British Stock Alpha and Beta Analysis

BTI
 Stock
  

USD 40.60  0.05  0.12%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as British American Tobacco. It also helps investors analyze the systematic and unsystematic risks associated with investing in British Amer over a specified time horizon. Remember, high British Amer'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 British Amer Backtesting, British Amer Valuation, British Amer Correlation, British Amer Hype Analysis, British Amer Volatility, British Amer History and analyze British Amer Performance.
  
Please note that although British Amer 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, British Amer did 0.019024  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 British American Tobacco stock's relative risk over its benchmark. British American Tobacco has a beta of 0.72  . Let's try to break down what British's beta means in this case. As returns on the market increase, British Amer returns are expected to increase less than the market. However, during the bear market, the loss on holding British Amer will be expected to be smaller as well.
British Amer Tangible Assets Book Value per Share are most likely to increase in the upcoming years. The last year's value of Tangible Assets Book Value per Share was reported at 8.85. The current Tangible Asset Value is estimated to increase to about 22.4 B, while Book Value per Share is projected to decrease to 25.62.
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.

Enterprise Value

145.73 Billion

British Amer Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. British Amer market risk premium is the additional return an investor will receive from holding British Amer 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 British Amer. 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 British Amer's performance over market.
α-0.02   β0.72
90 days against DJI

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

British Amer Market Price Analysis

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

British Amer Return and Market Media

The median price of British Amer for the period between Sun, Aug 28, 2022 and Sat, Nov 26, 2022 is 38.69 with a coefficient of variation of 3.58. The daily time series for the period is distributed with a sample standard deviation of 1.37, arithmetic mean of 38.3, and mean deviation of 1.15. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Other09/01/2022
2
Other09/02/2022
3
Other09/06/2022
4
Other09/07/2022
5
Other09/08/2022
6
Other09/09/2022
7
Other09/12/2022
8
Other09/13/2022
9
Other09/14/2022
10
Other09/15/2022
11
Other09/16/2022
12
British American Tobacco 7 percent Yield Thanks To Recent Pu...09/21/2022
13
British American Tobacco Invests 37M In German Cannabis Comp...09/26/2022
14
EPS Estimate09/30/2022
15
Heres the British American Tobacco dividend forecast for 202...10/04/2022
16
British American Tobacco Stock Its Finally Time To Short - S...10/28/2022
17
British American Tobacco Berhads Shares Lagging The Market B...11/10/2022
18
EPS Reported11/21/2022

About British Amer 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 British or other stocks. Alpha measures the amount that position in British American Tobacco 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.590.640.530.54
Interest Coverage5.555.787.188.31

British Amer Upcoming Company Events

As portrayed in its financial statements, the presentation of British Amer's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, British Amer's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of British Amer's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of British Amer. Please utilize our Beneish M Score to check the likelihood of British Amer's management manipulating its earnings.
Upcoming Quarterly Report16th of February 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to British Amer Backtesting, British Amer Valuation, British Amer Correlation, British Amer Hype Analysis, British Amer Volatility, British Amer History and analyze British Amer Performance. You can also try Equity Valuation module to check real value of public entities based on technical and fundamental data.

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When running British American Tobacco price analysis, check to measure British Amer'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 British Amer is operating at the current time. Most of British Amer's value examination focuses on studying past and present price action to predict the probability of British Amer's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move British Amer's price. Additionally, you may evaluate how the addition of British Amer to your portfolios can decrease your overall portfolio volatility.
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British Amer 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 British Amer technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of British Amer 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...