Bausch Health Companies Stock Alpha and Beta Analysis
BHC Stock | USD 8.60 0.06 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bausch Health Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bausch Health over a specified time horizon. Remember, high Bausch Health'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 Bausch Health's market risk premium analysis include:
Beta 1.89 | Alpha (0.06) | Risk 2.45 | Sharpe Ratio 0.0413 | Expected Return 0.1 |
Bausch Health 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.
Bausch |
Bausch Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bausch Health market risk premium is the additional return an investor will receive from holding Bausch Health 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 Bausch Health. 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 Bausch Health's performance over market.α | -0.06 | β | 1.89 |
Bausch Health 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 Bausch Health's Buy-and-hold return. Our buy-and-hold chart shows how Bausch Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bausch Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Bausch Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bausch Health shares will generate the highest return on investment. By understating and applying Bausch Health stock market price indicators, traders can identify Bausch Health position entry and exit signals to maximize returns.
Bausch Health Return and Market Media
The median price of Bausch Health for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 8.99 with a coefficient of variation of 8.16. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 8.96, and mean deviation of 0.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Bausch Q4 Earnings How Key Metrics Compare to Wall Street Estimates | 02/22/2024 |
2 | Acquisition by Seana Carson of 147536 shares of Bausch Health subject to Rule 16b-3 | 02/29/2024 |
3 | Disposition of 511 shares by Seana Carson of Bausch Health at 9.89 subject to Rule 16b-3 | 03/01/2024 |
4 | Disposition of 133 shares by Seana Carson of Bausch Health at 9.8 subject to Rule 16b-3 | 03/04/2024 |
5 | Trump floats billionaire Paulson as potential Treasury chief, Bloomberg reports - Marketscreener.com | 03/13/2024 |
6 | Acquisition by John Paulson of 7812 shares of Bausch Health at 8.0 subject to Rule 16b-3 | 03/15/2024 |
7 | Acquisition by Amy Wechsler of 647 shares of Bausch Health at 10.61 subject to Rule 16b-3 | 03/28/2024 |
8 | Institutional investors control 64 percent of Bausch Health Companies Inc. and were rewarded last week after stock increased 12 | 04/01/2024 |
9 | Heres Why Bausch Health is a Strong Momentum Stock | 04/03/2024 |
10 | Bausch Starts Litigation Against Amneal for Xifaxan | 04/08/2024 |
11 | Bausch Health stock gains 6 percent amid lawsuit win, retains buy rating at Jefferies | 04/11/2024 |
12 | Closing Bell Bausch Health Companies Inc down on Wednesday - The Globe and Mail | 04/17/2024 |
About Bausch Health 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 Bausch or other stocks. Alpha measures the amount that position in Bausch Health Companies 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 | 0.0123 | 0.0117 | Price To Sales Ratio | 0.33 | 0.32 |
Bausch Health Upcoming Company Events
As portrayed in its financial statements, the presentation of Bausch Health's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bausch Health's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bausch Health's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bausch Health. Please utilize our Beneish M Score to check the likelihood of Bausch Health's management manipulating its earnings.
22nd of February 2024 Upcoming Quarterly Report | View | |
2nd of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
22nd 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 Bausch Health
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Align your risk with return expectations
Check out Bausch Health Backtesting, Bausch Health Valuation, Bausch Health Correlation, Bausch Health Hype Analysis, Bausch Health Volatility, Bausch Health History and analyze Bausch Health Performance. Note that the Bausch Health Companies information on this page should be used as a complementary analysis to other Bausch Health'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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Bausch Health 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.