Bausch Health Companies Stock Alpha and Beta Analysis
| BHC Stock | USD 7.15 0.26 3.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bausch Health Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bausch Health over a specified time horizon. Remember, high Bausch Health'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 Bausch Health's market risk premium analysis include:
Beta 0.16 | Alpha (0.15) | Risk 2.86 | Sharpe Ratio (0.03) | Expected Return (0.07) |
Bausch Health Quarterly Cash And Equivalents |
|
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.
Bausch |
Bausch Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bausch Health market risk premium is the additional return an investor will receive from holding Bausch Health 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 Bausch Health. 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 Bausch Health's performance over market.| α | -0.15 | β | 0.16 |
Bausch Health 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 Bausch Health's Buy-and-hold return. Our buy-and-hold chart shows how Bausch Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bausch Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Bausch Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bausch Health shares will generate the highest return on investment. By understating and applying Bausch Health stock market price indicators, traders can identify Bausch Health position entry and exit signals to maximize returns.
Bausch Health Return and Market Media
The median price of Bausch Health for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 7.47 with a coefficient of variation of 6.86. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 7.37, and mean deviation of 0.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Brett Icahn of 4109 shares of Bausch Health at 8.06 subject to Rule 16b-3 | 12/31/2024 |
2 | Acquisition by John Paulson of 7716 shares of Bausch Health at 8.1 subject to Rule 16b-3 | 01/17/2025 |
3 | Disposition of 765 shares by Seana Carson of Bausch Health at 9.16 subject to Rule 16b-3 | 01/28/2025 |
4 | Bausch Health Companies Inc to Participate in 2025 J.P. ... | 02/14/2025 |
5 | BHC Global Acquires POWERCONNECT.AI, Advancing AI-Powered Customer Experience in the Utility Energy Industry | 02/18/2025 |
6 | 02/19/2025 |
7 | Bausch Health Companies Inc. Q4 2024 Earnings Call Transcript | 02/20/2025 |
8 | Why Bausch Health Companies Inc. Went Up On Thursday | 02/21/2025 |
9 | Acquisition by Thomas Appio of 635425 shares of Bausch Health subject to Rule 16b-3 | 02/26/2025 |
10 | Disposition of 26325 shares by Seana Carson of Bausch Health at 7.44 subject to Rule 16b-3 | 02/28/2025 |
11 | Acquisition by Charhon Jean-jacques of 216622 shares of Bausch Health subject to Rule 16b-3 | 03/06/2025 |
12 | Bausch Health Companies Announces Next Steps In Financing Initiative With J.P. Morgan - Marketscreener.com | 03/14/2025 |
About Bausch Health 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 Bausch or other stocks. Alpha measures the amount that position in Bausch Health Companies 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0579 | 0.0522 | Price To Sales Ratio | 0.31 | 0.3 |
Bausch Health Upcoming Company Events
As portrayed in its financial statements, the presentation of Bausch Health's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bausch Health's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bausch Health's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bausch Health. Please utilize our Beneish M Score to check the likelihood of Bausch Health's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Bausch Health
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 Bausch Health Backtesting, Bausch Health Valuation, Bausch Health Correlation, Bausch Health Hype Analysis, Bausch Health Volatility, Bausch Health History and analyze Bausch Health Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Bausch Health 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.