Broadstone Net Lease Stock Alpha and Beta Analysis
| BNL Stock | USD 17.17 0.11 0.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Broadstone Net Lease. It also helps investors analyze the systematic and unsystematic risks associated with investing in Broadstone Net over a specified time horizon. Remember, high Broadstone Net'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 Broadstone Net's market risk premium analysis include:
Beta 0.39 | Alpha (0.12) | Risk 0.96 | Sharpe Ratio (0.07) | Expected Return (0.07) |
Broadstone Net Quarterly Cash And Equivalents |
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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.
Broadstone |
Broadstone Net Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Broadstone Net market risk premium is the additional return an investor will receive from holding Broadstone Net 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 Broadstone Net. 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 Broadstone Net's performance over market.| α | -0.12 | β | 0.39 |
Broadstone Net 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 Broadstone Net's Buy-and-hold return. Our buy-and-hold chart shows how Broadstone Net performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Broadstone Net Market Price Analysis
Market price analysis indicators help investors to evaluate how Broadstone Net stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Broadstone Net shares will generate the highest return on investment. By understating and applying Broadstone Net stock market price indicators, traders can identify Broadstone Net position entry and exit signals to maximize returns.
Broadstone Net Return and Market Media
The median price of Broadstone Net for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 18.08 with a coefficient of variation of 2.87. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 17.96, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | With 83 percent ownership of the shares, Broadstone Net Lease, Inc. is heavily dominated by institutional owners | 10/04/2024 |
| Broadstone Net dividend paid on 15th of October 2024 | 10/15/2024 |
2 | Insider Trading | 10/24/2024 |
3 | Broadstone Net Lease Announces Third Quarter 2024 Results | 10/30/2024 |
4 | Broadstone Net Lease, Inc. Q3 2024 Earnings Call Transcript | 11/01/2024 |
5 | Blue Star banks US1.5m plus US2.7m free carry on Galactica-Pegasus helium project farm out | 11/04/2024 |
6 | Blue Star Helium wins drill approval for five development wells | 11/15/2024 |
7 | Broadstone Net Lease Announces Updates to its Build-To-Suit Development Funding Commitments and Participation at Nareits REITworld 2024 Annual Conference | 11/18/2024 |
8 | Broadstone Net Lease Updates Development Commitments for Growth | 11/19/2024 |
9 | Earnings call Broadstone Net Lease reports on strategic growth | 11/22/2024 |
10 | 3 Stocks to Ride the Manufacturing Sectors Big Comeback | 11/29/2024 |
About Broadstone Net 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 Broadstone or other stocks. Alpha measures the amount that position in Broadstone Net Lease 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 Yield | 0.0407 | 0.0658 | 0.0646 | 0.0678 | Price To Sales Ratio | 9.92 | 6.76 | 7.26 | 11.8 |
Broadstone Net Upcoming Company Events
As portrayed in its financial statements, the presentation of Broadstone Net's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Broadstone Net's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Broadstone Net's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Broadstone Net. Please utilize our Beneish M Score to check the likelihood of Broadstone Net's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Broadstone Net Backtesting, Broadstone Net Valuation, Broadstone Net Correlation, Broadstone Net Hype Analysis, Broadstone Net Volatility, Broadstone Net History and analyze Broadstone Net Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Broadstone Net 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.