Burtech Acquisition Corp Stock Alpha and Beta Analysis
| BRKH Stock | USD 11.47 0.03 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BurTech Acquisition Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in BurTech Acquisition over a specified time horizon. Remember, high BurTech Acquisition'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 BurTech Acquisition's market risk premium analysis include:
Beta (0.06) | Alpha 0.0289 | Risk 0.18 | Sharpe Ratio 0.18 | Expected Return 0.0323 |
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.
BurTech |
BurTech Acquisition Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BurTech Acquisition market risk premium is the additional return an investor will receive from holding BurTech Acquisition 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 BurTech Acquisition. 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 BurTech Acquisition's performance over market.| α | 0.03 | β | -0.06 |
BurTech Acquisition 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 BurTech Acquisition's Buy-and-hold return. Our buy-and-hold chart shows how BurTech Acquisition performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BurTech Acquisition Market Price Analysis
Market price analysis indicators help investors to evaluate how BurTech Acquisition stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BurTech Acquisition shares will generate the highest return on investment. By understating and applying BurTech Acquisition stock market price indicators, traders can identify BurTech Acquisition position entry and exit signals to maximize returns.
BurTech Acquisition Return and Market Media
The median price of BurTech Acquisition for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 11.34 with a coefficient of variation of 0.57. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 11.32, and mean deviation of 0.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | On The My Stocks Page - Stock Traders Daily | 11/18/2024 |
2 | ATW Spac Management LLC Sells 1,115 Shares of Burtech Acquisition Corp. | 11/21/2024 |
About BurTech Acquisition 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 BurTech or other stocks. Alpha measures the amount that position in BurTech Acquisition 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.
| 2010 | 2023 | 2024 (projected) | Company Equity Multiplier | 1.04 | 2.33 | 1.18 | Effective Tax Rate | 0.0136 | 0.43 | 0.46 |
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 BurTech Acquisition 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, BurTech Acquisition's short interest history, or implied volatility extrapolated from BurTech Acquisition options trading.
Build Portfolio with BurTech Acquisition
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 BurTech Acquisition Backtesting, BurTech Acquisition Valuation, BurTech Acquisition Correlation, BurTech Acquisition Hype Analysis, BurTech Acquisition Volatility, BurTech Acquisition History and analyze BurTech Acquisition Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
BurTech Acquisition 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.