Brightspring Health Services, Stock Alpha and Beta Analysis
| BTSG Stock | 21.52 0.33 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BrightSpring Health Services,. It also helps investors analyze the systematic and unsystematic risks associated with investing in BrightSpring Health over a specified time horizon. Remember, high BrightSpring Health'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 BrightSpring Health's market risk premium analysis include:
Beta 0.96 | Alpha 0.46 | Risk 3.42 | Sharpe Ratio 0.17 | Expected Return 0.59 |
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.
BrightSpring |
BrightSpring Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BrightSpring Health market risk premium is the additional return an investor will receive from holding BrightSpring Health 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 BrightSpring Health. 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 BrightSpring Health's performance over market.| α | 0.46 | β | 0.96 |
BrightSpring Health 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 BrightSpring Health's Buy-and-hold return. Our buy-and-hold chart shows how BrightSpring Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BrightSpring Health Market Price Analysis
Market price analysis indicators help investors to evaluate how BrightSpring Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BrightSpring Health shares will generate the highest return on investment. By understating and applying BrightSpring Health stock market price indicators, traders can identify BrightSpring Health position entry and exit signals to maximize returns.
BrightSpring Health Return and Market Media
The median price of BrightSpring Health for the period between Fri, Oct 25, 2024 and Thu, Jan 23, 2025 is 18.0 with a coefficient of variation of 7.66. The daily time series for the period is distributed with a sample standard deviation of 1.37, arithmetic mean of 17.85, and mean deviation of 1.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 36740 shares by Jon Rousseau of BrightSpring Health at 15.5 subject to Rule 16b-3 | 10/25/2024 |
2 | Earnings To Watch BrightSpring Health Services Inc Reports Q3 2024 Result | 10/31/2024 |
3 | A Piece Of The Puzzle Missing From BrightSpring Health Services, Inc.s 26 percent Share Price Climb | 11/07/2024 |
4 | Lisanti Capital Growth LLC Takes Position in BrightSpring Health Services, Inc. | 11/11/2024 |
5 | LMR Partners LLP Invests 493,000 in BrightSpring Health Services, Inc. - MarketBeat | 11/20/2024 |
6 | BrightSpring Health Services Announces Onco360 Has Been Selected as a Partner for Several New Drugs | 11/26/2024 |
7 | BrightSpring Health Services Inc Successfully Refinances 2.55 Billion Term Loan | 12/11/2024 |
8 | 35,586 Shares in BrightSpring Health Services, Inc. Bought by Virtu Financial LLC | 12/16/2024 |
9 | BrightSpring Health Divests Community Living Business For 850 Million To Focus On Core Activities | 01/21/2025 |
About BrightSpring Health 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 BrightSpring or other stocks. Alpha measures the amount that position in BrightSpring Health 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 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 41.05 | 41.8 | 48.07 | 49.01 | PTB Ratio | 2.49 | 3.22 | 2.9 | 3.04 |
BrightSpring Health Investors Sentiment
The influence of BrightSpring Health's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in BrightSpring. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to BrightSpring Health's public news can be used to forecast risks associated with an investment in BrightSpring. The trend in average sentiment can be used to explain how an investor holding BrightSpring can time the market purely based on public headlines and social activities around BrightSpring Health Services,. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
BrightSpring Health's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for BrightSpring Health's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average BrightSpring Health's news discussions. The higher the estimated score, the more favorable is the investor's outlook on BrightSpring Health.
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 BrightSpring Health 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, BrightSpring Health's short interest history, or implied volatility extrapolated from BrightSpring Health options trading.
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Align your risk with return expectations
Check out BrightSpring Health Backtesting, BrightSpring Health Valuation, BrightSpring Health Correlation, BrightSpring Health Hype Analysis, BrightSpring Health Volatility, BrightSpring Health History and analyze BrightSpring Health Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
BrightSpring Health 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.