Burford Stock Alpha and Beta Analysis


USD 10.43  0.22  2.07%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Burford Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Burford Capital over a specified time horizon. Remember, high Burford Capital'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.
Continue to Burford Capital Backtesting, Burford Capital Valuation, Burford Capital Correlation, Burford Capital Hype Analysis, Burford Capital Volatility, Burford Capital History and analyze Burford Capital Performance.
Please note that although Burford Capital 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 index.) So in this particular case, Burford Capital did 0.47  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 Burford Capital stock's relative risk over its benchmark. Burford Capital has a beta of 1.13  . Let's try to break down what Burford's beta means in this case. Burford Capital returns are very sensitive to returns on the market. As the market goes up or down, Burford Capital is expected to follow.
Burford Capital Book Value per Share is relatively stable at the moment as compared to the past year. Burford Capital reported last year Book Value per Share of 7.08. As of 08/11/2022, Price to Book Value is likely to grow to 1.58, while Enterprise Value over EBITDA is likely to drop (197.89) .
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.

Burford Capital Quarterly Book Value per Share


Burford Capital Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Burford Capital market risk premium is the additional return an investor will receive from holding Burford Capital 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 Burford Capital. 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 Burford Capital's performance over market.
α0.47   β1.13
90 days against DJI

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

Burford Capital Market Price Analysis

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

Burford Capital Return and Market Media

The median price of Burford Capital for the period between Fri, May 13, 2022 and Thu, Aug 11, 2022 is 9.52 with a coefficient of variation of 11.81. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 9.4, and mean deviation of 0.94. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About Burford Capital 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Burford Capital 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.
 2015 2021 2022 (projected)
Long Term Debt to Equity0.30.350.37
Interest Coverage10.089.077.73

Burford Capital Upcoming Company Events

As portrayed in its financial statements, the presentation of Burford Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Burford Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Burford Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Burford Capital. Please utilize our Beneish M Score to check the likelihood of Burford Capital's management manipulating its earnings.
Upcoming Quarterly Report23rd of March 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End23rd of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Burford Capital

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Continue to Burford Capital Backtesting, Burford Capital Valuation, Burford Capital Correlation, Burford Capital Hype Analysis, Burford Capital Volatility, Burford Capital History and analyze Burford Capital Performance. Note that the Burford Capital information on this page should be used as a complementary analysis to other Burford Capital'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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

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Burford Capital 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 Burford Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Burford Capital 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...