Marfrig Global Foods Stock Alpha and Beta Analysis

MRRTY Stock  USD 1.99  0.08  3.86%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marfrig Global Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marfrig Global over a specified time horizon. Remember, high Marfrig Global'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 Marfrig Global's market risk premium analysis include:
Beta
(0.24)
Alpha
0.11
Risk
3.4
Sharpe Ratio
0.0694
Expected Return
0.24
Please note that although Marfrig Global 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, Marfrig Global did 0.11  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 Marfrig Global Foods stock's relative risk over its benchmark. Marfrig Global Foods has a beta of 0.24  . As returns on the market increase, returns on owning Marfrig Global are expected to decrease at a much lower rate. During the bear market, Marfrig Global is likely to outperform the market. .
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 Marfrig Global Backtesting, Marfrig Global Valuation, Marfrig Global Correlation, Marfrig Global Hype Analysis, Marfrig Global Volatility, Marfrig Global History and analyze Marfrig Global Performance.

Marfrig Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marfrig Global market risk premium is the additional return an investor will receive from holding Marfrig Global 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 Marfrig Global. 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 Marfrig Global's performance over market.
α0.11   β-0.24

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

Marfrig Global Market Price Analysis

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

Marfrig Global Return and Market Media

The median price of Marfrig Global for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 1.9 with a coefficient of variation of 5.92. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 1.9, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Marfrig Global 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 Marfrig or other pink sheets. Alpha measures the amount that position in Marfrig Global Foods 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 Marfrig Global 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, Marfrig Global's short interest history, or implied volatility extrapolated from Marfrig Global options trading.

Build Portfolio with Marfrig Global

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
Check out Marfrig Global Backtesting, Marfrig Global Valuation, Marfrig Global Correlation, Marfrig Global Hype Analysis, Marfrig Global Volatility, Marfrig Global History and analyze Marfrig Global Performance.
You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

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