BRITISH AMERICAN (Zimbabwe) Alpha and Beta Analysis
| BAT Stock | 9,260 260.00 2.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BRITISH AMERICAN TOBACCO. It also helps investors analyze the systematic and unsystematic risks associated with investing in BRITISH AMERICAN over a specified time horizon. Remember, high BRITISH AMERICAN'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 BRITISH AMERICAN's market risk premium analysis include:
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.
BRITISH |
BRITISH AMERICAN Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BRITISH AMERICAN market risk premium is the additional return an investor will receive from holding BRITISH AMERICAN 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 BRITISH AMERICAN. 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 BRITISH AMERICAN's performance over market.| α | 0.57 | β | 1.43 |
BRITISH AMERICAN Return and Market Media
The median price of BRITISH AMERICAN for the period between Sat, Oct 12, 2024 and Fri, Jan 10, 2025 is 8800.0 with a coefficient of variation of 23.59. The daily time series for the period is distributed with a sample standard deviation of 2242.54, arithmetic mean of 9506.47, and mean deviation of 1976.48. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 BRITISH AMERICAN 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, BRITISH AMERICAN's short interest history, or implied volatility extrapolated from BRITISH AMERICAN options trading.