Brandywine Realty Trust Stock Alpha and Beta Analysis
| BDN Stock | USD 4.77 0.08 1.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brandywine Realty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brandywine Realty over a specified time horizon. Remember, high Brandywine Realty'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 Brandywine Realty's market risk premium analysis include:
Beta (0.20) | Alpha (0.07) | Risk 2.21 | Sharpe Ratio (0.1) | Expected Return (0.21) |
Brandywine Realty 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.
Brandywine |
Brandywine Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brandywine Realty market risk premium is the additional return an investor will receive from holding Brandywine Realty 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 Brandywine Realty. 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 Brandywine Realty's performance over market.| α | -0.07 | β | -0.2 |
Brandywine Realty 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 Brandywine Realty's Buy-and-hold return. Our buy-and-hold chart shows how Brandywine Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brandywine Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how Brandywine Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brandywine Realty shares will generate the highest return on investment. By understating and applying Brandywine Realty stock market price indicators, traders can identify Brandywine Realty position entry and exit signals to maximize returns.
Brandywine Realty Return and Market Media
The median price of Brandywine Realty for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 5.35 with a coefficient of variation of 4.43. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 5.27, and mean deviation of 0.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 6523 shares by William Redd of Brandywine Realty at 6.47 subject to Rule 16b-3 | 11/29/2024 |
2 | Bayhorse Silver Underground Drilling Progress at the Bayhorse Silver Mine | 12/19/2024 |
| Brandywine Realty dividend paid on 23rd of January 2025 | 01/23/2025 |
3 | Wall Streets Most Accurate Analysts Give Their Take On 3 Real Estate Stocks Delivering High-Dividend Yields | 01/24/2025 |
4 | Brandywine Realty Trust Shares Gap Down Time to Sell | 02/05/2025 |
5 | Tandem Financial LLC Buys New Holdings in Altria Group, Inc. | 02/07/2025 |
6 | Thom Loverro Taking up boxing worth the Gamble | 02/12/2025 |
7 | Joann fabrics stores closing Full list of 500 stores including many in Maryland, Virginia | 02/13/2025 |
8 | Brandywine Realty Trust Announces Common Quarterly Dividend, andConfirms First Quarter 2025 Earnings Release and Conference Call | 02/19/2025 |
9 | Analysis-Stagflation fears haunt US markets despite Trumps pro-growth agenda | 02/20/2025 |
About Brandywine Realty 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 Brandywine or other stocks. Alpha measures the amount that position in Brandywine Realty Trust 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 | 0.12 | 0.13 | 0.15 | 0.0957 | Price To Sales Ratio | 2.08 | 1.8 | 1.91 | 1.82 |
Brandywine Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of Brandywine Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brandywine Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brandywine Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brandywine Realty. Please utilize our Beneish M Score to check the likelihood of Brandywine Realty's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 17th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Brandywine Realty Backtesting, Brandywine Realty Valuation, Brandywine Realty Correlation, Brandywine Realty Hype Analysis, Brandywine Realty Volatility, Brandywine Realty History and analyze Brandywine Realty Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Brandywine Realty 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.