Afluente Transmisso (Brazil) Alpha and Beta Analysis
| AFLT3 Stock | BRL 6.98 0.58 7.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Afluente Transmisso de. It also helps investors analyze the systematic and unsystematic risks associated with investing in Afluente Transmisso over a specified time horizon. Remember, high Afluente Transmisso'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. Key technical indicators related to Afluente Transmisso's market risk premium analysis include:
Beta 0.0046 | Alpha (0.07) | Risk 2.01 | Sharpe Ratio (0.10) | Expected Return (0.20) |
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.
Afluente |
Afluente Transmisso Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Afluente Transmisso market risk premium is the additional return an investor will receive from holding Afluente Transmisso 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 Afluente Transmisso. 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 Afluente Transmisso's performance over market.| α | -0.07 | β | 0 |
Afluente Transmisso 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 Afluente Transmisso's Buy-and-hold return. Our buy-and-hold chart shows how Afluente Transmisso performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Afluente Transmisso Market Price Analysis
Market price analysis indicators help investors to evaluate how Afluente Transmisso stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Afluente Transmisso shares will generate the highest return on investment. By understating and applying Afluente Transmisso stock market price indicators, traders can identify Afluente Transmisso position entry and exit signals to maximize returns.
Afluente Transmisso Return and Market Media
The median price of Afluente Transmisso for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 7.6 with a coefficient of variation of 4.62. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 7.61, and mean deviation of 0.3. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Afluente Transmisso 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 Afluente or other stocks. Alpha measures the amount that position in Afluente Transmisso 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 Afluente Transmisso 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, Afluente Transmisso's short interest history, or implied volatility extrapolated from Afluente Transmisso options trading.
Build Portfolio with Afluente Transmisso
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
Check out Afluente Transmisso Backtesting, Afluente Transmisso Valuation, Afluente Transmisso Correlation, Afluente Transmisso Hype Analysis, Afluente Transmisso Volatility, Afluente Transmisso History and analyze Afluente Transmisso Performance. Note that the Afluente Transmisso information on this page should be used as a complementary analysis to other Afluente Transmisso'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 the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Afluente Stock analysis
When running Afluente Transmisso's price analysis, check to measure Afluente Transmisso'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 Afluente Transmisso is operating at the current time. Most of Afluente Transmisso's value examination focuses on studying past and present price action to predict the probability of Afluente Transmisso's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Afluente Transmisso's price. Additionally, you may evaluate how the addition of Afluente Transmisso to your portfolios can decrease your overall portfolio volatility.
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Afluente Transmisso 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.