Boeing Stock Alpha and Beta Analysis

BA -  USA Stock  

USD 231.63  0.06  0.0259%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Boeing Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Boeing over a specified time horizon. Remember, high Boeing'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.
Continue to Boeing Backtesting, Boeing Valuation, Boeing Correlation, Boeing Hype Analysis, Boeing Volatility, Boeing History and analyze Boeing Performance.

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Please note that although Boeing alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Boeing did 0.12  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Boeing Company stock's relative risk over its benchmark. Boeing Company has a beta of 1.43  . Let's try to break down what Boeing's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Boeing will likely underperform.
As of July 29, 2021, Book Value per Share is expected to decline to -33.3. In addition to that, Enterprise Value over EBIT is expected to decline to -14.37.
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.

Boeing Quarterly Book Value per Share

(28.265)Share

Boeing Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Boeing market risk premium is the additional return an investor will receive from holding Boeing 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 Boeing. 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 Boeing's performance over market.
α-0.12   β1.43
90 days against DJI

Boeing 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 Boeing's Buy-and-hold return. Our buy-and-hold chart shows how Boeing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Boeing Market Price Analysis

Market price analysis indicators help investors to evaluate how Boeing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Boeing shares will generate the highest return on investment. By understating and applying Boeing stock market price indicators, traders can identify Boeing position entry and exit signals to maximize returns.

Boeing Return and Market Media

The median price of Boeing for the period between Fri, Apr 30, 2021 and Thu, Jul 29, 2021 is 236.14 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 10.8, arithmetic mean of 236.18, and mean deviation of 8.79. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Disposition of 495 shares by Susan Doniz of Boeing subject t...05/06/2021
2
Boeing exotic insider transaction detected05/17/2021
3
Boeing exotic insider transaction detected05/26/2021
4
Acquisition by Leanne Caret of 9272 shares of Boeing subject...06/04/2021
5
Boeing exotic insider transaction detected06/09/2021
6
Acquisition by Steven Mollenkopf of 329 shares of Boeing sub...06/10/2021
7
Boeing exotic insider transaction detected06/11/2021
8
Acquisition by Theodore Colbert of 23449 shares of Boeing su...06/16/2021
9
Acquisition by Ronald Williams of 349 shares of Boeing subje...06/17/2021
10
Payment of 817 shares by Timothy Keating of Boeing subject t...06/18/2021
11
Acquisition by Susan Schwab of 406 shares of Boeing subject ...06/21/2021
12
Boeing exotic insider transaction detected06/22/2021
13
Boeing exotic insider transaction detected06/23/2021
14
Heres why Boeings stock will soar - MarketWatch06/24/2021
15
Acquisition by Theodore Colbert of 8113 shares of Boeing sub...06/25/2021
16
Acquisition by David Calhoun of 107195 shares of Boeing subj...06/28/2021
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EPS Estimate06/30/2021
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Boeing Has a New CFO. Heres What That Means for the Stock. -...07/01/2021
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Boeing exotic insider transaction detected07/07/2021
20
Virgin Galactic vs. Boeing Which Aerospace Stock Could Fly H...07/13/2021
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Boeing exotic insider transaction detected07/19/2021
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3 Ways Boeing Shares Can Lift Buy-And-Hold Portfolios - Inve...07/22/2021
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EPS Reported07/28/2021

About Boeing 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Boeing Company 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.
 2017 2018 2020 2021 (projected)
Long Term Debt to Equity27.5531.4428.2930.53
Interest Coverage27.9324.8422.3619.64

Boeing Upcoming Company Events

As portrayed in its financial statements, the presentation of Boeing's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Boeing's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Boeing's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Boeing. Please utilize our Beneish M Score to check the likelihood of Boeing's management manipulating its earnings.
Upcoming Quarterly Report28th of July 2021
Next Earnings Report27th of October 2021
Next Fiscal Quarter End30th of June 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report31st of March 2021
Last Earning Announcement30th of June 2020

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Continue to Boeing Backtesting, Boeing Valuation, Boeing Correlation, Boeing Hype Analysis, Boeing Volatility, Boeing History and analyze Boeing Performance. Note that the Boeing Company information on this page should be used as a complementary analysis to other Boeing'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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Complementary Tools for Boeing Stock analysis

When running Boeing Company price analysis, check to measure Boeing'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 Boeing is operating at the current time. Most of Boeing's value examination focuses on studying past and present price action to predict the probability of Boeing's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Boeing's price. Additionally, you may evaluate how the addition of Boeing to your portfolios can decrease your overall portfolio volatility.
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Boeing 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.
A focus of Boeing technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Boeing trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...