Brinker International (Germany) Alpha and Beta Analysis
| BKJ Stock | EUR 127.00 5.00 4.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brinker International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brinker International over a specified time horizon. Remember, high Brinker International'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 Brinker International's market risk premium analysis include:
Beta 0.19 | Alpha 0.94 | Risk 3.01 | Sharpe Ratio 0.31 | Expected Return 0.94 |
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.
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Brinker International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brinker International market risk premium is the additional return an investor will receive from holding Brinker International 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 Brinker International. 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 Brinker International's performance over market.| α | 0.94 | β | 0.19 |
Brinker International 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 Brinker International's Buy-and-hold return. Our buy-and-hold chart shows how Brinker International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brinker International Market Price Analysis
Market price analysis indicators help investors to evaluate how Brinker International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brinker International shares will generate the highest return on investment. By understating and applying Brinker International stock market price indicators, traders can identify Brinker International position entry and exit signals to maximize returns.
Brinker International Return and Market Media
The median price of Brinker International for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 102.0 with a coefficient of variation of 21.12. The daily time series for the period is distributed with a sample standard deviation of 20.98, arithmetic mean of 99.33, and mean deviation of 19.14. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Brinker International 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 Brinker or other stocks. Alpha measures the amount that position in Brinker International 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 Brinker International 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, Brinker International's short interest history, or implied volatility extrapolated from Brinker International options trading.
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Additional Information and Resources on Investing in Brinker Stock
When determining whether Brinker International is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Brinker Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Brinker International Stock. Highlighted below are key reports to facilitate an investment decision about Brinker International Stock:Check out Brinker International Backtesting, Brinker International Valuation, Brinker International Correlation, Brinker International Hype Analysis, Brinker International Volatility, Brinker International History and analyze Brinker International Performance. For more detail on how to invest in Brinker Stock please use our How to Invest in Brinker International guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Brinker International 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.