BURLINGTON STORES (Germany) Alpha and Beta Analysis
| BUI Stock | EUR 260.00 6.00 2.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BURLINGTON STORES. It also helps investors analyze the systematic and unsystematic risks associated with investing in BURLINGTON STORES over a specified time horizon. Remember, high BURLINGTON STORES'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 BURLINGTON STORES's market risk premium analysis include:
Beta 0.42 | Alpha 0.0392 | Risk 1.9 | Sharpe Ratio 0.0543 | Expected Return 0.1 |
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.
BURLINGTON |
BURLINGTON STORES Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BURLINGTON STORES market risk premium is the additional return an investor will receive from holding BURLINGTON STORES 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 BURLINGTON STORES. 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 BURLINGTON STORES's performance over market.| α | 0.04 | β | 0.42 |
BURLINGTON STORES 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 BURLINGTON STORES's Buy-and-hold return. Our buy-and-hold chart shows how BURLINGTON STORES performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BURLINGTON STORES Market Price Analysis
Market price analysis indicators help investors to evaluate how BURLINGTON STORES stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BURLINGTON STORES shares will generate the highest return on investment. By understating and applying BURLINGTON STORES stock market price indicators, traders can identify BURLINGTON STORES position entry and exit signals to maximize returns.
BURLINGTON STORES Return and Market Media
The median price of BURLINGTON STORES for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 240.0 with a coefficient of variation of 3.36. The daily time series for the period is distributed with a sample standard deviation of 8.05, arithmetic mean of 239.39, and mean deviation of 6.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About BURLINGTON STORES 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 BURLINGTON or other stocks. Alpha measures the amount that position in BURLINGTON STORES 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.
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 BURLINGTON STORES 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, BURLINGTON STORES's short interest history, or implied volatility extrapolated from BURLINGTON STORES options trading.
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Additional Information and Resources on Investing in BURLINGTON Stock
When determining whether BURLINGTON STORES is a strong investment it is important to analyze BURLINGTON STORES's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BURLINGTON STORES's future performance. For an informed investment choice regarding BURLINGTON Stock, refer to the following important reports:Check out BURLINGTON STORES Backtesting, BURLINGTON STORES Valuation, BURLINGTON STORES Correlation, BURLINGTON STORES Hype Analysis, BURLINGTON STORES Volatility, BURLINGTON STORES History and analyze BURLINGTON STORES Performance. For information on how to trade BURLINGTON Stock refer to our How to Trade BURLINGTON Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
BURLINGTON STORES 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.