SLC AGRICOLAON (Brazil) Alpha and Beta Analysis


BRL 43.77  0.98  2.19%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SLC AGRICOLAON NM. It also helps investors analyze the systematic and unsystematic risks associated with investing in SLC AGRICOLAON over a specified time horizon. Remember, high SLC AGRICOLAON'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.
Additionally, take a look at SLC AGRICOLAON Backtesting, SLC AGRICOLAON Valuation, SLC AGRICOLAON Correlation, SLC AGRICOLAON Hype Analysis, SLC AGRICOLAON Volatility, SLC AGRICOLAON History and analyze SLC AGRICOLAON Performance.
Please note that although SLC AGRICOLAON 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, SLC AGRICOLAON did 0.08  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 SLC AGRICOLAON NM stock's relative risk over its benchmark. SLC AGRICOLAON NM has a beta of 0.0343  . Let's try to break down what SLCE3's beta means in this case. As returns on the market increase, SLC AGRICOLAON returns are expected to increase less than the market. However, during the bear market, the loss on holding SLC AGRICOLAON 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.

SLC AGRICOLAON Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SLC AGRICOLAON market risk premium is the additional return an investor will receive from holding SLC AGRICOLAON 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 SLC AGRICOLAON. 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 SLC AGRICOLAON's performance over market.
α0.08   β0.0343
90 days against DJI

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

SLC AGRICOLAON Market Price Analysis

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

SLC AGRICOLAON Return and Market Media

The median price of SLC AGRICOLAON for the period between Sun, Aug 28, 2022 and Sat, Nov 26, 2022 is 45.29 with a coefficient of variation of 4.44. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 45.59, and mean deviation of 1.72. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

About SLC AGRICOLAON 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 SLCE3 or other stocks. Alpha measures the amount that position in SLC AGRICOLAON 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.
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 SLC AGRICOLAON 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, SLC AGRICOLAON's short interest history, or implied volatility extrapolated from SLC AGRICOLAON options trading.

Build Portfolio with SLC AGRICOLAON

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
Additionally, take a look at SLC AGRICOLAON Backtesting, SLC AGRICOLAON Valuation, SLC AGRICOLAON Correlation, SLC AGRICOLAON Hype Analysis, SLC AGRICOLAON Volatility, SLC AGRICOLAON History and analyze SLC AGRICOLAON Performance. Note that the SLC AGRICOLAON NM information on this page should be used as a complementary analysis to other SLC AGRICOLAON'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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

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