Brookdale Senior Living Stock Beta
BKD Stock | USD 6.93 0.33 5.00% |
Brookdale Senior Living fundamentals help investors to digest information that contributes to Brookdale Senior's financial success or failures. It also enables traders to predict the movement of Brookdale Stock. The fundamental analysis module provides a way to measure Brookdale Senior's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Brookdale Senior stock.
Brookdale | Beta |
Brookdale Senior Living Company Beta Analysis
Brookdale Senior's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Brookdale Senior Beta | 1.34 |
Most of Brookdale Senior's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Brookdale Senior Living is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Brookdale Beta Driver Correlations
Understanding the fundamental principles of building solid financial models for Brookdale Senior is extremely important. It helps to project a fair market value of Brookdale Stock properly, considering its historical fundamentals such as Beta. Since Brookdale Senior's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Brookdale Senior's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Brookdale Senior's interrelated accounts and indicators.
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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
Competition |
In accordance with the recently published financial statements, Brookdale Senior Living has a Beta of 1.344. This is 56.28% higher than that of the Health Care Providers & Services sector and significantly higher than that of the Health Care industry. The beta for all United States stocks is notably lower than that of the firm.
Brookdale Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Brookdale Senior's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Brookdale Senior could also be used in its relative valuation, which is a method of valuing Brookdale Senior by comparing valuation metrics of similar companies.Brookdale Senior is currently under evaluation in beta category among related companies.
Brookdale Senior Institutional Holders
Institutional Holdings refers to the ownership stake in Brookdale Senior that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Brookdale Senior's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Brookdale Senior's value.Shares | State Street Corporation | 2023-12-31 | 4.4 M | Geode Capital Management, Llc | 0031-12-31 | 4 M | Deutsche Bank Ag | 2023-12-31 | 3.9 M | Goldman Sachs Group Inc | 2023-12-31 | 3.8 M | Flat Footed Llc | 2023-12-31 | 3.5 M | Charles Schwab Investment Management Inc | 2023-12-31 | 3.2 M | Victory Capital Management Inc. | 2023-12-31 | 2.8 M | Waterfront Capital Partners, Llc | 2023-12-31 | 2.8 M | Rbf Llc | 2023-12-31 | 2.7 M | Blackrock Inc | 2023-12-31 | 21.4 M | Vanguard Group Inc | 2023-12-31 | 18.1 M |
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Brookdale Senior will likely underperform.
Brookdale Fundamentals
Return On Equity | -0.38 | ||||
Return On Asset | 0.0029 | ||||
Profit Margin | (0.07) % | ||||
Operating Margin | 0.02 % | ||||
Current Valuation | 5.67 B | ||||
Shares Outstanding | 189.34 M | ||||
Shares Owned By Insiders | 2.04 % | ||||
Shares Owned By Institutions | 97.96 % | ||||
Number Of Shares Shorted | 18.3 M | ||||
Price To Earning | 11.11 X | ||||
Price To Book | 3.03 X | ||||
Price To Sales | 0.43 X | ||||
Revenue | 3.01 B | ||||
Gross Profit | 685 M | ||||
EBITDA | 406.24 M | ||||
Net Income | (189.07 M) | ||||
Cash And Equivalents | 398.85 M | ||||
Cash Per Share | 2.08 X | ||||
Total Debt | 4.73 B | ||||
Current Ratio | 0.88 X | ||||
Book Value Per Share | 2.14 X | ||||
Cash Flow From Operations | 162.92 M | ||||
Short Ratio | 8.36 X | ||||
Earnings Per Share | (0.84) X | ||||
Price To Earnings To Growth | (0.75) X | ||||
Target Price | 6.83 | ||||
Number Of Employees | 25.2 K | ||||
Beta | 1.34 | ||||
Market Capitalization | 1.25 B | ||||
Total Asset | 5.57 B | ||||
Retained Earnings | (3.84 B) | ||||
Working Capital | (121.75 M) | ||||
Current Asset | 497.94 M | ||||
Current Liabilities | 840.15 M | ||||
Net Asset | 5.57 B |
About Brookdale Senior Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Brookdale Senior Living's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Brookdale Senior using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Brookdale Senior Living based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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 Brookdale Senior 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, Brookdale Senior's short interest history, or implied volatility extrapolated from Brookdale Senior options trading.
Pair Trading with Brookdale Senior
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Brookdale Senior position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Brookdale Senior will appreciate offsetting losses from the drop in the long position's value.Moving against Brookdale Stock
0.72 | HCAT | Health Catalyst Financial Report 14th of May 2024 | PairCorr |
0.68 | SSY | SunLink Health Systems | PairCorr |
0.66 | FIGS | Figs Inc Financial Report 2nd of May 2024 | PairCorr |
0.65 | DH | Definitive Healthcare Financial Report 2nd of May 2024 | PairCorr |
0.64 | TFX | Teleflex Incorporated Financial Report 2nd of May 2024 | PairCorr |
The ability to find closely correlated positions to Brookdale Senior could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Brookdale Senior when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Brookdale Senior - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Brookdale Senior Living to buy it.
The correlation of Brookdale Senior is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Brookdale Senior moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brookdale Senior Living moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Brookdale Senior can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Brookdale Senior Piotroski F Score and Brookdale Senior Altman Z Score analysis. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
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When running Brookdale Senior's price analysis, check to measure Brookdale Senior'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 Brookdale Senior is operating at the current time. Most of Brookdale Senior's value examination focuses on studying past and present price action to predict the probability of Brookdale Senior's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brookdale Senior's price. Additionally, you may evaluate how the addition of Brookdale Senior to your portfolios can decrease your overall portfolio volatility.
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Is Brookdale Senior's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Brookdale Senior. If investors know Brookdale will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Brookdale Senior listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.84) | Revenue Per Share 12.732 | Quarterly Revenue Growth 0.089 | Return On Assets 0.0029 | Return On Equity (0.38) |
The market value of Brookdale Senior Living is measured differently than its book value, which is the value of Brookdale that is recorded on the company's balance sheet. Investors also form their own opinion of Brookdale Senior's value that differs from its market value or its book value, called intrinsic value, which is Brookdale Senior's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Brookdale Senior's market value can be influenced by many factors that don't directly affect Brookdale Senior's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Brookdale Senior's value and its price as these two are different measures arrived at by different means. Investors typically determine if Brookdale Senior is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Brookdale Senior's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.