Bombardier Stock Alpha and Beta Analysis
| BBD-B Stock | CAD 57.35 0.21 0.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bombardier. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bombardier over a specified time horizon. Remember, high Bombardier'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 Bombardier's market risk premium analysis include:
Beta 1.62 | Alpha 0.0709 | Risk 3.16 | Sharpe Ratio 0.0657 | Expected Return 0.21 |
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.
Bombardier |
Bombardier Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bombardier market risk premium is the additional return an investor will receive from holding Bombardier 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 Bombardier. 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 Bombardier's performance over market.| α | 0.07 | β | 1.62 |
Bombardier 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 Bombardier's Buy-and-hold return. Our buy-and-hold chart shows how Bombardier performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bombardier Market Price Analysis
Market price analysis indicators help investors to evaluate how Bombardier stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bombardier shares will generate the highest return on investment. By understating and applying Bombardier stock market price indicators, traders can identify Bombardier position entry and exit signals to maximize returns.
Bombardier Return and Market Media
The median price of Bombardier for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 52.44 with a coefficient of variation of 7.72. The daily time series for the period is distributed with a sample standard deviation of 4.11, arithmetic mean of 53.26, and mean deviation of 3.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bombardier free cash flow forecast short of expectations, shares fall By Reuters - Investing.com | 02/08/2024 |
2 | Closing Bell Bombardier Inc Pref Class C up on Tuesday - The Globe and Mail | 02/20/2024 |
3 | Bombardier, Inc. Class B Stock Crosses Above 200-Day Moving Average of 49.86 - MarketBeat | 03/12/2024 |
4 | Down 34 percent in 8 Months, Is Bombardier Stock a Buy Today - MSN | 03/21/2024 |
5 | Bombardier Share Price Crosses Above 50-Day Moving Average of .46 - Defense World | 04/10/2024 |
6 | Bombardier completes partial redemption of 100 million senior notes - Stockhouse Publishing | 04/16/2024 |
About Bombardier 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 Bombardier or other stocks. Alpha measures the amount that position in Bombardier 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 | 0.0063 | 0.005487 | 0.005741 | 0.005454 | Price To Sales Ratio | 0.52 | 0.53 | 0.48 | 0.63 |
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 Bombardier 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, Bombardier's short interest history, or implied volatility extrapolated from Bombardier options trading.
Build Portfolio with Bombardier
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 Bombardier Backtesting, Bombardier Valuation, Bombardier Correlation, Bombardier Hype Analysis, Bombardier Volatility, Bombardier History and analyze Bombardier Performance. Note that the Bombardier information on this page should be used as a complementary analysis to other Bombardier's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Bombardier Stock analysis
When running Bombardier's price analysis, check to measure Bombardier'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 Bombardier is operating at the current time. Most of Bombardier's value examination focuses on studying past and present price action to predict the probability of Bombardier's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bombardier's price. Additionally, you may evaluate how the addition of Bombardier to your portfolios can decrease your overall portfolio volatility.
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Bombardier 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.