Balchem Stock Alpha and Beta Analysis
| BCPC Stock | USD 180.52 0.83 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Balchem. It also helps investors analyze the systematic and unsystematic risks associated with investing in Balchem over a specified time horizon. Remember, high Balchem'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 Balchem's market risk premium analysis include:
Beta 1.17 | Alpha (0.07) | Risk 1.39 | Sharpe Ratio 0.0633 | Expected Return 0.0881 |
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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.
Balchem |
Balchem Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Balchem market risk premium is the additional return an investor will receive from holding Balchem 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 Balchem. 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 Balchem's performance over market.| α | -0.07 | β | 1.17 |
Balchem 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 Balchem's Buy-and-hold return. Our buy-and-hold chart shows how Balchem performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Balchem Market Price Analysis
Market price analysis indicators help investors to evaluate how Balchem stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Balchem shares will generate the highest return on investment. By understating and applying Balchem stock market price indicators, traders can identify Balchem position entry and exit signals to maximize returns.
Balchem Return and Market Media
The median price of Balchem for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 172.54 with a coefficient of variation of 2.59. The daily time series for the period is distributed with a sample standard deviation of 4.51, arithmetic mean of 173.67, and mean deviation of 3.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | All You Need to Know About Blachem Rating Upgrade to Strong Buy | 09/27/2024 |
2 | Blachem Q3 Earnings Snapshot | 10/25/2024 |
3 | Balchem Corporation Q3 2024 Earnings Call Transcript | 10/29/2024 |
4 | Blachem Upgraded to Strong Buy Heres What You Should Know | 11/01/2024 |
5 | Heres Why Momentum in Blachem Should Keep going | 11/05/2024 |
6 | International Flavors Q3 Earnings Miss Estimates, Sales Rise YY | 11/06/2024 |
7 | WASATCH ADVISORS LP Reduces Stake in Balchem Corp | 11/14/2024 |
8 | Blachem Is a Great Choice for Trend Investors, Heres Why | 11/21/2024 |
9 | Algert Global LLC Has 3.13 Million Stake in Balchem Co. | 11/26/2024 |
About Balchem 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 Balchem or other stocks. Alpha measures the amount that position in Balchem 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.003447 | 0.005298 | 0.004789 | 0.003534 | Price To Sales Ratio | 6.8 | 4.15 | 5.18 | 5.44 |
Balchem Upcoming Company Events
As portrayed in its financial statements, the presentation of Balchem's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Balchem's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Balchem's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Balchem. Please utilize our Beneish M Score to check the likelihood of Balchem's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of February 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 Balchem
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Balchem Backtesting, Balchem Valuation, Balchem Correlation, Balchem Hype Analysis, Balchem Volatility, Balchem History and analyze Balchem Performance. For information on how to trade Balchem Stock refer to our How to Trade Balchem Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Balchem 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.