Beacon Roofing Supply Stock Alpha and Beta Analysis
| BECN Stock | USD 116.00 0.07 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Beacon Roofing Supply. It also helps investors analyze the systematic and unsystematic risks associated with investing in Beacon Roofing over a specified time horizon. Remember, high Beacon Roofing'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 Beacon Roofing's market risk premium analysis include:
Beta 1.08 | Alpha 0.0999 | Risk 1.59 | Sharpe Ratio 0.0354 | Expected Return 0.0563 |
Enterprise Value |
|
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.
Beacon |
Beacon Roofing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Beacon Roofing market risk premium is the additional return an investor will receive from holding Beacon Roofing 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 Beacon Roofing. 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 Beacon Roofing's performance over market.| α | 0.1 | β | 1.08 |
Beacon Roofing 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 Beacon Roofing's Buy-and-hold return. Our buy-and-hold chart shows how Beacon Roofing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Beacon Roofing Market Price Analysis
Market price analysis indicators help investors to evaluate how Beacon Roofing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Beacon Roofing shares will generate the highest return on investment. By understating and applying Beacon Roofing stock market price indicators, traders can identify Beacon Roofing position entry and exit signals to maximize returns.
Beacon Roofing Return and Market Media
The median price of Beacon Roofing for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 113.1 with a coefficient of variation of 6.1. The daily time series for the period is distributed with a sample standard deviation of 6.81, arithmetic mean of 111.63, and mean deviation of 5.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 22 shares by James Gosa of Beacon Roofing at 100.33 subject to Rule 16b-3 | 12/27/2024 |
2 | Beacon Roofing Supply, Inc. Receives Consensus Recommendation of Moderate Buy from Brokerages | 02/03/2025 |
3 | Beacon Financial Advisory LLC Has 268,000 Stock Position in Taiwan Semiconductor Manufacturing Company Limited | 02/07/2025 |
4 | Beacon Financial Group Decreases Stake in The Charles Schwab Co. | 02/12/2025 |
5 | LP Building Solutions Receives Prestigious Industry Honors Trail Blazer Award from Beacon Building Products and Vendor of the Year Recognitions from BMR and Lum... | 02/20/2025 |
6 | Alibabas Q3 Earnings Miss Estimates, Revenues Improve YY | 02/21/2025 |
7 | Unlocking Q4 Potential of Beacon Roofing Exploring Wall Street Estimates for Key Metrics | 02/24/2025 |
8 | Former Ellevest Advisor, Allison Kvikstad, CFP, CDFA, Joins Beacon Pointe Advisors | 02/25/2025 |
About Beacon Roofing 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 Beacon or other stocks. Alpha measures the amount that position in Beacon Roofing Supply 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.
| 2022 | 2024 | 2025 (projected) | Dividend Yield | 0.006775 | 0.003921 | 0.003725 | Price To Sales Ratio | 0.42 | 0.7 | 0.58 |
Beacon Roofing Upcoming Company Events
As portrayed in its financial statements, the presentation of Beacon Roofing's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Beacon Roofing's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Beacon Roofing's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Beacon Roofing. Please utilize our Beneish M Score to check the likelihood of Beacon Roofing's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Beacon Roofing
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Beacon Roofing Backtesting, Beacon Roofing Valuation, Beacon Roofing Correlation, Beacon Roofing Hype Analysis, Beacon Roofing Volatility, Beacon Roofing History and analyze Beacon Roofing Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Beacon Roofing 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.