Burcon Nutrascience Stock Alpha and Beta Analysis
| BU Stock | CAD 0.12 0.01 9.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Burcon NutraScience. It also helps investors analyze the systematic and unsystematic risks associated with investing in Burcon NutraScience over a specified time horizon. Remember, high Burcon NutraScience'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 Burcon NutraScience's market risk premium analysis include:
Beta (0.53) | Alpha 0.12 | Risk 9.09 | Sharpe Ratio (0) | Expected Return (0.04) |
Burcon NutraScience 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.
Burcon |
Burcon NutraScience Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Burcon NutraScience market risk premium is the additional return an investor will receive from holding Burcon NutraScience 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 Burcon NutraScience. 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 Burcon NutraScience's performance over market.| α | 0.12 | β | -0.53 |
Burcon NutraScience 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 Burcon NutraScience's Buy-and-hold return. Our buy-and-hold chart shows how Burcon NutraScience performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Burcon NutraScience Market Price Analysis
Market price analysis indicators help investors to evaluate how Burcon NutraScience stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Burcon NutraScience shares will generate the highest return on investment. By understating and applying Burcon NutraScience stock market price indicators, traders can identify Burcon NutraScience position entry and exit signals to maximize returns.
Burcon NutraScience Return and Market Media
The median price of Burcon NutraScience for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 0.12 with a coefficient of variation of 12.02. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.13, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Burcon CEO to Participate at Protein Industries Canada Annual Conference and General Meeting - StockTitan | 09/11/2024 |
2 | Bristol-Myers Squibb Company Quote - Press Release - The Globe and Mail | 11/07/2024 |
3 | Stonegate Updates Coverage on Burcon Nutrascience Corporation FY25 Q2 - Yahoo Finance | 11/21/2024 |
About Burcon NutraScience 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 Burcon or other stocks. Alpha measures the amount that position in Burcon NutraScience 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) | Graham Number | 0.74 | 0.24 | 0.23 | Receivables Turnover | 0.86 | 1.37 | 1.44 |
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 Burcon NutraScience 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, Burcon NutraScience's short interest history, or implied volatility extrapolated from Burcon NutraScience options trading.
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Other Information on Investing in Burcon Stock
Burcon NutraScience financial ratios help investors to determine whether Burcon Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Burcon with respect to the benefits of owning Burcon NutraScience security.