Bgc Partners Stock Alpha and Beta Analysis

BGCP
 Stock
  

USD 3.14  0.09  2.79%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bgc Partners Cl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bgc Partners over a specified time horizon. Remember, high Bgc Partners' 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 Bgc Partners Backtesting, Bgc Partners Valuation, Bgc Partners Correlation, Bgc Partners Hype Analysis, Bgc Partners Volatility, Bgc Partners History and analyze Bgc Partners Performance.
  
Please note that although Bgc Partners 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, Bgc Partners did 0.07  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 Bgc Partners Cl stock's relative risk over its benchmark. Bgc Partners Cl has a beta of 1.39  . Let's try to break down what Bgc Partners's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bgc Partners will likely underperform.
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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.

Bgc Partners Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bgc Partners market risk premium is the additional return an investor will receive from holding Bgc Partners 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 Bgc Partners. 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 Bgc Partners' performance over market.
α0.07   β1.39
90 days against DJI

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

Bgc Partners Market Price Analysis

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

Bgc Partners Return and Market Media

The median price of Bgc Partners for the period between Sat, Jul 2, 2022 and Fri, Sep 30, 2022 is 3.96 with a coefficient of variation of 7.26. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 3.86, and mean deviation of 0.25. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Where Does Hut 8 Mining Corp Stock Fall in the Capital Marke...07/28/2022
2
EPS Reported08/03/2022
3
Bgc Partners exotic insider transaction detected08/10/2022
4
Financial Statements08/12/2022
5
Disposition of 135514 shares by Sean Windeatt of Bgc Partner...08/15/2022
6
BGC PARTNERS, INC. Regulation FD Disclosure, Financial State...09/29/2022

About Bgc Partners 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 Bgc Partners or other stocks. Alpha measures the amount that position in Bgc Partners Cl 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.

Bgc Partners Upcoming Company Events

As portrayed in its financial statements, the presentation of Bgc Partners' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bgc Partners' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bgc Partners' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bgc Partners. Please utilize our Beneish M Score to check the likelihood of Bgc Partners' management manipulating its earnings.
Upcoming Quarterly Report23rd of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End23rd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Bgc Partners

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Bgc Partners Backtesting, Bgc Partners Valuation, Bgc Partners Correlation, Bgc Partners Hype Analysis, Bgc Partners Volatility, Bgc Partners History and analyze Bgc Partners Performance. Note that the Bgc Partners Cl information on this page should be used as a complementary analysis to other Bgc Partners' 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 Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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