Boston Properties (Germany) Alpha and Beta Analysis
| BO9 Stock | EUR 77.36 0.96 1.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Boston Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Boston Properties over a specified time horizon. Remember, high Boston Properties' 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 Boston Properties' market risk premium analysis include:
Beta 0.18 | Alpha 0.2 | Risk 1.46 | Sharpe Ratio 0.18 | Expected Return 0.26 |
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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Boston Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Boston Properties market risk premium is the additional return an investor will receive from holding Boston Properties 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 Boston Properties. 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 Boston Properties' performance over market.| α | 0.20 | β | 0.18 |
Boston Properties 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 Boston Properties' Buy-and-hold return. Our buy-and-hold chart shows how Boston Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Boston Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Boston Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Boston Properties shares will generate the highest return on investment. By understating and applying Boston Properties stock market price indicators, traders can identify Boston Properties position entry and exit signals to maximize returns.
Boston Properties Return and Market Media
The median price of Boston Properties for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 74.36 with a coefficient of variation of 5.88. The daily time series for the period is distributed with a sample standard deviation of 4.37, arithmetic mean of 74.26, and mean deviation of 3.49. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Boston Properties 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 Boston or other stocks. Alpha measures the amount that position in Boston Properties 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 Boston Properties 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, Boston Properties' short interest history, or implied volatility extrapolated from Boston Properties options trading.
Build Portfolio with Boston Properties
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
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Additional Information and Resources on Investing in Boston Stock
When determining whether Boston Properties is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Boston Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Boston Properties Stock. Highlighted below are key reports to facilitate an investment decision about Boston Properties Stock:Check out Boston Properties Backtesting, Boston Properties Valuation, Boston Properties Correlation, Boston Properties Hype Analysis, Boston Properties Volatility, Boston Properties History and analyze Boston Properties Performance. For more detail on how to invest in Boston Stock please use our How to Invest in Boston Properties guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Boston Properties 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.