Bsr Real Estate Stock Alpha and Beta Analysis
| HOM-UN Stock | CAD 18.15 0.08 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BSR Real Estate. It also helps investors analyze the systematic and unsystematic risks associated with investing in BSR Real over a specified time horizon. Remember, high BSR Real'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 BSR Real's market risk premium analysis include:
Beta 0.098 | Alpha 0.0136 | Risk 1.19 | Sharpe Ratio 0.0139 | Expected Return 0.0166 |
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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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BSR Real Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BSR Real market risk premium is the additional return an investor will receive from holding BSR Real 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 BSR Real. 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 BSR Real's performance over market.| α | 0.01 | β | 0.1 |
BSR Real 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 BSR Real's Buy-and-hold return. Our buy-and-hold chart shows how BSR Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BSR Real Market Price Analysis
Market price analysis indicators help investors to evaluate how BSR Real stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BSR Real shares will generate the highest return on investment. By understating and applying BSR Real stock market price indicators, traders can identify BSR Real position entry and exit signals to maximize returns.
BSR Real Return and Market Media
The median price of BSR Real for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 18.28 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 18.43, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bsr Real Estate Investment Trust Reaches New 1-Year High at 18.52 - MarketBeat | 09/10/2024 |
2 | BSRTF Shares Outstanding 33.4 Mil - GuruFocus.com | 09/18/2024 |
3 | BSR REIT Sun Belt Growth Gets A Reality Check - Seeking Alpha | 11/08/2024 |
4 | BSRTF Debt-to-Revenue 4.91 - GuruFocus.com | 11/20/2024 |
About BSR Real 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 BSR or other stocks. Alpha measures the amount that position in BSR Real Estate 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 | 0.0461 | 0.0609 | 0.0761 | 0.0792 | Price To Sales Ratio | 4.62 | 2.98 | 2.34 | 2.03 |
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 BSR Real 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, BSR Real's short interest history, or implied volatility extrapolated from BSR Real options trading.
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Other Information on Investing in BSR Stock
BSR Real financial ratios help investors to determine whether BSR 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 BSR with respect to the benefits of owning BSR Real security.