Boqii Stock Alpha and Beta Analysis

BQ
 Stock
  

USD 1.99  0.01  0.50%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Boqii Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Boqii Holding over a specified time horizon. Remember, high Boqii Holding'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 Boqii Holding Backtesting, Boqii Holding Valuation, Boqii Holding Correlation, Boqii Holding Hype Analysis, Boqii Holding Volatility, Boqii Holding History and analyze Boqii Holding Performance.
  
Refresh
Please note that although Boqii Holding 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, Boqii Holding did 0.24  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 Boqii Holding stock's relative risk over its benchmark. Boqii Holding has a beta of 1.52  . Let's try to break down what Boqii'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, Boqii Holding will likely underperform.
Boqii Holding Book Value per Share is very stable at the moment as compared to the past year. Boqii Holding reported last year Book Value per Share of 13.18. As of 28th of June 2022, Price to Book Value is likely to grow to 1.33, while Tangible Asset Value is likely to drop about 684.4 M.
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.

Boqii Holding Quarterly Book Value per Share

13.021

Share

Boqii Holding Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Boqii Holding market risk premium is the additional return an investor will receive from holding Boqii Holding 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 Boqii Holding. 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 Boqii Holding's performance over market.
α-0.24   β1.52
90 days against DJI

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

Boqii Holding Market Price Analysis

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

Boqii Holding Return and Market Media

The median price of Boqii Holding for the period between Wed, Mar 30, 2022 and Tue, Jun 28, 2022 is 1.99 with a coefficient of variation of 20.28. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 2.09, and mean deviation of 0.36. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
EPS Estimate03/31/2022
2
Other04/13/2022
3
Other05/20/2022
4
Dogness Reports Fiscal Six Months 2022 Financial Results - M...05/26/2022
5
Other05/27/2022
6
Other05/31/2022
7
EPS Reported06/06/2022

About Boqii Holding 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 Boqii Holding 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.

Boqii Holding Upcoming Company Events

As portrayed in its financial statements, the presentation of Boqii Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Boqii Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Boqii Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Boqii Holding. Please utilize our Beneish M Score to check the likelihood of Boqii Holding's management manipulating its earnings.
Upcoming Quarterly Report30th of November 2021
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End25th of May 2022
Last Quarter Report30th of June 2021
Last Financial Announcement30th of September 2020

Build Portfolio with Boqii Holding

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

Fix your portfolio
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 Boqii Holding Backtesting, Boqii Holding Valuation, Boqii Holding Correlation, Boqii Holding Hype Analysis, Boqii Holding Volatility, Boqii Holding History and analyze Boqii Holding Performance. Note that the Boqii Holding information on this page should be used as a complementary analysis to other Boqii Holding'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 Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for Boqii Stock analysis

When running Boqii Holding price analysis, check to measure Boqii Holding's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Boqii Holding is operating at the current time. Most of Boqii Holding's value examination focuses on studying past and present price action to predict the probability of Boqii Holding's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Boqii Holding's price. Additionally, you may evaluate how the addition of Boqii Holding to your portfolios can decrease your overall portfolio volatility.
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Boqii Holding 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 Boqii Holding technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Boqii Holding 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...