Banco De Chile Stock Alpha and Beta Analysis
| BCH Stock | USD 22.62 0.52 2.35% |
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. Key technical indicators related to Banco De's market risk premium analysis include:
Beta 0.62 | Alpha 0.1 | Risk 1.62 | Sharpe Ratio 0.096 | Expected Return 0.16 |
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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.
Banco |
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.| α | 0.10 | β | 0.62 |
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 Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 21.44 with a coefficient of variation of 3.62. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 21.4, and mean deviation of 0.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
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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 financial instruments including Banco or other stocks. 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 1.63E-4 | 3.03E-4 | 4.22E-4 | 4.01E-4 | Price To Sales Ratio | 611.14 | 577.01 | 392.02 | 349.86 |
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.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out 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 the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Complementary Tools for Banco Stock analysis
When running Banco De's 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 the 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.