Brooge Holdings Stock Alpha and Beta Analysis
| BROG Stock | USD 1.32 0.07 5.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brooge Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brooge Holdings over a specified time horizon. Remember, high Brooge Holdings' 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 Brooge Holdings' market risk premium analysis include:
Beta 0.27 | Alpha 0.75 | Risk 7.32 | Sharpe Ratio 0.0907 | Expected Return 0.66 |
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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.
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Brooge Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brooge Holdings market risk premium is the additional return an investor will receive from holding Brooge Holdings 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 Brooge Holdings. 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 Brooge Holdings' performance over market.| α | 0.75 | β | 0.27 |
Brooge Holdings 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 Brooge Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Brooge Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brooge Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Brooge Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brooge Holdings shares will generate the highest return on investment. By understating and applying Brooge Holdings stock market price indicators, traders can identify Brooge Holdings position entry and exit signals to maximize returns.
Brooge Holdings Return and Market Media
The median price of Brooge Holdings for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 1.54 with a coefficient of variation of 18.77. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 1.48, and mean deviation of 0.23. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Brooge Energy Limited Shares Sold by Magnetar Financial LLC - MarketBeat | 09/23/2024 |
About Brooge Holdings 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 Brooge or other stocks. Alpha measures the amount that position in Brooge Holdings 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) | Payables Turnover | 1.64 | 2.51 | 0.98 | 0.93 | Days Of Inventory On Hand | 6.1 | 4.66 | 6.34 | 10.42 |
Brooge Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Brooge Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brooge Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brooge Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brooge Holdings. Please utilize our Beneish M Score to check the likelihood of Brooge Holdings' management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Brooge Holdings
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 Brooge Holdings Backtesting, Brooge Holdings Valuation, Brooge Holdings Correlation, Brooge Holdings Hype Analysis, Brooge Holdings Volatility, Brooge Holdings History and analyze Brooge Holdings Performance. For more detail on how to invest in Brooge Stock please use our How to Invest in Brooge Holdings guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Brooge Holdings 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.