Brazilian Digital Alpha and Beta Analysis

BRZ
 Crypto
  

USD 0.19  0.0028  1.45%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brazilian Digital Token. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brazilian Digital over a specified time horizon. Remember, high Brazilian Digital'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 Brazilian Digital Backtesting, Portfolio Optimization, Brazilian Digital Correlation, Bitcoin Browser, Brazilian Digital Volatility, Brazilian Digital History and analyze Brazilian Digital Performance.
  
Please note that although Brazilian Digital 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, Brazilian Digital did 12.16  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 Brazilian Digital Token crypto's relative risk over its benchmark. Brazilian Digital Token has a beta of 14.01  . Let's try to break down what Brazilian's beta means in this case. As returns on the market increase, returns on owning Brazilian Digital are expected to decrease by larger amounts. On the other hand, during market turmoil, Brazilian Digital is expected to outperform it.
.
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.

Brazilian Digital Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brazilian Digital market risk premium is the additional return an investor will receive from holding Brazilian Digital 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 Brazilian Digital. 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 Brazilian Digital's performance over market.
α12.16   β-14.01
90 days against DJI

Brazilian Digital Price Momentum Analysis

Brazilian Digital Market Price Analysis

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

Brazilian Digital Return and Market Media

The median price of Brazilian Digital for the period between Mon, May 9, 2022 and Sun, Aug 7, 2022 is 0.19 with a coefficient of variation of 74.05. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 0.23, and mean deviation of 0.08. The Crypto did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Brazilian Digital 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 Brazilian Digital Token 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.

Brazilian Digital Investors Sentiment

The influence of Brazilian Digital'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 Brazilian. 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 Brazilian Digital 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, Brazilian Digital's short interest history, or implied volatility extrapolated from Brazilian Digital options trading.

Build Portfolio with Brazilian Digital

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 Brazilian Digital Backtesting, Portfolio Optimization, Brazilian Digital Correlation, Bitcoin Browser, Brazilian Digital Volatility, Brazilian Digital History and analyze Brazilian Digital Performance. Note that the Brazilian Digital Token information on this page should be used as a complementary analysis to other Brazilian Digital'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 Bond Directory module to find actively traded corporate debentures issued by US companies.

Other Tools for Brazilian Crypto Coin

When running Brazilian Digital Token price analysis, check to measure Brazilian Digital'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 Brazilian Digital is operating at the current time. Most of Brazilian Digital's value examination focuses on studying past and present price action to predict the probability of Brazilian Digital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Brazilian Digital's price. Additionally, you may evaluate how the addition of Brazilian Digital to your portfolios can decrease your overall portfolio volatility.
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go