Boeing (Brazil) Alpha and Beta Analysis
| BOEI34 Stock | BRL 1,114 22.28 2.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Boeing. 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. Key technical indicators related to Boeing's market risk premium analysis include:
Beta (0.71) | Alpha 0.45 | Risk 2.3 | Sharpe Ratio 0.23 | Expected Return 0.52 |
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 |
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 | 0.45 | β | -0.71 |
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 Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 878.8 with a coefficient of variation of 8.37. The daily time series for the period is distributed with a sample standard deviation of 75.22, arithmetic mean of 898.96, and mean deviation of 57.92. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 financial instruments including Boeing or other stocks. Alpha measures the amount that position in Boeing 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.
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 Boeing 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, Boeing's short interest history, or implied volatility extrapolated from Boeing options trading.
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Additional Information and Resources on Investing in Boeing Stock
When determining whether Boeing offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Boeing'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 The Boeing Stock. Outlined below are crucial reports that will aid in making a well-informed decision on The Boeing Stock:Check out Boeing Backtesting, Boeing Valuation, Boeing Correlation, Boeing Hype Analysis, Boeing Volatility, Boeing History and analyze Boeing Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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.