Bilibili Stock Alpha and Beta Analysis
| BILI Stock | USD 30.60 0.31 1.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bilibili. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bilibili over a specified time horizon. Remember, high Bilibili'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 Bilibili's market risk premium analysis include:
Beta 1.46 | Alpha 0.11 | Risk 3.24 | Sharpe Ratio 0.0948 | Expected Return 0.31 |
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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.
Check out Bilibili Analysis, Bilibili Valuation, Bilibili Correlation, Bilibili Hype Analysis, Bilibili Volatility, Bilibili Price History and analyze Bilibili Performance. Bilibili Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bilibili market risk premium is the additional return an investor will receive from holding Bilibili 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 Bilibili. 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 Bilibili's performance over market.| α | 0.11 | β | 1.46 |
Bilibili 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 Bilibili's Buy-and-hold return. Our buy-and-hold chart shows how Bilibili performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bilibili Market Price Analysis
Market price analysis indicators help investors to evaluate how Bilibili stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bilibili shares will generate the highest return on investment. By understating and applying Bilibili stock market price indicators, traders can identify Bilibili position entry and exit signals to maximize returns.
Bilibili Return and Market Media
The median price of Bilibili for the period between Mon, Nov 17, 2025 and Sun, Feb 15, 2026 is 26.89 with a coefficient of variation of 12.23. The daily time series for the period is distributed with a sample standard deviation of 3.45, arithmetic mean of 28.18, and mean deviation of 3.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Zacks Industry Outlook Highlights Fox, Bilibili and Sirius XM | 01/05/2026 |
2 | Are Consumer Discretionary Stocks Lagging Bilibili This Year | 01/09/2026 |
3 | Bilibili Stock Rises on Strong Advertising Growth - GuruFocus | 01/14/2026 |
4 | Is It Time To Reassess Bilibili After Its Strong One Year Share Price Rally | 01/21/2026 |
5 | Heres What Bilibili Stocks Upside Looks Like in 2026 After Gaining 110 percent Last Year - TIKR.com | 01/30/2026 |
6 | Bilibili Reports No Share Capital Changes in January 2026 Hong Kong Filing - TipRanks | 02/06/2026 |
7 | Bilibili Inc. to Report Fourth Quarter and Fiscal Year 2025 Unaudited Financial Results on Thursday, March 5, 2026 | 02/12/2026 |
About Bilibili 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 Bilibili or other stocks. Alpha measures the amount that position in Bilibili 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Days Sales Outstanding | 25.5 | 16.69 | 19.19 | 18.23 | PTB Ratio | 2.48 | 3.9 | 4.49 | 7.6 |
Bilibili Upcoming Company Events
As portrayed in its financial statements, the presentation of Bilibili's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bilibili's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bilibili's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bilibili. Please utilize our Beneish M Score to check the likelihood of Bilibili's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Bilibili
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Check out Bilibili Analysis, Bilibili Valuation, Bilibili Correlation, Bilibili Hype Analysis, Bilibili Volatility, Bilibili Price History and analyze Bilibili Performance. For more detail on how to invest in Bilibili Stock please use our How to Invest in Bilibili guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Bilibili 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.