD 15.40 0.02 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield BRP Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield BRP over a specified time horizon. Remember, high Brookfield BRP'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 BRP's market risk premium analysis include:
Beta (0.03) | Alpha (0.02) | Risk 0.75 | Sharpe Ratio (0.04) | Expected Return (0.03) |
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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Brookfield BRP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield BRP market risk premium is the additional return an investor will receive from holding Brookfield BRP 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 BRP. 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 BRP's performance over market.| α | -0.02 | β | -0.03 |
Brookfield BRP 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 BRP's Buy-and-hold return. Our buy-and-hold chart shows how Brookfield BRP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield BRP Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield BRP 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 BRP shares will generate the highest return on investment. By understating and applying Brookfield BRP stock market price indicators, traders can identify Brookfield BRP position entry and exit signals to maximize returns.
Brookfield BRP Return and Market Media
About Brookfield BRP 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 BRP Holdings 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 Brookfield BRP 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, Brookfield BRP's short interest history, or implied volatility extrapolated from Brookfield BRP options trading.
Build Portfolio with Brookfield BRP
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Align your risk with return expectations
Check out Brookfield BRP Backtesting, Brookfield BRP Valuation, Brookfield BRP Correlation, Brookfield BRP Hype Analysis, Brookfield BRP Volatility, Brookfield BRP History and analyze Brookfield BRP Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Brookfield BRP 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.