Borgwarner Stock Alpha and Beta Analysis
| BWA Stock | USD 34.12 0.36 1.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BorgWarner. It also helps investors analyze the systematic and unsystematic risks associated with investing in BorgWarner over a specified time horizon. Remember, high BorgWarner'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 BorgWarner's market risk premium analysis include:
Beta 1.22 | Alpha (0.08) | Risk 1.68 | Sharpe Ratio 0.0242 | Expected Return 0.0407 |
BorgWarner Quarterly Cash And Equivalents |
|
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.
BorgWarner |
BorgWarner Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BorgWarner market risk premium is the additional return an investor will receive from holding BorgWarner 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 BorgWarner. 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 BorgWarner's performance over market.| α | -0.08 | β | 1.22 |
BorgWarner 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 BorgWarner's Buy-and-hold return. Our buy-and-hold chart shows how BorgWarner performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BorgWarner Market Price Analysis
Market price analysis indicators help investors to evaluate how BorgWarner stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BorgWarner shares will generate the highest return on investment. By understating and applying BorgWarner stock market price indicators, traders can identify BorgWarner position entry and exit signals to maximize returns.
BorgWarner Return and Market Media
The median price of BorgWarner for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 34.12 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 34.07, and mean deviation of 0.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Craig Aaron of 3040 shares of BorgWarner subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 3538 shares by Kevin Nowlan of BorgWarner at 50.28 subject to Rule 16b-3 | 09/12/2024 |
| BorgWarner dividend paid on 16th of September 2024 | 09/16/2024 |
3 | BorgWarner Announces Full Redemption of its 5.000 percent Senior Notes Due 2025 | 10/17/2024 |
4 | Disposition of 10868 shares by Tonit Calaway of BorgWarner at 31.7401 subject to Rule 16b-3 | 10/18/2024 |
5 | BorgWarner Extends Transfer Case Business with North American OEM | 10/31/2024 |
6 | BorgWarner Announces CEO Succession Plan | 11/07/2024 |
7 | Acquisition by Frederic Lissalde of 110640 shares of BorgWarner subject to Rule 16b-3 | 11/08/2024 |
8 | Why BorgWarner is a Top Momentum Stock for the Long-Term | 11/13/2024 |
9 | Advance Auto Parts shutting 500 stores, cutting jobs as fewer opt to repair cars | 11/14/2024 |
10 | President Of BorgWarner Sold 37 percent Of Their Shares | 11/15/2024 |
11 | Electric Vehicle Driveline Market to cross 28.1 Bn by 2032, Says Global Market Insights Inc. | 11/19/2024 |
12 | Soitec shares surge on strong AI demand | 11/21/2024 |
About BorgWarner 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 BorgWarner or other stocks. Alpha measures the amount that position in BorgWarner 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 | 0.0172 | 0.0193 | 0.0156 | 0.0153 | Price To Sales Ratio | 0.64 | 0.53 | 0.59 | 0.58 |
BorgWarner Upcoming Company Events
As portrayed in its financial statements, the presentation of BorgWarner's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BorgWarner's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BorgWarner's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BorgWarner. Please utilize our Beneish M Score to check the likelihood of BorgWarner's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial 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 |
Build Portfolio with BorgWarner
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 BorgWarner Backtesting, BorgWarner Valuation, BorgWarner Correlation, BorgWarner Hype Analysis, BorgWarner Volatility, BorgWarner History and analyze BorgWarner Performance. For information on how to trade BorgWarner Stock refer to our How to Trade BorgWarner Stock guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
BorgWarner 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.