Borr Drilling Stock Alpha and Beta Analysis
| BORR Stock | USD 2.25 0.12 5.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Borr Drilling. It also helps investors analyze the systematic and unsystematic risks associated with investing in Borr Drilling over a specified time horizon. Remember, high Borr Drilling'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 Borr Drilling's market risk premium analysis include:
Beta 0.39 | Alpha (0.62) | Risk 3.38 | Sharpe Ratio (0.24) | Expected Return (0.82) |
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.
Borr |
Borr Drilling Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Borr Drilling market risk premium is the additional return an investor will receive from holding Borr Drilling 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 Borr Drilling. 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 Borr Drilling's performance over market.| α | -0.62 | β | 0.39 |
Borr Drilling 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 Borr Drilling's Buy-and-hold return. Our buy-and-hold chart shows how Borr Drilling performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Borr Drilling Market Price Analysis
Market price analysis indicators help investors to evaluate how Borr Drilling stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Borr Drilling shares will generate the highest return on investment. By understating and applying Borr Drilling stock market price indicators, traders can identify Borr Drilling position entry and exit signals to maximize returns.
Borr Drilling Return and Market Media
The median price of Borr Drilling for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 3.45 with a coefficient of variation of 16.21. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 3.32, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | The Market Is Waking To A Crude Inflationary Reality | 01/13/2025 |
2 | Borr Drilling Limited - Collections update Mexico | 01/31/2025 |
3 | BlackRock, Inc. Expands Stake in Borr Drilling Ltd | 02/05/2025 |
4 | Borr Drilling Limited - Dividend declaration and key information relating to the cash distribution for the fourth quarter 2024 | 02/19/2025 |
5 | Borr Drilling Limited Q4 2024 Earnings Call Transcript | 02/21/2025 |
6 | Borr Drilling Shares Gap Up After Dividend Announcement - MarketBeat | 02/24/2025 |
7 | Borr Drilling Reaches New 1-Year Low Whats Next | 03/03/2025 |
8 | Borr Drilling stock plunges to 52-week low at 2.18 By Investing.com - Investing.com South Africa | 03/11/2025 |
About Borr Drilling 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 Borr or other stocks. Alpha measures the amount that position in Borr Drilling 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) | Days Sales Outstanding | 140.31 | 121.05 | 139.21 | 154.11 | PTB Ratio | 0.99 | 1.83 | 1.64 | 1.73 |
Borr Drilling Upcoming Company Events
As portrayed in its financial statements, the presentation of Borr Drilling's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Borr Drilling's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Borr Drilling's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Borr Drilling. Please utilize our Beneish M Score to check the likelihood of Borr Drilling's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Borr Drilling
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
Additional Tools for Borr Stock Analysis
When running Borr Drilling's price analysis, check to measure Borr Drilling's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Borr Drilling is operating at the current time. Most of Borr Drilling's value examination focuses on studying past and present price action to predict the probability of Borr Drilling's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Borr Drilling's price. Additionally, you may evaluate how the addition of Borr Drilling to your portfolios can decrease your overall portfolio volatility.