British American Tobacco Stock Alpha and Beta Analysis
| BTI Stock | USD 37.33 0.05 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as British American Tobacco. It also helps investors analyze the systematic and unsystematic risks associated with investing in British Amer over a specified time horizon. Remember, high British Amer'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 British Amer's market risk premium analysis include:
Beta 0.13 | Alpha 0.0556 | Risk 1 | Sharpe Ratio 0.0431 | Expected Return 0.0433 |
British Amer Quarterly Cash And Equivalents |
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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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British Amer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. British Amer market risk premium is the additional return an investor will receive from holding British Amer 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 British Amer. 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 British Amer's performance over market.| α | 0.06 | β | 0.13 |
British Amer 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 British Amer's Buy-and-hold return. Our buy-and-hold chart shows how British Amer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.British Amer Market Price Analysis
Market price analysis indicators help investors to evaluate how British Amer stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading British Amer shares will generate the highest return on investment. By understating and applying British Amer stock market price indicators, traders can identify British Amer position entry and exit signals to maximize returns.
British Amer Return and Market Media
The median price of British Amer for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 35.97 with a coefficient of variation of 3.25. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 36.16, and mean deviation of 1.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | British American Tobacco Appoints New Chief Corporate Officer, Affirms Dividend Amid Growth | 09/18/2024 |
2 | US Antitrust Officials ConsiderGoogle Breakup As Trustbusting Era May Return | 10/09/2024 |
3 | FTSE 100 regains most of its losses after early falls | 10/22/2024 |
4 | British American Tobacco Berhads Upcoming Dividend Will Be Larger Than Last Years | 11/01/2024 |
5 | Revealed the British companies quietly backing Trump | 11/05/2024 |
| British Amer dividend paid on 6th of November 2024 | 11/06/2024 |
6 | Sittner Nelson LLC Purchases New Stake in British American Tobacco p.l.c. | 11/08/2024 |
7 | Meritage Portfolio Management Sells 5,327 Shares of British American Tobacco p.l.c. | 11/11/2024 |
8 | British American Tobacco Downgraded by StockNews.com to Hold | 11/13/2024 |
9 | Imperial Brands target raised to GBP27 on strong revenue growth | 11/19/2024 |
10 | British American Tobacco snaps seven straight sessions of gains | 11/21/2024 |
About British Amer 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 British or other stocks. Alpha measures the amount that position in British American Tobacco 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 | 0.0796 | 0.0665 | 0.0989 | 0.1 | Price To Sales Ratio | 2.4 | 2.67 | 1.9 | 1.8 |
British Amer Upcoming Company Events
As portrayed in its financial statements, the presentation of British Amer's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, British Amer's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of British Amer's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of British Amer. Please utilize our Beneish M Score to check the likelihood of British Amer's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out British Amer Backtesting, British Amer Valuation, British Amer Correlation, British Amer Hype Analysis, British Amer Volatility, British Amer History and analyze British Amer Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
British Amer 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.