Bhp Billiton Stock Alpha and Beta Analysis


USD 57.97  3.23  5.90%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bhp Billiton. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bhp Billiton over a specified time horizon. Remember, high Bhp Billiton'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 Bhp Billiton Backtesting, Bhp Billiton Valuation, Bhp Billiton Correlation, Bhp Billiton Hype Analysis, Bhp Billiton Volatility, Bhp Billiton History and analyze Bhp Billiton Performance.
Please note that although Bhp Billiton 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, Bhp Billiton did 0.08  worse 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 Bhp Billiton stock's relative risk over its benchmark. Bhp Billiton has a beta of 0.83  . Let's try to break down what Bhp Billiton's beta means in this case. As returns on the market increase, Bhp Billiton returns are expected to increase less than the market. However, during the bear market, the loss on holding Bhp Billiton will be expected to be smaller as well.
Bhp Billiton Book Value per Share is very stable at the moment as compared to the past year. Bhp Billiton reported last year Book Value per Share of 18.24. As of 16th of August 2022, Enterprise Value over EBITDA is likely to grow to 7.59, while Enterprise Value is likely to drop about 161.1 B.
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.

Bhp Billiton Quarterly Book Value per Share


Bhp Billiton Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bhp Billiton market risk premium is the additional return an investor will receive from holding Bhp Billiton 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 Bhp Billiton. 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 Bhp Billiton's performance over market.
α-0.08   β0.83
90 days against DJI

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

Bhp Billiton Market Price Analysis

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

Bhp Billiton Return and Market Media

The median price of Bhp Billiton for the period between Wed, May 18, 2022 and Tue, Aug 16, 2022 is 55.76 with a coefficient of variation of 9.24. The daily time series for the period is distributed with a sample standard deviation of 5.26, arithmetic mean of 56.96, and mean deviation of 4.21. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Determination of in specie dividend in connection with the W...05/20/2022
Is the BHP share price really trading on an 11 percent divid...06/10/2022
ASX 200 Dips 0.2 percent as Falling Commodities Weigh on Ene...06/23/2022
Should You Buy BHP Group Ltd Stock After it Is Lower By 5.05...07/13/2022
EPS Estimate08/12/2022

About Bhp Billiton 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 Bhp Billiton 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.
 2020 2021 (projected)
Book Value per Share20.2718.24
Asset Turnover0.530.48

Bhp Billiton Upcoming Company Events

As portrayed in its financial statements, the presentation of Bhp Billiton's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bhp Billiton's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bhp Billiton's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bhp Billiton. Please utilize our Beneish M Score to check the likelihood of Bhp Billiton's management manipulating its earnings.
Upcoming Quarterly Report4th of January 2022
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End16th of August 2022
Last Quarter Report30th of June 2021
Last Financial Announcement30th of September 2020

Build Portfolio with Bhp Billiton

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 Bhp Billiton Backtesting, Bhp Billiton Valuation, Bhp Billiton Correlation, Bhp Billiton Hype Analysis, Bhp Billiton Volatility, Bhp Billiton History and analyze Bhp Billiton Performance. Note that the Bhp Billiton information on this page should be used as a complementary analysis to other Bhp Billiton'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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

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