British American Tobacco Stock Alpha and Beta Analysis

BTI Stock  USD 31.07  0.77  2.54%   
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. Key technical indicators related to British Amer's market risk premium analysis include:
Beta
0.96
Alpha
0.0141
Risk
1.31
Sharpe Ratio
0.1
Expected Return
0.14
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., NYSE Composite index.) So in this particular case, British Amer did 0.01  better 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 0.96  . British Amer returns are very sensitive to returns on the market. As the market goes up or down, British Amer is expected to follow. The current Price Book Value Ratio is estimated to decrease to 0.94. The current Enterprise Value Multiple is estimated to decrease to 8.53.

British Amer Quarterly Cash And Equivalents

3.68 Billion

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.
  
Check out British Amer Backtesting, British Amer Valuation, British Amer Correlation, British Amer Hype Analysis, British Amer Volatility, British Amer History and analyze British Amer Performance.

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.
α0.01   β0.96

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 Wed, Dec 20, 2023 and Tue, Mar 19, 2024 is 29.8 with a coefficient of variation of 2.07. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 29.85, and mean deviation of 0.5. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
British Amer dividend paid on 6th of February 2024
02/06/2024
1
BTI LAWSUIT ALERT Levi Korsinsky Notifies British American Tobacco p.l.c. Investors of a Class Action Lawsuit and Upcoming Deadline
03/05/2024
2
Levi Korsinsky Notifies Shareholders of British American Tobacco p.l.c. of a Class Action Lawsuit and an Upcoming Deadline
03/08/2024
3
Contact Levi Korsinsky by March 25, 2024 Deadline to Join Class Action Against British American Tobacco p.l.c.
03/11/2024
4
Shareholders of British American Tobacco p.l.c. Should Contact Levi Korsinsky Before March 25, 2024 to Discuss Your Rights BTI
03/13/2024
5
Levi Korsinsky Reminds British American Tobacco p.l.c. Investors of the Pending Class Action Lawsuit with a Lead Plaintiff Deadline of March 25, 2024 - BTI
03/14/2024
6
Shareholders of British American Tobacco p.l.c. Should Contact Levi Korsinsky Before March 25, 2024 to Discuss Your Rights - BTI
03/15/2024
7
March 25, 2024 Deadline Contact Levi Korsinsky to Join Class Action Suit Against BTI
03/18/2024

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.
 2021 2022 2023 2024 (projected)
Dividend Yield0.0770.06540.09730.1
Price To Sales Ratio2.482.721.91.81

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.
8th of February 2024
Upcoming Quarterly Report
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31st of December 2023
Next Fiscal Quarter End
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8th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether British American Tobacco offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of British Amer's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of British American Tobacco Stock. Outlined below are crucial reports that will aid in making a well-informed decision on British American Tobacco Stock:

Complementary Tools for British Stock analysis

When running British Amer's 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 the 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...