Brookfield Asset Management Stock Alpha and Beta Analysis
| BAM Stock | 86.02 0.48 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookfield Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookfield Asset over a specified time horizon. Remember, high Brookfield Asset'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 Brookfield Asset's market risk premium analysis include:
Beta 0.0218 | Alpha 0.26 | Risk 1.68 | Sharpe Ratio 0.14 | Expected Return 0.24 |
Brookfield Asset Quarterly Cash And Equivalents |
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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.
Brookfield |
Brookfield Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookfield Asset market risk premium is the additional return an investor will receive from holding Brookfield Asset 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 Brookfield Asset. 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 Brookfield Asset's performance over market.| α | 0.26 | β | 0.02 |
Brookfield Asset 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 Brookfield Asset's Buy-and-hold return. Our buy-and-hold chart shows how Brookfield Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brookfield Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how Brookfield Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brookfield Asset shares will generate the highest return on investment. By understating and applying Brookfield Asset stock market price indicators, traders can identify Brookfield Asset position entry and exit signals to maximize returns.
Brookfield Asset Return and Market Media
The median price of Brookfield Asset for the period between Fri, May 2, 2025 and Thu, Jul 31, 2025 is 77.11 with a coefficient of variation of 4.65. The daily time series for the period is distributed with a sample standard deviation of 3.62, arithmetic mean of 77.81, and mean deviation of 2.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Brookfield Corporations SWOT analysis alternative asset giants stock outlook - Investing.com | 05/22/2025 |
2 | Brookfield Renewable Corporation Announces Results of Annual Meeting of Shareholders - The Globe and Mail | 06/16/2025 |
3 | RBC Capital Reaffirms Their Buy Rating on Brookfield Asset Management Ltd. Class A - The Globe and Mail | 06/19/2025 |
| Brookfield Asset dividend paid on 30th of June 2025 | 06/30/2025 |
4 | Principal Financial Group Inc. Has 379.07 Million Stock Position in Brookfield Asset Management Ltd. - MarketBeat | 07/03/2025 |
5 | Brookfield set to take 20 percent stake in U.K. Sizewell C nuclear project - FT - Seeking Alpha | 07/08/2025 |
6 | Brookfield Asset Management to Announce Q2 2025 Results - TipRanks | 07/14/2025 |
7 | Brookfield Asset Management Sets New 1-Year High - Heres What Happened - MarketBeat | 07/25/2025 |
About Brookfield Asset 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 Brookfield or other stocks. Alpha measures the amount that position in Brookfield Asset Man 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 Yield | 0.29 | 0.0315 | 0.0389 | 0.037 | Price To Sales Ratio | 3.0 | 41.86 | 31.98 | 33.58 |
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 Brookfield Asset 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, Brookfield Asset's short interest history, or implied volatility extrapolated from Brookfield Asset options trading.
Build Portfolio with Brookfield Asset
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 Brookfield Asset Backtesting, Brookfield Asset Valuation, Brookfield Asset Correlation, Brookfield Asset Hype Analysis, Brookfield Asset Volatility, Brookfield Asset History and analyze Brookfield Asset Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Brookfield Asset 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.