B Riley Financial Stock Alpha and Beta Analysis

RILYN Stock  USD 12.20  0.14  1.16%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as B Riley Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in B Riley over a specified time horizon. Remember, high B Riley'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 B Riley's market risk premium analysis include:
Beta
0.74
Alpha
0.051
Risk
1.92
Sharpe Ratio
0.0227
Expected Return
0.0435
Please note that although B Riley alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, B Riley did 0.05  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of B Riley Financial stock's relative risk over its benchmark. B Riley Financial has a beta of 0.74  . As returns on the market increase, B Riley's returns are expected to increase less than the market. However, during the bear market, the loss of holding B Riley is expected to be smaller as well. At this time, B Riley's Enterprise Value Over EBITDA is very stable compared to the past year. As of the 13th of February 2025, Price Book Value Ratio is likely to grow to 1.99, while Book Value Per Share is likely to drop 13.42.

Enterprise Value

2.68 Billion

492.1.4B2.1B4.3B2.8B2.6B2.7B190%46%104%-33%-10%5%100%
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.
  
Check out B Riley Backtesting, B Riley Valuation, B Riley Correlation, B Riley Hype Analysis, B Riley Volatility, B Riley History and analyze B Riley Performance.

B Riley Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. B Riley market risk premium is the additional return an investor will receive from holding B Riley 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 B Riley. 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 B Riley's performance over market.
α0.05   Î²0.74
0.030.050.020.020.0851%-53%12%209%100%

B Riley 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 B Riley's Buy-and-hold return. Our buy-and-hold chart shows how B Riley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

B Riley Market Price Analysis

Market price analysis indicators help investors to evaluate how B Riley stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading B Riley shares will generate the highest return on investment. By understating and applying B Riley stock market price indicators, traders can identify B Riley position entry and exit signals to maximize returns.

B Riley Return and Market Media

The median price of B Riley for the period between Fri, Nov 15, 2024 and Thu, Feb 13, 2025 is 12.15 with a coefficient of variation of 4.81. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 12.25, and mean deviation of 0.48. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.1512NovDec2025 -5051015
JavaScript chart by amCharts 3.21.15B Riley Financial B Riley Financial Dividend Benchmark Dow Jones Industrial
       Timeline  
1
Acquisition by Paulson Randall E of 1997 shares of B Riley subject to Rule 16b-3
12/06/2024
2
Acquisition by Riley Bryant R of 7500 shares of B Riley at 40.5802 subject to Rule 16b-3
01/17/2025

About B Riley 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 RILYN or other stocks. Alpha measures the amount that position in B Riley Financial 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)
Dividend Yield0.130.240.280.29
Price To Sales Ratio0.890.370.340.32
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards B Riley in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, B Riley's short interest history, or implied volatility extrapolated from B Riley options trading.

Build Portfolio with B Riley

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether B Riley Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of B Riley's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of B Riley Financial Stock. Outlined below are crucial reports that will aid in making a well-informed decision on B Riley Financial Stock:
Check out B Riley Backtesting, B Riley Valuation, B Riley Correlation, B Riley Hype Analysis, B Riley Volatility, B Riley History and analyze B Riley Performance.
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B Riley 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.
A focus of B Riley technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of B Riley trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...