Ambev SA (Brazil) Performance

ABEV3
  

BRL 15.76  0.32  1.99%   

Ambev SA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0904, which signifies not very significant fluctuations relative to the market. Let's try to break down what Ambev's beta means in this case. As returns on the market increase, returns on owning Ambev SA are expected to decrease at a much lower rate. During the bear market, Ambev SA is likely to outperform the market. Although it is important to respect Ambev SA historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Ambev SA technical indicators, you can presently evaluate if the expected return of 0.0682% will be sustainable into the future. Ambev SA right now shows a risk of 1.58%. Please confirm Ambev SA semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation to decide if Ambev SA will be following its price patterns.
  
Ambev Performance
3 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Ambev SA are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, Ambev SA is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.0432
Payout Ratio
0.72
Last Split Factor
5:1
Forward Annual Dividend Rate
0.68
Ex Dividend Date
2021-12-20
Last Split Date
2013-11-12

Ambev Price Channel

Begin Period Cash Flow17090300000.00
Total Cashflows From Investing Activities-7734882000.00

Ambev SA Relative Risk vs. Return Landscape

If you would invest  1,555  in Ambev SA on September 3, 2022 and sell it today you would earn a total of  53.00  from holding Ambev SA or generate 3.41% return on investment over 90 days. Ambev SA is generating 0.0682% of daily returns and assumes 1.5821% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Ambev, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days trading horizon Ambev SA is expected to generate 1.89 times less return on investment than the market. In addition to that, the company is 1.05 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.09 per unit of volatility.

Ambev SA Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambev SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ambev SA, and traders can use it to determine the average amount a Ambev SA's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0431

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Estimated Market Risk
 1.58
  actual daily
 
 13 %
of total potential
 
1313
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.04
  actual daily
 
 3 %
of total potential
 
33
Based on monthly moving average Ambev SA is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ambev SA by adding it to a well-diversified portfolio.

About Ambev SA Performance

To evaluate Ambev SA Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Ambev SA generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Ambev Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Ambev SA market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Ambev's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Ambev S.A., through its subsidiaries, produces, distributes, and sells beer, draft beer, carbonated soft drinks, other non-alcoholic beverages, malt, and food products. The company was founded in 1885 and is headquartered in So Paulo, Brazil. AMBEV SA operates under BeveragesBrewers classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 53000 people.

Things to note about Ambev SA

Checking the ongoing alerts about Ambev SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ambev SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Ambev SA Alerts

Equity Alerts and Improvement Suggestions

About 72.0% of the company shares are held by company insiders
Please continue to Trending Equities. Note that the Ambev SA information on this page should be used as a complementary analysis to other Ambev SA'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 ETF Directory module to find actively traded Exchange Traded Funds (ETF) from around the world.

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When running Ambev SA price analysis, check to measure Ambev SA'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 Ambev SA is operating at the current time. Most of Ambev SA's value examination focuses on studying past and present price action to predict the probability of Ambev SA's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ambev SA's price. Additionally, you may evaluate how the addition of Ambev SA to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Ambev SA's value and its price as these two are different measures arrived at by different means. Investors typically determine Ambev SA value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ambev SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.