Braskem Sa Class Stock Alpha and Beta Analysis
| BAK Stock | USD 3.84 0.22 6.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Braskem SA Class. It also helps investors analyze the systematic and unsystematic risks associated with investing in Braskem SA over a specified time horizon. Remember, high Braskem SA'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 Braskem SA's market risk premium analysis include:
Beta 0.98 | Alpha (0.31) | Risk 3.66 | Sharpe Ratio (0.04) | Expected Return (0.16) |
Braskem SA 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.
Braskem |
Braskem SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Braskem SA market risk premium is the additional return an investor will receive from holding Braskem SA 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 Braskem SA. 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 Braskem SA's performance over market.| α | -0.31 | β | 0.98 |
Braskem SA 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 Braskem SA's Buy-and-hold return. Our buy-and-hold chart shows how Braskem SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Braskem SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Braskem SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Braskem SA shares will generate the highest return on investment. By understating and applying Braskem SA stock market price indicators, traders can identify Braskem SA position entry and exit signals to maximize returns.
Braskem SA Return and Market Media
The median price of Braskem SA for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 4.21 with a coefficient of variation of 11.03. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 4.24, and mean deviation of 0.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Braskem SA announces audit committee changes | 12/24/2024 |
2 | The Law Offices of Frank R. Cruz Announces the Filing of a Securities Class Action on Behalf of Braskem S.A. Investors - PR Newswire | 01/08/2025 |
3 | Braskem SA announces 614 million investment | 01/17/2025 |
4 | Braskem Moves to Strong Buy Rationale Behind the Upgrade | 01/23/2025 |
5 | Ethylene Market to Grow by USD 63.3 Billion with Rising Demand for Polyethylene Products Boosting the Market, Report on AI Impact on Market Trends - Technavio | 02/06/2025 |
6 | Braskem Stock Price Down 6.8 percent Heres What Happened | 02/12/2025 |
7 | Braskem reports Recurrent Cash Generation of R265 million in 4Q24 Recurring EBITDA of US1. ... | 02/27/2025 |
8 | Braskem SA Q4 2024 Earnings Call Highlights Strong EBITDA Growth Amid Global Challenges | 02/28/2025 |
9 | Braskem Downgraded by Scotiabank to Sector Perform | 03/03/2025 |
About Braskem SA 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 Braskem or other stocks. Alpha measures the amount that position in Braskem SA Class 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) | Dividend Yield | 0.073 | 4.16E-4 | 3.75E-4 | 3.56E-4 | Price To Sales Ratio | 0.19 | 0.24 | 0.27 | 0.26 |
Braskem SA Upcoming Company Events
As portrayed in its financial statements, the presentation of Braskem SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Braskem SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Braskem SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Braskem SA. Please utilize our Beneish M Score to check the likelihood of Braskem SA's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Braskem SA
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Check out Braskem SA Backtesting, Braskem SA Valuation, Braskem SA Correlation, Braskem SA Hype Analysis, Braskem SA Volatility, Braskem SA History and analyze Braskem SA Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Braskem SA 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.