Boston Properties Stock Alpha and Beta Analysis
| BXP Stock | USD 72.40 3.56 5.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Boston Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Boston Properties over a specified time horizon. Remember, high Boston Properties' 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 Boston Properties' market risk premium analysis include:
Beta 0.67 | Alpha (0.37) | Risk 2.07 | Sharpe Ratio (0.05) | Expected Return (0.11) |
Boston Properties 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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Boston Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Boston Properties market risk premium is the additional return an investor will receive from holding Boston Properties 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 Boston Properties. 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 Boston Properties' performance over market.| α | -0.37 | β | 0.67 |
Boston Properties 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 Boston Properties' Buy-and-hold return. Our buy-and-hold chart shows how Boston Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Boston Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Boston Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Boston Properties shares will generate the highest return on investment. By understating and applying Boston Properties stock market price indicators, traders can identify Boston Properties position entry and exit signals to maximize returns.
Boston Properties Return and Market Media
The median price of Boston Properties for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 78.37 with a coefficient of variation of 5.81. The daily time series for the period is distributed with a sample standard deviation of 4.49, arithmetic mean of 77.23, and mean deviation of 3.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Boston Properties dividend paid on 31st of October 2024 | 10/31/2024 |
1 | Acquisition by Matthew Lustig of 372 shares of Boston Properties subject to Rule 16b-3 | 11/11/2024 |
2 | Boston Properties SWOT analysis office REIT stock faces mixed market trends | 12/04/2024 |
3 | Boston Properties SWOT analysis office REIT stock navigates market shifts | 12/16/2024 |
4 | BXP Witnesses Strong Leasing Momentum, Gets Renewal From Ropes Gray | 12/20/2024 |
5 | Acquisition by West Tony of 319 shares of Boston Properties subject to Rule 16b-3 | 12/31/2024 |
6 | BXP Inc Acquires Prime Washington, DC Property for Redevelopment | 01/07/2025 |
7 | BXP Inc Trading Down 3.27 percent on Jan 10 | 01/10/2025 |
8 | KnitWell Group Signs 246,000 Square Foot Renewal Expansion at BXPs 7 Times Square in New York | 01/13/2025 |
9 | BXP Continues Winning Tenants Confidence, Secures Another Renewal | 01/14/2025 |
10 | Disposition of tradable shares by Eric Kevorkian of Boston Properties at 72.0 subject to Rule 16b-3 | 01/15/2025 |
11 | BXP Inc Announces 2024 Tax Treatment of Common Stock Distributions | 01/21/2025 |
About Boston Properties 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 Boston or other stocks. Alpha measures the amount that position in Boston Properties 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0647 | 0.0624 | 0.0717 | 0.0618 | Price To Sales Ratio | 3.41 | 3.37 | 3.03 | 4.62 |
Boston Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of Boston Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Boston Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Boston Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Boston Properties. Please utilize our Beneish M Score to check the likelihood of Boston Properties' management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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 Boston Properties
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Additional Tools for Boston Stock Analysis
When running Boston Properties' price analysis, check to measure Boston Properties' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Boston Properties is operating at the current time. Most of Boston Properties' value examination focuses on studying past and present price action to predict the probability of Boston Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boston Properties' price. Additionally, you may evaluate how the addition of Boston Properties to your portfolios can decrease your overall portfolio volatility.