Bristol Myers Squibb Stock Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BRISTOL MYERS SQUIBB. It also helps investors analyze the systematic and unsystematic risks associated with investing in BRISTOL MYERS over a specified time horizon. Remember, high BRISTOL MYERS'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 BRISTOL MYERS's market risk premium analysis include:
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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.
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BRISTOL MYERS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BRISTOL MYERS market risk premium is the additional return an investor will receive from holding BRISTOL MYERS 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 BRISTOL MYERS. 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 BRISTOL MYERS's performance over market.| α | 0.00 | β | 0.00 |
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 BRISTOL MYERS 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, BRISTOL MYERS's short interest history, or implied volatility extrapolated from BRISTOL MYERS options trading.
Build Portfolio with BRISTOL MYERS
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Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Other Tools for BRISTOL Stock
When running BRISTOL MYERS's price analysis, check to measure BRISTOL MYERS's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BRISTOL MYERS is operating at the current time. Most of BRISTOL MYERS's value examination focuses on studying past and present price action to predict the probability of BRISTOL MYERS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BRISTOL MYERS's price. Additionally, you may evaluate how the addition of BRISTOL MYERS to your portfolios can decrease your overall portfolio volatility.
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