Bluerock Stock Alpha and Beta Analysis


USD 26.92  0.09  0.34%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bluerock Residential Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bluerock Residential over a specified time horizon. Remember, high Bluerock Residential'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 Bluerock Residential Backtesting, Bluerock Residential Valuation, Bluerock Residential Correlation, Bluerock Residential Hype Analysis, Bluerock Residential Volatility, Bluerock Residential History and analyze Bluerock Residential Performance.
Please note that although Bluerock Residential 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, Bluerock Residential did 0.039905  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 Bluerock Residential Growth stock's relative risk over its benchmark. Bluerock Residential has a beta of 0.12  . Let's try to break down what Bluerock's beta means in this case. As returns on the market increase, Bluerock Residential returns are expected to increase less than the market. However, during the bear market, the loss on holding Bluerock Residential will be expected to be smaller as well.
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.

Bluerock Residential Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bluerock Residential market risk premium is the additional return an investor will receive from holding Bluerock Residential 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 Bluerock Residential. 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 Bluerock Residential's performance over market.
α0.039905   β0.12
90 days against DJI

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

Bluerock Residential Market Price Analysis

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

Bluerock Residential Return and Market Media

The median price of Bluerock Residential for the period between Wed, Jul 6, 2022 and Tue, Oct 4, 2022 is 26.27 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 26.36, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Bluerock Residential Growth REIT Announces July Dividends on...07/11/2022
EPS Reported08/08/2022
Acquisition by Jordan Ruddy of 3174 shares of Bluerock Resid...08/11/2022
Financial Statements08/26/2022
Sale by R Kamfar of tradable shares of Bluerock Residential09/02/2022
Bluerock Residential Bluerock Residential Growth REIT Announ...09/09/2022
Financial Statements09/13/2022
Sale by R Kamfar of 230 shares of Bluerock Residential09/29/2022

About Bluerock Residential 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 Bluerock or other stocks. Alpha measures the amount that position in Bluerock Residential 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.

Bluerock Residential Upcoming Company Events

As portrayed in its financial statements, the presentation of Bluerock Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bluerock Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bluerock Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bluerock Residential. Please utilize our Beneish M Score to check the likelihood of Bluerock Residential's management manipulating its earnings.
Upcoming Quarterly Report10th of February 2022
Next Financial Report9th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End10th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Bluerock Residential

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 Bluerock Residential Backtesting, Bluerock Residential Valuation, Bluerock Residential Correlation, Bluerock Residential Hype Analysis, Bluerock Residential Volatility, Bluerock Residential History and analyze Bluerock Residential Performance. You can also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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When running Bluerock Residential price analysis, check to measure Bluerock Residential'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 Bluerock Residential is operating at the current time. Most of Bluerock Residential's value examination focuses on studying past and present price action to predict the probability of Bluerock Residential's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Bluerock Residential's price. Additionally, you may evaluate how the addition of Bluerock Residential to your portfolios can decrease your overall portfolio volatility.
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Bluerock Residential 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 Bluerock Residential technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Bluerock Residential 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...