Big Rock Brewery Stock Alpha and Beta Analysis
| BR Stock | CAD 1.40 0.15 12.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Big Rock Brewery. It also helps investors analyze the systematic and unsystematic risks associated with investing in Big Rock over a specified time horizon. Remember, high Big Rock'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 Big Rock's market risk premium analysis include:
Beta 0.29 | Alpha (0.06) | Risk 5.65 | Sharpe Ratio 0.021 | Expected Return 0.12 |
Enterprise Value |
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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.
Big |
Big Rock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Big Rock market risk premium is the additional return an investor will receive from holding Big Rock 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 Big Rock. 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 Big Rock's performance over market.| α | -0.06 | β | 0.29 |
Big Rock 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 Big Rock's Buy-and-hold return. Our buy-and-hold chart shows how Big Rock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Big Rock Market Price Analysis
Market price analysis indicators help investors to evaluate how Big Rock stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Big Rock shares will generate the highest return on investment. By understating and applying Big Rock stock market price indicators, traders can identify Big Rock position entry and exit signals to maximize returns.
Big Rock Return and Market Media
The median price of Big Rock for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 1.41 with a coefficient of variation of 6.41. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 1.39, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Sprott Physical Gold Trust Stock Crosses Below 50 Day Moving Average of 15.71 - AmericanBankingNEWS | 02/27/2024 |
2 | iShares Russell Mid-Cap Growth ETF Shares Purchased by Mutual Advisors LLC - Defense World | 03/26/2024 |
3 | North American Morning Briefing Stocks Seen -2- - Morningstar | 04/02/2024 |
4 | Closing Bell Big Rock Brewery Inc down on Thursday - The Globe and Mail | 04/12/2024 |
About Big Rock 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 Big or other stocks. Alpha measures the amount that position in Big Rock Brewery 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0471 | 0.0652 | Price To Sales Ratio | 0.24 | 0.23 |
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 Big Rock 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, Big Rock's short interest history, or implied volatility extrapolated from Big Rock options trading.
Build Portfolio with Big Rock
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 Big Rock Backtesting, Big Rock Valuation, Big Rock Correlation, Big Rock Hype Analysis, Big Rock Volatility, Big Rock History and analyze Big Rock Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Big Stock analysis
When running Big Rock's price analysis, check to measure Big Rock's 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 Big Rock is operating at the current time. Most of Big Rock's value examination focuses on studying past and present price action to predict the probability of Big Rock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Big Rock's price. Additionally, you may evaluate how the addition of Big Rock to your portfolios can decrease your overall portfolio volatility.
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Big Rock 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.