Bluerock Homes Trust Stock Alpha and Beta Analysis
| BHM Stock | USD 12.38 0.05 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bluerock Homes Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bluerock Homes over a specified time horizon. Remember, high Bluerock Homes' 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 Bluerock Homes' market risk premium analysis include:
Beta (0.11) | Alpha (0.23) | Risk 1.48 | Sharpe Ratio (0.14) | Expected Return (0.20) |
Enterprise Value |
|
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.
Bluerock |
Bluerock Homes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bluerock Homes market risk premium is the additional return an investor will receive from holding Bluerock Homes 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 Bluerock Homes. 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 Bluerock Homes' performance over market.| α | -0.23 | β | -0.11 |
Bluerock Homes 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 Bluerock Homes' Buy-and-hold return. Our buy-and-hold chart shows how Bluerock Homes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bluerock Homes Market Price Analysis
Market price analysis indicators help investors to evaluate how Bluerock Homes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bluerock Homes shares will generate the highest return on investment. By understating and applying Bluerock Homes stock market price indicators, traders can identify Bluerock Homes position entry and exit signals to maximize returns.
Bluerock Homes Return and Market Media
The median price of Bluerock Homes for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 12.3 with a coefficient of variation of 8.24. The daily time series for the period is distributed with a sample standard deviation of 1.03, arithmetic mean of 12.48, and mean deviation of 0.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 55881 shares by Michael DiFranco of Bluerock Homes subject to Rule 16b-3 | 12/13/2024 |
2 | Acquisition by Harrison Elizabeth Scott of 5405 shares of Bluerock Homes subject to Rule 16b-3 | 12/31/2024 |
3 | Acquisition by Jafarnia Kamal of 5405 shares of Bluerock Homes subject to Rule 16b-3 | 01/03/2025 |
4 | Acquisition by Tio Romano of 5405 shares of Bluerock Homes subject to Rule 16b-3 | 01/13/2025 |
5 | Bluerock Homes Trust stock hits 52-week low at 12.92 - Investing.com | 01/14/2025 |
6 | Trading With Integrated Risk Controls - Stock Traders Daily | 01/24/2025 |
7 | Bluerock Homes Trust stock hits 52-week low at 12 - MSN | 02/14/2025 |
8 | Bluerock Homes Trust Announces Valuation of Series A Redeemable Preferred Stock - Defense World | 02/19/2025 |
9 | Acquisition by Kamfar Ramin of 16038 shares of Bluerock Homes subject to Rule 16b-3 | 03/07/2025 |
10 | Disposition of 487663 shares by Cypress 2022 Trust Dated June 10, 2022 of Bluerock Homes subject to Rule 16b-3 | 03/13/2025 |
About Bluerock Homes 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 Bluerock or other stocks. Alpha measures the amount that position in Bluerock Homes 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.001305 | 0.00116 | Price To Sales Ratio | 1.51 | 1.43 |
Bluerock Homes Upcoming Company Events
As portrayed in its financial statements, the presentation of Bluerock Homes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bluerock Homes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bluerock Homes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bluerock Homes. Please utilize our Beneish M Score to check the likelihood of Bluerock Homes' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Bluerock Homes
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 Bluerock Homes Backtesting, Bluerock Homes Valuation, Bluerock Homes Correlation, Bluerock Homes Hype Analysis, Bluerock Homes Volatility, Bluerock Homes History and analyze Bluerock Homes Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Bluerock Homes 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.