Banco Stock Alpha and Beta Analysis


USD 19.60  0.27  1.36%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banco DE Chile. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banco DE over a specified time horizon. Remember, high Banco DE'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 Banco DE Backtesting, Banco DE Valuation, Banco DE Correlation, Banco DE Hype Analysis, Banco DE Volatility, Banco DE History and analyze Banco DE Performance.
Please note that although Banco DE 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, Banco DE did 0.030096  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 Banco DE Chile stock's relative risk over its benchmark. Banco DE Chile has a beta of 0.85  . Let's try to break down what Banco's beta means in this case. Banco DE returns are very sensitive to returns on the market. As the market goes up or down, Banco DE is expected to follow.
Banco DE Price to Book Value is most likely to slightly decrease in the upcoming years. The preceding year's Price to Book Value was reported at 1.40. The current Enterprise Value is estimated to increase to about 26.4 B, while Book Value per Share is projected to decrease to 8,803.
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.

Enterprise Value

26.38 Billion

Banco DE Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banco DE market risk premium is the additional return an investor will receive from holding Banco DE 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 Banco DE. 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 Banco DE's performance over market.
α0.030096   β0.85
90 days against DJI

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

Banco DE Market Price Analysis

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

Banco DE Return and Market Media

The median price of Banco DE for the period between Tue, May 17, 2022 and Mon, Aug 15, 2022 is 19.02 with a coefficient of variation of 6.24. The daily time series for the period is distributed with a sample standard deviation of 1.18, arithmetic mean of 18.98, and mean deviation of 0.91. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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Banco de Chile Downgraded by to Hold - MarketB...07/20/2022
EPS Reported07/29/2022
SMBC Nikko Securities America, Inc. Further Strengthens its ...08/11/2022

About Banco DE 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 Banco DE Chile 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.
 2019 2020 2022 (projected)
Book Value per Share7.73 K7.91 K8.8 K
Asset Turnover0.0440.0320.0441

Banco DE Upcoming Company Events

As portrayed in its financial statements, the presentation of Banco DE's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Banco DE's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Banco DE's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Banco DE. Please utilize our Beneish M Score to check the likelihood of Banco DE's management manipulating its earnings.
Upcoming Quarterly Report4th of February 2022
Next Financial Report29th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End4th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Banco DE Backtesting, Banco DE Valuation, Banco DE Correlation, Banco DE Hype Analysis, Banco DE Volatility, Banco DE History and analyze Banco DE Performance. Note that the Banco DE Chile information on this page should be used as a complementary analysis to other Banco DE'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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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