Brightsphere Investment Group Stock Alpha and Beta Analysis
| BSIG Stock | USD 30.97 0.44 1.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brightsphere Investment Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brightsphere Investment over a specified time horizon. Remember, high Brightsphere Investment'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 Brightsphere Investment's market risk premium analysis include:
Beta 1.92 | Alpha 0.23 | Risk 2 | Sharpe Ratio 0.22 | Expected Return 0.45 |
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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.
Brightsphere |
Brightsphere Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brightsphere Investment market risk premium is the additional return an investor will receive from holding Brightsphere Investment 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 Brightsphere Investment. 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 Brightsphere Investment's performance over market.| α | 0.23 | β | 1.92 |
Brightsphere Investment 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 Brightsphere Investment's Buy-and-hold return. Our buy-and-hold chart shows how Brightsphere Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brightsphere Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Brightsphere Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brightsphere Investment shares will generate the highest return on investment. By understating and applying Brightsphere Investment stock market price indicators, traders can identify Brightsphere Investment position entry and exit signals to maximize returns.
Brightsphere Investment Return and Market Media
The median price of Brightsphere Investment for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 25.63 with a coefficient of variation of 8.75. The daily time series for the period is distributed with a sample standard deviation of 2.26, arithmetic mean of 25.89, and mean deviation of 1.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Brightsphere Investment dividend paid on 27th of September 2024 | 09/27/2024 |
1 | Disposition of 750000 shares by Suren Rana of Brightsphere Investment at 10.0 subject to Rule 16b-3 | 09/30/2024 |
2 | Little Excitement Around BrightSphere Investment Group Inc.s Earnings | 10/02/2024 |
3 | BrightSphere Investment Group Inc Q2 2024 Earnings Call Highlights Strong ENI Growth ... | 10/09/2024 |
4 | BrightSphere Investment Group Inc Stock Price Up 4.14 percent on Oct 11 | 10/11/2024 |
5 | BrightSphere Investment Groups investors will be pleased with their impressive 152 percent return over the last five years | 10/28/2024 |
6 | BrightSphere Reports Financial and Operating Results for the Third Quarter Ended September 30, 2024 | 10/31/2024 |
7 | BrightSphere Investment Group Inc Q3 2024 Earnings Call Highlights Strong ENI Growth ... | 11/01/2024 |
8 | BrightSphere Investment Group Is Up 6.64 percent in One Week What You Should Know | 11/14/2024 |
9 | BrightSphere Investment Group Inc. Shares Sold by Victory Capital Management Inc. - MarketBeat | 11/21/2024 |
About Brightsphere Investment 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 Brightsphere or other stocks. Alpha measures the amount that position in Brightsphere Investment 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 | 0.001467 | 0.001386 | 0.002516 | 0.00239 | Price To Sales Ratio | 3.77 | 2.07 | 1.86 | 1.72 |
Brightsphere Investment Upcoming Company Events
As portrayed in its financial statements, the presentation of Brightsphere Investment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brightsphere Investment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brightsphere Investment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brightsphere Investment. Please utilize our Beneish M Score to check the likelihood of Brightsphere Investment's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Brightsphere Investment
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Check out Brightsphere Investment Backtesting, Brightsphere Investment Valuation, Brightsphere Investment Correlation, Brightsphere Investment Hype Analysis, Brightsphere Investment Volatility, Brightsphere Investment History and analyze Brightsphere Investment Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Brightsphere Investment 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.