Beneficient Class A Stock Alpha and Beta Analysis
| BENF Stock | 0.87 0.04 4.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Beneficient Class A. It also helps investors analyze the systematic and unsystematic risks associated with investing in Beneficient over a specified time horizon. Remember, high Beneficient'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 Beneficient's market risk premium analysis include:
Beta 0.86 | Alpha (0.51) | Risk 10.89 | Sharpe Ratio (0.03) | Expected Return (0.35) |
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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.
Beneficient |
Beneficient Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Beneficient market risk premium is the additional return an investor will receive from holding Beneficient 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 Beneficient. 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 Beneficient's performance over market.| α | -0.51 | β | 0.86 |
Beneficient 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 Beneficient's Buy-and-hold return. Our buy-and-hold chart shows how Beneficient performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Beneficient Market Price Analysis
Market price analysis indicators help investors to evaluate how Beneficient stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Beneficient shares will generate the highest return on investment. By understating and applying Beneficient stock market price indicators, traders can identify Beneficient position entry and exit signals to maximize returns.
Beneficient Return and Market Media
The median price of Beneficient for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 1.26 with a coefficient of variation of 17.84. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 1.29, and mean deviation of 0.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 24175 shares by Jeff Welday of Beneficient at 2.43 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 106703 shares by Gwg Wind Down Trust of Beneficient at 1.75 subject to Rule 16b-3 | 09/09/2024 |
3 | Acquisition by Cangany Peter T Jr of 150000 shares of Beneficient at 1.58 subject to Rule 16b-3 | 09/11/2024 |
4 | Disposition of 125 shares by Hill Emily B. of Beneficient at 5.38 subject to Rule 16b-3 | 09/13/2024 |
5 | Acquisition by Maria Rutledge of 900 shares of Beneficient at 1.11 subject to Rule 16b-3 | 09/20/2024 |
6 | Insider Trading | 09/30/2024 |
7 | Acquisition by Jeff Welday of 58249 shares of Beneficient subject to Rule 16b-3 | 10/17/2024 |
8 | Disposition of 698 shares by Schnitzer Bruce William of Beneficient at 5.38 subject to Rule 16b-3 | 11/08/2024 |
9 | Beneficient Announces Second Quarter Fiscal 2025 Earnings Release and Webcast | 11/11/2024 |
10 | Beneficient GAAP EPS of 0.03 beats by 1.98, revenue of 8.6M beats by 8.29M | 11/15/2024 |
11 | Acquisition by Cangany Peter T Jr of 50000 shares of Beneficient at 0.92 subject to Rule 16b-3 | 11/19/2024 |
12 | Beneficient director Peter T. Cangany Jr. buys 69,500 in stock | 11/20/2024 |
13 | Beneficient Adds 35 Million In Permanent Equity, Aiming For Nasdaq Compliance | 11/22/2024 |
14 | Beneficient director Peter T. Cangany Jr. acquires 23,750 in shares | 11/25/2024 |
15 | Beneficient Regains Compliance with NASDAQ Minimum Stockholders Equity Requirement and Audit Committee Requirement | 11/26/2024 |
16 | Disposition of 2247 shares by Jeff Welday of Beneficient at 0.92 subject to Rule 16b-3 | 11/27/2024 |
17 | Disposition of 1175 shares by Jeff Welday of Beneficient at 0.88 subject to Rule 16b-3 | 11/29/2024 |
About Beneficient 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 Beneficient or other stocks. Alpha measures the amount that position in Beneficient 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.
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 Beneficient 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, Beneficient's short interest history, or implied volatility extrapolated from Beneficient options trading.
Build Portfolio with Beneficient
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 Beneficient Backtesting, Beneficient Valuation, Beneficient Correlation, Beneficient Hype Analysis, Beneficient Volatility, Beneficient History and analyze Beneficient Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Beneficient 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.