Alupar Investimento (Brazil) Alpha and Beta Analysis
| ALUP3 Stock | BRL 9.81 0.20 2.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alupar Investimento SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alupar Investimento over a specified time horizon. Remember, high Alupar Investimento'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 Alupar Investimento's market risk premium analysis include:
Beta 0.01 | Alpha 0.041 | Risk 1.4 | Sharpe Ratio 0.0519 | Expected Return 0.0727 |
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.
Alupar |
Alupar Investimento Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alupar Investimento market risk premium is the additional return an investor will receive from holding Alupar Investimento 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 Alupar Investimento. 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 Alupar Investimento's performance over market.| α | 0.04 | β | 0.01 |
Alupar Investimento 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 Alupar Investimento's Buy-and-hold return. Our buy-and-hold chart shows how Alupar Investimento performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alupar Investimento Market Price Analysis
Market price analysis indicators help investors to evaluate how Alupar Investimento stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alupar Investimento shares will generate the highest return on investment. By understating and applying Alupar Investimento stock market price indicators, traders can identify Alupar Investimento position entry and exit signals to maximize returns.
Alupar Investimento Return and Market Media
The median price of Alupar Investimento for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 9.66 with a coefficient of variation of 2.91. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 9.69, and mean deviation of 0.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Alupar Investimento 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 Alupar or other stocks. Alpha measures the amount that position in Alupar Investimento 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 Alupar Investimento 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, Alupar Investimento's short interest history, or implied volatility extrapolated from Alupar Investimento options trading.
Build Portfolio with Alupar Investimento
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 Alupar Investimento Backtesting, Alupar Investimento Valuation, Alupar Investimento Correlation, Alupar Investimento Hype Analysis, Alupar Investimento Volatility, Alupar Investimento History and analyze Alupar Investimento Performance. Note that the Alupar Investimento information on this page should be used as a complementary analysis to other Alupar Investimento'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 Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for Alupar Stock analysis
When running Alupar Investimento's price analysis, check to measure Alupar Investimento'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 Alupar Investimento is operating at the current time. Most of Alupar Investimento's value examination focuses on studying past and present price action to predict the probability of Alupar Investimento's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alupar Investimento's price. Additionally, you may evaluate how the addition of Alupar Investimento to your portfolios can decrease your overall portfolio volatility.
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Alupar Investimento 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.