VISA INC (Brazil) Alpha and Beta Analysis


BRL 47.95  0.89  1.82%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VISA INC DRN. It also helps investors analyze the systematic and unsystematic risks associated with investing in VISA INC over a specified time horizon. Remember, high VISA INC'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.
Also, please take a look at VISA INC Backtesting, VISA INC Valuation, VISA INC Correlation, VISA INC Hype Analysis, VISA INC Volatility, VISA INC History and analyze VISA INC Performance.
Please note that although VISA INC 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, VISA INC did 0.08  worse 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 VISA INC DRN stock's relative risk over its benchmark. VISA INC DRN has a beta of 0.56  . Let's try to break down what VISA34's beta means in this case. As returns on the market increase, VISA INC returns are expected to increase less than the market. However, during the bear market, the loss on holding VISA INC 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.

VISA INC Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VISA INC market risk premium is the additional return an investor will receive from holding VISA INC 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 VISA INC. 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 VISA INC's performance over market.
α-0.08   β0.56
90 days against DJI

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

VISA INC Market Price Analysis

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

VISA INC Return and Market Media

The median price of VISA INC for the period between Thu, Jun 30, 2022 and Wed, Sep 28, 2022 is 53.91 with a coefficient of variation of 4.95. The daily time series for the period is distributed with a sample standard deviation of 2.65, arithmetic mean of 53.57, and mean deviation of 2.13. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

About VISA INC 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 VISA34 or other stocks. Alpha measures the amount that position in VISA INC DRN 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 VISA INC 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, VISA INC's short interest history, or implied volatility extrapolated from VISA INC options trading.

Build Portfolio with VISA INC

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
Also, please take a look at VISA INC Backtesting, VISA INC Valuation, VISA INC Correlation, VISA INC Hype Analysis, VISA INC Volatility, VISA INC History and analyze VISA INC Performance. Note that the VISA INC DRN information on this page should be used as a complementary analysis to other VISA INC'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Other Tools for VISA34 Stock

When running VISA INC DRN price analysis, check to measure VISA INC'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 VISA INC is operating at the current time. Most of VISA INC's value examination focuses on studying past and present price action to predict the probability of VISA INC's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VISA INC's price. Additionally, you may evaluate how the addition of VISA INC to your portfolios can decrease your overall portfolio volatility.
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