BRASIL ON (Brazil) Alpha and Beta Analysis

BBAS3
  

BRL 37.79  1.19  3.05%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BRASIL ON NM. It also helps investors analyze the systematic and unsystematic risks associated with investing in BRASIL ON over a specified time horizon. Remember, high BRASIL ON'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 BRASIL ON Backtesting, BRASIL ON Valuation, BRASIL ON Correlation, BRASIL ON Hype Analysis, BRASIL ON Volatility, BRASIL ON History and analyze BRASIL ON Performance.
  
Please note that although BRASIL ON 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, BRASIL ON did 0.26  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 BRASIL ON NM stock's relative risk over its benchmark. BRASIL ON NM has a beta of 0.06  . Let's try to break down what BRASIL's beta means in this case. As returns on the market increase, BRASIL ON returns are expected to increase less than the market. However, during the bear market, the loss on holding BRASIL ON will be expected to be smaller as well.
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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.

BRASIL ON Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BRASIL ON market risk premium is the additional return an investor will receive from holding BRASIL ON 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 BRASIL ON. 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 BRASIL ON's performance over market.
α0.26   β0.06
90 days against DJI

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

BRASIL ON Market Price Analysis

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

BRASIL ON Return and Market Media

The median price of BRASIL ON for the period between Wed, May 11, 2022 and Tue, Aug 9, 2022 is 34.66 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 1.61, arithmetic mean of 34.67, and mean deviation of 1.35. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About BRASIL ON 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 BRASIL ON NM 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.

BRASIL ON Investors Sentiment

The influence of BRASIL ON's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in BRASIL. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards BRASIL ON in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, BRASIL ON's short interest history, or implied volatility extrapolated from BRASIL ON options trading.

Build Portfolio with BRASIL ON

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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Align your risk with return expectations

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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 BRASIL ON Backtesting, BRASIL ON Valuation, BRASIL ON Correlation, BRASIL ON Hype Analysis, BRASIL ON Volatility, BRASIL ON History and analyze BRASIL ON Performance. Note that the BRASIL ON NM information on this page should be used as a complementary analysis to other BRASIL ON'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 Global Correlations module to find global opportunities by holding instruments from different markets.

Complementary Tools for BRASIL Stock analysis

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