Brighthouse Financial Stock Alpha and Beta Analysis
| BHFAL Stock | USD 24.27 0.12 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brighthouse Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brighthouse Financial over a specified time horizon. Remember, high Brighthouse Financial'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 Brighthouse Financial's market risk premium analysis include:
Beta 0.21 | Alpha 0.0779 | Risk 0.67 | Sharpe Ratio 0.15 | Expected Return 0.1 |
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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.
Brighthouse |
Brighthouse Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brighthouse Financial market risk premium is the additional return an investor will receive from holding Brighthouse Financial 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 Brighthouse Financial. 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 Brighthouse Financial's performance over market.| α | 0.08 | β | 0.21 |
Brighthouse Financial 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 Brighthouse Financial's Buy-and-hold return. Our buy-and-hold chart shows how Brighthouse Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brighthouse Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Brighthouse Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brighthouse Financial shares will generate the highest return on investment. By understating and applying Brighthouse Financial stock market price indicators, traders can identify Brighthouse Financial position entry and exit signals to maximize returns.
Brighthouse Financial Return and Market Media
The median price of Brighthouse Financial for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.79 with a coefficient of variation of 2.7. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 24.55, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Brighthouse Financial stock hits 52-week low at 40.11 - Investing.com | 09/11/2024 |
| Brighthouse Financial dividend paid on 16th of September 2024 | 09/16/2024 |
2 | Analysts Set Brighthouse Financial, Inc. Price Target at 49.44 - MarketBeat | 09/19/2024 |
3 | Should Value Investors Buy Brighthouse Financial Stock - Yahoo Finance | 09/25/2024 |
4 | Thrivent Financial for Lutherans Lowers Stock Position in Brighthouse Financial, Inc. - MarketBeat | 10/01/2024 |
5 | Acquisition by Wetzel Paul M. of 3454 shares of Brighthouse Financial subject to Rule 16b-3 | 10/25/2024 |
6 | Acquisition by Huss Vonda of 8843 shares of Brighthouse Financial at 58.35 subject to Rule 16b-3 | 10/31/2024 |
7 | Principal Financial Group Inc. Sells 65,856 Shares of Brighthouse Financial, Inc. - MarketBeat | 11/21/2024 |
About Brighthouse Financial 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 Brighthouse or other stocks. Alpha measures the amount that position in Brighthouse Financial 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0205 | 0.0278 | 0.0319 | 0.0303 | Price To Sales Ratio | 0.61 | 0.44 | 0.78 | 0.99 |
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 Brighthouse Financial 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, Brighthouse Financial's short interest history, or implied volatility extrapolated from Brighthouse Financial options trading.
Build Portfolio with Brighthouse Financial
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Brighthouse Financial Backtesting, Brighthouse Financial Valuation, Brighthouse Financial Correlation, Brighthouse Financial Hype Analysis, Brighthouse Financial Volatility, Brighthouse Financial History and analyze Brighthouse Financial Performance. For more information on how to buy Brighthouse Stock please use our How to buy in Brighthouse Stock guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Brighthouse Financial 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.