Bk Technologies Stock Alpha and Beta Analysis
| BKTI Stock | USD 34.50 1.45 4.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BK Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in BK Technologies over a specified time horizon. Remember, high BK Technologies' 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 BK Technologies' market risk premium analysis include:
Beta 1.25 | Alpha 0.65 | Risk 5.33 | Sharpe Ratio 0.17 | Expected Return 0.89 |
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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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BK Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BK Technologies market risk premium is the additional return an investor will receive from holding BK Technologies 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 BK Technologies. 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 BK Technologies' performance over market.| α | 0.65 | β | 1.25 |
BK Technologies 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 BK Technologies' Buy-and-hold return. Our buy-and-hold chart shows how BK Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BK Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how BK Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BK Technologies shares will generate the highest return on investment. By understating and applying BK Technologies stock market price indicators, traders can identify BK Technologies position entry and exit signals to maximize returns.
BK Technologies Return and Market Media
The median price of BK Technologies for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 24.99 with a coefficient of variation of 16.48. The daily time series for the period is distributed with a sample standard deviation of 4.13, arithmetic mean of 25.08, and mean deviation of 3.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Horowitz Joshua of 1365 shares of BK Technologies at 21.98 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by John Suzuki of 3332 shares of BK Technologies at 10.0 subject to Rule 16b-3 | 09/10/2024 |
3 | Long Term Trading Analysis for - Stock Traders Daily | 09/17/2024 |
4 | BKTI stock soars to 52-week high, touches 24.8 - Investing.com | 10/07/2024 |
5 | Disposition of 11321 shares by Fundamental Global Gp, Llc of BK Technologies at 25.01 subject to Rule 16b-3 | 10/10/2024 |
6 | Acquisition by Payne E. Gray of 21511 shares of BK Technologies subject to Rule 16b-3 | 10/25/2024 |
7 | Acquisition by John Suzuki of 50000 shares of BK Technologies at 12.27 subject to Rule 16b-3 | 11/08/2024 |
8 | The Zacks Analyst Blog Netflix, Salesforce, Cisco and BK Technologies | 11/13/2024 |
9 | BKTI Stock Rises After Q3 Earnings Boost Margins and Profitability | 11/15/2024 |
About BK Technologies 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 BKTI or other stocks. Alpha measures the amount that position in BK Technologies 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 | 0.0325 | 0.0361 | 0.0416 | 0.0553 | Price To Sales Ratio | 0.79 | 1.1 | 0.57 | 0.7 |
BK Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of BK Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BK Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BK Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BK Technologies. Please utilize our Beneish M Score to check the likelihood of BK Technologies' management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with BK Technologies
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 BK Technologies Backtesting, BK Technologies Valuation, BK Technologies Correlation, BK Technologies Hype Analysis, BK Technologies Volatility, BK Technologies History and analyze BK Technologies Performance. For more detail on how to invest in BKTI Stock please use our How to Invest in BK Technologies guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
BK Technologies 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.