Brookfield Corp Stock Alpha and Beta Analysis
| BN Stock | 57.53 1.15 2.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield Corp over a specified time horizon. Remember, high Brookfield Corp'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 Corp's market risk premium analysis include:
Beta 1.51 | Alpha 0.16 | Risk 1.57 | Sharpe Ratio 0.16 | Expected Return 0.26 |
Brookfield Corp Quarterly Cash And Equivalents |
|
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 Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield Corp market risk premium is the additional return an investor will receive from holding Brookfield Corp 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 Corp. 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 Corp's performance over market.| α | 0.16 | β | 1.51 |
Brookfield Corp 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 Corp's Buy-and-hold return. Our buy-and-hold chart shows how Brookfield Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield Corp 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 Corp shares will generate the highest return on investment. By understating and applying Brookfield Corp stock market price indicators, traders can identify Brookfield Corp position entry and exit signals to maximize returns.
Brookfield Corp Return and Market Media
The median price of Brookfield Corp for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 53.08 with a coefficient of variation of 6.3. The daily time series for the period is distributed with a sample standard deviation of 3.31, arithmetic mean of 52.56, and mean deviation of 2.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 277691 shares by Brookfield Reit Adviser Llc of Brookfield Corp at 12.0743 subject to Rule 16b-3 | 08/30/2024 |
| Brookfield Corp dividend paid on 27th of September 2024 | 09/27/2024 |
2 | SFPUC Commits to Largest Wind Development in CleanPowerSF History | 10/23/2024 |
3 | Eupraxia Pharmaceuticals Announces that it has Closed a Non-Brokered Private Placement of C44.5 Million | 10/31/2024 |
4 | Compared to Estimates, Brookfield Renewable Q3 Earnings A Look at Key Metrics | 11/08/2024 |
5 | Brookfield Police Department To Hold 10th Annual Toy Drive | 11/12/2024 |
6 | Brookfield Corp. Profit Climbs as Wealth Unit Boosts Results | 11/14/2024 |
7 | BMO Capital boosts Brookfield stock outlook, highlights favorable risk-reward dynamics | 11/15/2024 |
About Brookfield Corp 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 Corp 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0195 | 0.009628 | 0.009146 | Price To Sales Ratio | 1.0 | 0.64 | 0.61 |
Brookfield Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Brookfield Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brookfield Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brookfield Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brookfield Corp. Please utilize our Beneish M Score to check the likelihood of Brookfield Corp's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Brookfield Corp
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 Brookfield Corp Backtesting, Brookfield Corp Valuation, Brookfield Corp Correlation, Brookfield Corp Hype Analysis, Brookfield Corp Volatility, Brookfield Corp History and analyze Brookfield Corp Performance. To learn how to invest in Brookfield Stock, please use our How to Invest in Brookfield Corp guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Brookfield Corp 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.