Compania Stock Alpha and Beta Analysis

BVN -  USA Stock  

USD 7.28  0.24  3.41%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Compania Mina Buenaventura. It also helps investors analyze the systematic and unsystematic risks associated with investing in Compania Mina over a specified time horizon. Remember, high Compania Mina'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.
Continue to Compania Mina Backtesting, Compania Mina Valuation, Compania Mina Correlation, Compania Mina Hype Analysis, Compania Mina Volatility, Compania Mina History and analyze Compania Mina Performance.
  
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Please note that although Compania Mina 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, Compania Mina did 0.22  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 Compania Mina Buenaventura stock's relative risk over its benchmark. Compania Mina Buenav has a beta of 0.26  . Let's try to break down what Compania's beta means in this case. As returns on the market increase, Compania Mina returns are expected to increase less than the market. However, during the bear market, the loss on holding Compania Mina will be expected to be smaller as well.
Compania Mina Book Value per Share is quite stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 9.36. Price to Book Value is expected to rise to 1.23 this year, although Enterprise Value over EBIT will most likely fall to (61.37) .
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.

Enterprise Value

3.81 Billion

Share

Compania Mina Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Compania Mina market risk premium is the additional return an investor will receive from holding Compania Mina 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 Compania Mina. 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 Compania Mina's performance over market.
α-0.22   β0.26
90 days against DJI

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

Compania Mina Market Price Analysis

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

Compania Mina Return and Market Media

The median price of Compania Mina for the period between Tue, Feb 15, 2022 and Mon, May 16, 2022 is 9.99 with a coefficient of variation of 9.75. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 9.75, and mean deviation of 0.72. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Other02/25/2022
2
EPS Reported02/28/2022
3
Other03/02/2022
4
Is Compania de Minas Buenaventura SAA Stock a Bad Value Thur...03/17/2022
5
Other03/30/2022
6
EPS Estimate03/31/2022
7
Compaa de Minas Buenaventura A 4Q21 Corporate Presentation -...04/01/2022
8
Other04/05/2022
9
Mining giant Newmont acquiring control of South Americas lar...04/14/2022
10
Other04/21/2022
11
Global Precious Metals Market To Be Driven by The Growth Of ...04/26/2022
12
EPS Reported04/29/2022
13
Buenaventura Announces the Filing of its Annual Report on Fo...05/13/2022

About Compania Mina 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Compania Mina Buenav 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.
 2019 2020 2021 2022 (projected)
Book Value per Share10.089.568.69.36
Asset Turnover0.210.170.150.19

Compania Mina Upcoming Company Events

As portrayed in its financial statements, the presentation of Compania Mina's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Compania Mina's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Compania Mina's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Compania Mina. Please utilize our Beneish M Score to check the likelihood of Compania Mina's management manipulating its earnings.
Upcoming Quarterly Report24th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End24th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Compania Mina

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
Continue to Compania Mina Backtesting, Compania Mina Valuation, Compania Mina Correlation, Compania Mina Hype Analysis, Compania Mina Volatility, Compania Mina History and analyze Compania Mina Performance. Note that the Compania Mina Buenav information on this page should be used as a complementary analysis to other Compania Mina'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 Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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