Bruker Stock Alpha and Beta Analysis
| BRKR Stock | USD 57.95 0.43 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bruker. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bruker over a specified time horizon. Remember, high Bruker'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 Bruker's market risk premium analysis include:
Beta 0.89 | Alpha (0.25) | Risk 2.65 | Sharpe Ratio (0.06) | Expected Return (0.16) |
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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.
Bruker |
Bruker Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bruker market risk premium is the additional return an investor will receive from holding Bruker 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 Bruker. 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 Bruker's performance over market.| α | -0.25 | β | 0.89 |
Bruker 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 Bruker's Buy-and-hold return. Our buy-and-hold chart shows how Bruker performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bruker Market Price Analysis
Market price analysis indicators help investors to evaluate how Bruker stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bruker shares will generate the highest return on investment. By understating and applying Bruker stock market price indicators, traders can identify Bruker position entry and exit signals to maximize returns.
Bruker Return and Market Media
The median price of Bruker for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 63.32 with a coefficient of variation of 8.09. The daily time series for the period is distributed with a sample standard deviation of 5.01, arithmetic mean of 61.9, and mean deviation of 4.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Rosenthal Bob of Bruker at 24.0 subject to Rule 16b-3 | 09/06/2024 |
| Bruker dividend paid on 16th of September 2024 | 09/16/2024 |
2 | Biognosys Enters Reselling Agreement for Spectronaut Proteomics Software with Leading Provider of Mass Spectrometry Systems | 09/18/2024 |
3 | 60.5 Billion Proteomics Industry Forecast Report, 2029, Featuring Strategic Analysis of 25 Key Players - Thermo Fisher Scientific, Agilent Technologies, Merck, ... | 10/09/2024 |
4 | Earnings Tell The Story For Bruker Corporation | 10/25/2024 |
5 | Bruker Non-GAAP EPS of 0.60, revenue of 864.4M | 11/05/2024 |
6 | Bruker stock price target cut, hold rating sustained on Q3 performance | 11/06/2024 |
7 | BRKR Misses on Q3 Earnings, Cuts 24 View, Stock Up in Aftermarket | 11/07/2024 |
8 | Bruker Corp Shares Gap Down to 58.57 on Nov 8 | 11/08/2024 |
9 | Brukers Problems Go Beyond Weak Profit - Yahoo Finance | 11/14/2024 |
10 | Acquisition by Frank Laukien of 69866 shares of Bruker at 49.82 subject to Rule 16b-3 | 11/18/2024 |
About Bruker 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 Bruker or other stocks. Alpha measures the amount that position in Bruker 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001905 | 0.002934 | 0.002733 | 0.002596 | Price To Sales Ratio | 5.25 | 4.01 | 3.63 | 5.18 |
Bruker Upcoming Company Events
As portrayed in its financial statements, the presentation of Bruker's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bruker's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bruker's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bruker. Please utilize our Beneish M Score to check the likelihood of Bruker's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 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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Additional Tools for Bruker Stock Analysis
When running Bruker's price analysis, check to measure Bruker'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 Bruker is operating at the current time. Most of Bruker's value examination focuses on studying past and present price action to predict the probability of Bruker's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bruker's price. Additionally, you may evaluate how the addition of Bruker to your portfolios can decrease your overall portfolio volatility.