Bunge Limited Stock Alpha and Beta Analysis

BG Stock  USD 102.52  0.10  0.1%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bunge Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bunge over a specified time horizon. Remember, high Bunge'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 Bunge's market risk premium analysis include:
Beta
1.03
Alpha
(0.10)
Risk
1.51
Sharpe Ratio
0.0264
Expected Return
0.0398
Please note that although Bunge 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., NYSE Composite index.) So in this particular case, Bunge did 0.10  worse 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 Bunge Limited stock's relative risk over its benchmark. Bunge Limited has a beta of 1.03  . Bunge returns are very sensitive to returns on the market. As the market goes up or down, Bunge is expected to follow. The Bunge's current Enterprise Value Multiple is estimated to increase to 7.20, while Price Book Value Ratio is projected to decrease to 1.03.

Bunge Quarterly Cash And Equivalents

2.17 Billion

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 Bunge Backtesting, Bunge Valuation, Bunge Correlation, Bunge Hype Analysis, Bunge Volatility, Bunge History and analyze Bunge Performance.

Bunge Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bunge market risk premium is the additional return an investor will receive from holding Bunge 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 Bunge. 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 Bunge's performance over market.
α-0.1   β1.03

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

Bunge Market Price Analysis

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

Bunge Return and Market Media

The median price of Bunge for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 93.67 with a coefficient of variation of 4.81. The daily time series for the period is distributed with a sample standard deviation of 4.51, arithmetic mean of 93.82, and mean deviation of 3.65. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Bunge earnings beat by 0.88, revenue fell short of estimates
02/07/2024
2
Maize Flour Market 2023 Key Growth Factors and Opportunity Analysis by 2031
02/13/2024
3
Exercise or conversion by Christos Dimopoulos of 2700 shares of Bunge subject to Rule 16b-3
02/21/2024
4
Kellogg and PepsiCo are urging Gen Z to eat Doritos and cereal for dinner
02/27/2024
 
Bunge dividend paid on 1st of March 2024
03/01/2024
5
Brazils top soybean city seeks to lure crushing investments
03/04/2024
6
UPDATE 1-BP Bunge Bioenergia not looking to offload assets, CEO says
03/05/2024
7
ADM Needs More Than Nutrition Revamp to Fix 8 Billion Wipeout
03/13/2024
8
Biodiesel Market Global Forecast 2024-2030 Industry Trends, Growth, Insight and Top Companies Analysis - Archer Daniels Midland, FutureFuel, Nestle, Renewable E...
03/22/2024
9
Repsol and Bunge to Ramp-Up Renewable Fuel Supply
03/28/2024

About Bunge 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 Bunge or other stocks. Alpha measures the amount that position in Bunge Limited 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)
Operating Cycle68.0363.6568.273.52
Dividend Yield0.02310.02350.02550.0189

Bunge Upcoming Company Events

As portrayed in its financial statements, the presentation of Bunge's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bunge's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bunge's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bunge. Please utilize our Beneish M Score to check the likelihood of Bunge's management manipulating its earnings.
7th of February 2024
Upcoming Quarterly Report
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1st of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
7th 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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When determining whether Bunge Limited is a strong investment it is important to analyze Bunge's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Bunge's future performance. For an informed investment choice regarding Bunge Stock, refer to the following important reports:
Check out Bunge Backtesting, Bunge Valuation, Bunge Correlation, Bunge Hype Analysis, Bunge Volatility, Bunge History and analyze Bunge Performance.
Note that the Bunge Limited information on this page should be used as a complementary analysis to other Bunge's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running Bunge's price analysis, check to measure Bunge'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 Bunge is operating at the current time. Most of Bunge's value examination focuses on studying past and present price action to predict the probability of Bunge's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bunge's price. Additionally, you may evaluate how the addition of Bunge to your portfolios can decrease your overall portfolio volatility.
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Bunge 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 Bunge technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Bunge 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...