Brookfield Asset Management Stock Alpha and Beta Analysis
| BAM Stock | USD 39.18 0.41 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield Asset over a specified time horizon. Remember, high Brookfield Asset'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 Brookfield Asset's market risk premium analysis include:
Beta 1.81 | Alpha (0.12) | Risk 1.42 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Brookfield Asset 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.
Brookfield |
Brookfield Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield Asset market risk premium is the additional return an investor will receive from holding Brookfield Asset 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 Brookfield Asset. 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 Brookfield Asset's performance over market.| α | -0.12 | β | 1.81 |
Brookfield Asset 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 Brookfield Asset's Buy-and-hold return. Our buy-and-hold chart shows how Brookfield Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brookfield Asset shares will generate the highest return on investment. By understating and applying Brookfield Asset stock market price indicators, traders can identify Brookfield Asset position entry and exit signals to maximize returns.
Brookfield Asset Return and Market Media
The median price of Brookfield Asset for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 40.57 with a coefficient of variation of 2.89. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 40.53, and mean deviation of 0.97. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Brookfield vs. BAM Which Brookfield Stock Is Better - msnNOW | 01/30/2024 |
2 | Disposition of 277691 shares by Brookfield Reit Adviser Llc of Brookfield Asset at 12.0743 subject to Rule 16b-3 | 03/08/2024 |
| Brookfield Asset dividend paid on 28th of March 2024 | 03/28/2024 |
3 | Brookfield Asset Management Ltd. Sets First Quarter 2024 Results Conference Call | 04/12/2024 |
About Brookfield Asset 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 Brookfield or other stocks. Alpha measures the amount that position in Brookfield Asset Man 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 | 0.056 | 0.27 | 0.0321 | 0.0305 | Price To Sales Ratio | 8.93 | 3.26 | 3.8 | 7.54 |
Brookfield Asset Upcoming Company Events
As portrayed in its financial statements, the presentation of Brookfield Asset's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brookfield Asset's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brookfield Asset's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brookfield Asset. Please utilize our Beneish M Score to check the likelihood of Brookfield Asset's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Brookfield Asset
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 Brookfield Asset Backtesting, Brookfield Asset Valuation, Brookfield Asset Correlation, Brookfield Asset Hype Analysis, Brookfield Asset Volatility, Brookfield Asset History and analyze Brookfield Asset Performance. Note that the Brookfield Asset Man information on this page should be used as a complementary analysis to other Brookfield Asset'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 Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Brookfield Stock analysis
When running Brookfield Asset's price analysis, check to measure Brookfield Asset'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 Brookfield Asset is operating at the current time. Most of Brookfield Asset's value examination focuses on studying past and present price action to predict the probability of Brookfield Asset's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brookfield Asset's price. Additionally, you may evaluate how the addition of Brookfield Asset to your portfolios can decrease your overall portfolio volatility.
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Brookfield Asset 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.