Braze Inc Stock Alpha and Beta Analysis
| BRZE Stock | USD 39.12 0.41 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Braze Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Braze over a specified time horizon. Remember, high Braze'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 Braze's market risk premium analysis include:
Beta 2.06 | Alpha (0.37) | Risk 3.48 | Sharpe Ratio (0.04) | Expected Return (0.14) |
Enterprise Value |
|
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.
Braze |
Braze Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Braze market risk premium is the additional return an investor will receive from holding Braze 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 Braze. 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 Braze's performance over market.| α | -0.37 | β | 2.06 |
Braze 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 Braze's Buy-and-hold return. Our buy-and-hold chart shows how Braze performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Braze Market Price Analysis
Market price analysis indicators help investors to evaluate how Braze stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Braze shares will generate the highest return on investment. By understating and applying Braze stock market price indicators, traders can identify Braze position entry and exit signals to maximize returns.
Braze Return and Market Media
The median price of Braze for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 34.51 with a coefficient of variation of 13.28. The daily time series for the period is distributed with a sample standard deviation of 4.64, arithmetic mean of 34.93, and mean deviation of 3.51. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Why Braze Shares Are Trading Lower Today | 09/06/2024 |
2 | Disposition of 725159 shares by Iconiq Strategic Partners Iii, L.p. of Braze subject to Rule 16b-3 | 09/09/2024 |
3 | Braze, Inc. Shares Slammed 27 percent But Getting In Cheap Might Be Difficult Regardless | 09/25/2024 |
4 | Disposition of 750000 shares by Battery Partners Xi, Llc of Braze subject to Rule 16b-3 | 10/02/2024 |
5 | Disposition of 1377 shares by Machado Fernando of Braze at 30.65 subject to Rule 16b-3 | 10/07/2024 |
6 | Disposition of 56830 shares by Lee Roger H of Braze at 30.27 subject to Rule 16b-3 | 10/11/2024 |
7 | Braze Named a Leader in 2024 Magic Quadrant for Multichannel Marketing Hubs for Second Consecutive Year | 10/28/2024 |
8 | Braze Upgraded by Macquarie to Hold Rating | 11/01/2024 |
9 | Morgan Stanleys Strategic Reduction in Braze Inc. Holdings | 11/07/2024 |
10 | Disposition of 4278960 shares by Mcg7 Capital Inc. of Braze subject to Rule 16b-3 | 11/13/2024 |
11 | CADIAN CAPITAL MANAGEMENT, LP Bolsters Position in Sprinklr Inc | 11/14/2024 |
12 | Disposition of 6930 shares by Jonathan Hyman of Braze at 34.45 subject to Rule 16b-3 | 11/18/2024 |
13 | Braze Inc Trading 4.64 percent Higher on Nov 19 | 11/19/2024 |
14 | Braze general counsel Susan Wiseman sells 260,858 in stock | 11/20/2024 |
15 | Braze, Inc. General Counsel Susan Wiseman Sells 3,853 Shares | 11/21/2024 |
About Braze 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 Braze or other stocks. Alpha measures the amount that position in Braze Inc 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) | Payables Turnover | 37.69 | 23.34 | 22.17 | Days Of Inventory On Hand | 115.76 | 104.18 | 70.53 |
Braze Upcoming Company Events
As portrayed in its financial statements, the presentation of Braze's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Braze's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Braze's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Braze. Please utilize our Beneish M Score to check the likelihood of Braze's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 4th of April 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Braze
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 Braze Backtesting, Braze Valuation, Braze Correlation, Braze Hype Analysis, Braze Volatility, Braze History and analyze Braze Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Braze 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.