Bellway PLC (UK) Alpha and Beta Analysis
| BWY Stock | 2,450 26.00 1.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bellway PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bellway PLC over a specified time horizon. Remember, high Bellway PLC'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 Bellway PLC's market risk premium analysis include:
Beta 0.19 | Alpha (0.35) | Risk 1.92 | Sharpe Ratio (0.17) | Expected Return (0.33) |
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.
Bellway |
Bellway PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bellway PLC market risk premium is the additional return an investor will receive from holding Bellway PLC 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 Bellway PLC. 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 Bellway PLC's performance over market.| α | -0.35 | β | 0.19 |
Bellway PLC 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 Bellway PLC's Buy-and-hold return. Our buy-and-hold chart shows how Bellway PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bellway PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Bellway PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bellway PLC shares will generate the highest return on investment. By understating and applying Bellway PLC stock market price indicators, traders can identify Bellway PLC position entry and exit signals to maximize returns.
Bellway PLC Return and Market Media
The median price of Bellway PLC for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 3004.26 with a coefficient of variation of 10.04. The daily time series for the period is distributed with a sample standard deviation of 283.99, arithmetic mean of 2829.64, and mean deviation of 266.57. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Bellway Hits New 52-Week High at 3,222.00 - MarketBeat | 09/25/2024 |
2 | Bellway Upgraded at JPMorgan Chase Co. - MarketBeat | 12/05/2024 |
About Bellway PLC 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 Bellway or other stocks. Alpha measures the amount that position in Bellway PLC 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 Bellway PLC 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, Bellway PLC's short interest history, or implied volatility extrapolated from Bellway PLC options trading.
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Other Information on Investing in Bellway Stock
Bellway PLC financial ratios help investors to determine whether Bellway Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bellway with respect to the benefits of owning Bellway PLC security.