Salazar Resources Limited Stock Alpha and Beta Analysis

SRLZF Stock  USD 0.04  0.01  12.60%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Salazar Resources Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Salazar Resources over a specified time horizon. Remember, high Salazar Resources' 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 Salazar Resources' market risk premium analysis include:
Beta
(2.96)
Alpha
0.94
Risk
10.3
Sharpe Ratio
0.0597
Expected Return
0.61
Please note that although Salazar Resources 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., NYSE Composite index.) So in this particular case, Salazar Resources did 0.94  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 Salazar Resources Limited stock's relative risk over its benchmark. Salazar Resources has a beta of 2.96  . As returns on the market increase, returns on owning Salazar Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Salazar Resources 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.
  
Check out Salazar Resources Backtesting, Salazar Resources Valuation, Salazar Resources Correlation, Salazar Resources Hype Analysis, Salazar Resources Volatility, Salazar Resources History and analyze Salazar Resources Performance.

Salazar Resources Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Salazar Resources market risk premium is the additional return an investor will receive from holding Salazar Resources 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 Salazar Resources. 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 Salazar Resources' performance over market.
α0.94   β-2.96

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

Salazar Resources Market Price Analysis

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

Salazar Resources Return and Market Media

The median price of Salazar Resources for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 0.05 with a coefficient of variation of 17.28. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.05, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Salazar Resources 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 Salazar or other otcs. Alpha measures the amount that position in Salazar Resources 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 Salazar Resources 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, Salazar Resources' short interest history, or implied volatility extrapolated from Salazar Resources options trading.

Build Portfolio with Salazar Resources

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Check out Salazar Resources Backtesting, Salazar Resources Valuation, Salazar Resources Correlation, Salazar Resources Hype Analysis, Salazar Resources Volatility, Salazar Resources History and analyze Salazar Resources Performance.
Note that the Salazar Resources information on this page should be used as a complementary analysis to other Salazar Resources' 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

Complementary Tools for Salazar OTC Stock analysis

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