Booking Holdings Stock Alpha and Beta Analysis
| BKNG Stock | USD 3,463 48.18 1.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Booking Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Booking Holdings over a specified time horizon. Remember, high Booking Holdings' 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 Booking Holdings' market risk premium analysis include:
Beta 1.12 | Alpha (0.11) | Risk 1.9 | Sharpe Ratio 0.0036 | Expected Return 0.0068 |
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.
Booking |
Booking Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Booking Holdings market risk premium is the additional return an investor will receive from holding Booking Holdings 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 Booking Holdings. 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 Booking Holdings' performance over market.| α | -0.11 | β | 1.12 |
Booking Holdings 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 Booking Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Booking Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Booking Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Booking Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Booking Holdings shares will generate the highest return on investment. By understating and applying Booking Holdings stock market price indicators, traders can identify Booking Holdings position entry and exit signals to maximize returns.
Booking Holdings Return and Market Media
The median price of Booking Holdings for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 3544.81 with a coefficient of variation of 3.05. The daily time series for the period is distributed with a sample standard deviation of 108.73, arithmetic mean of 3566.06, and mean deviation of 89.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 03/15/2024 |
2 | Booking Holdings CEO sells over 20 million in company stock | 03/18/2024 |
3 | Booking Holdings Advances But Underperforms Market Key Facts | 03/27/2024 |
| Booking Holdings dividend paid on 28th of March 2024 | 03/28/2024 |
4 | The Spring Break Stock Surge 3 Companies Ready to Cash In | 04/02/2024 |
5 | Booking Holdings to Boost Clientele With Taipei Deal | 04/03/2024 |
6 | Allspring Global Investments Holdings LLC Acquires 16,978 Shares of Booking Holdings Inc. - MarketBeat | 04/10/2024 |
7 | Booking Holdings Dips More Than Broader Market What You Should Know | 04/15/2024 |
8 | Booking Holdings director sells shares worth over 78k | 04/16/2024 |
9 | Chris DeSaye, CTO of Jos Andrs Group, and Erick Williams, James Beard Award-Winning Chef, Join OpenTables Advisory Board | 04/17/2024 |
10 | Stay Expands Property Offering via Booking.com | 04/18/2024 |
About Booking Holdings 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 Booking or other stocks. Alpha measures the amount that position in Booking Holdings 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.
| 2022 | 2023 | 2024 (projected) | Payables Turnover | 0.24 | 0.19 | 0.18 | Days Of Inventory On Hand | 286.83 | 258.15 | 193.22 |
Booking Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Booking Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Booking Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Booking Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Booking Holdings. Please utilize our Beneish M Score to check the likelihood of Booking Holdings' 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 Booking Holdings
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 Booking Holdings Backtesting, Booking Holdings Valuation, Booking Holdings Correlation, Booking Holdings Hype Analysis, Booking Holdings Volatility, Booking Holdings History and analyze Booking Holdings Performance. For more detail on how to invest in Booking Stock please use our How to Invest in Booking Holdings guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Booking Stock analysis
When running Booking Holdings' price analysis, check to measure Booking Holdings' 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 Booking Holdings is operating at the current time. Most of Booking Holdings' value examination focuses on studying past and present price action to predict the probability of Booking Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Booking Holdings' price. Additionally, you may evaluate how the addition of Booking Holdings to your portfolios can decrease your overall portfolio volatility.
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Booking Holdings 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.