Brookline Bancorp Stock Alpha and Beta Analysis
| BRKL Stock | USD 12.26 0.23 1.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookline Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookline Bancorp over a specified time horizon. Remember, high Brookline Bancorp'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 Brookline Bancorp's market risk premium analysis include:
Beta 1.89 | Alpha 0.19 | Risk 2.11 | Sharpe Ratio 0.16 | Expected Return 0.34 |
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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.
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Brookline Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookline Bancorp market risk premium is the additional return an investor will receive from holding Brookline Bancorp 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 Brookline Bancorp. 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 Brookline Bancorp's performance over market.| α | 0.19 | β | 1.89 |
Brookline Bancorp 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 Brookline Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Brookline Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookline Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookline Bancorp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brookline Bancorp shares will generate the highest return on investment. By understating and applying Brookline Bancorp stock market price indicators, traders can identify Brookline Bancorp position entry and exit signals to maximize returns.
Brookline Bancorp Return and Market Media
The median price of Brookline Bancorp for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.12 with a coefficient of variation of 8.81. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 10.51, and mean deviation of 0.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Mark Meiklejohn of 11567 shares of Brookline Bancorp subject to Rule 16b-3 | 08/28/2024 |
| Brookline Bancorp dividend paid on 30th of August 2024 | 08/30/2024 |
2 | Disposition of 1006 shares by Janytra Brooks of Brookline Bancorp at 9.84 subject to Rule 16b-3 | 10/04/2024 |
3 | Disposition of 349 shares by Janytra Brooks of Brookline Bancorp at 9.84 subject to Rule 16b-3 | 10/21/2024 |
4 | Brookline Bancorp earnings beat by 0.03, revenue topped estimates | 10/23/2024 |
5 | Brookline Bancorp Inc Q3 2024 Earnings Call Highlights Strong Deposit Growth and ... | 10/25/2024 |
6 | Earnings Estimates Rising for Brookline Will It Gain | 10/28/2024 |
7 | Brookline Bancorp Sets New 12-Month High Still a Buy | 11/01/2024 |
8 | Acquisition by Chang Joanne B. of 6098 shares of Brookline Bancorp subject to Rule 16b-3 | 11/06/2024 |
9 | Brookline Bancorp is a Great Momentum Stock Should You Buy | 11/07/2024 |
10 | BRKL Stock Rises 5 percent Amid Positive Financial Performance and Buy Recommendations | 11/11/2024 |
11 | Jennison Associates LLC Adjusts Position in Brookline Bancorp Inc | 11/13/2024 |
About Brookline Bancorp 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 Brookline or other stocks. Alpha measures the amount that position in Brookline Bancorp 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 | 0.0297 | 0.0367 | 0.0498 | 0.0293 | Price To Sales Ratio | 4.08 | 3.32 | 2.89 | 2.74 |
Brookline Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of Brookline Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brookline Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brookline Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brookline Bancorp. Please utilize our Beneish M Score to check the likelihood of Brookline Bancorp's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Brookline Bancorp
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 Brookline Bancorp Backtesting, Brookline Bancorp Valuation, Brookline Bancorp Correlation, Brookline Bancorp Hype Analysis, Brookline Bancorp Volatility, Brookline Bancorp History and analyze Brookline Bancorp Performance. For more information on how to buy Brookline Stock please use our How to buy in Brookline Stock guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Brookline Bancorp 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.