Zenvia Stock Alpha and Beta Analysis

ZENV -  USA Stock  

USD 13.64  0.31  2.33%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zenvia Inc Cl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zenvia Inc over a specified time horizon. Remember, high Zenvia Inc'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.
Check out Zenvia Inc Backtesting, Zenvia Inc Valuation, Zenvia Inc Correlation, Zenvia Inc Hype Analysis, Zenvia Inc Volatility, Zenvia Inc History and analyze Zenvia Inc Performance.

Zenvia Beta 

Please note that although Zenvia Inc 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, Zenvia Inc did 0.26  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 Zenvia Inc Cl stock's relative risk over its benchmark. Zenvia Inc Cl has a beta of 0.25  . Let's try to break down what Zenvia's beta means in this case. As returns on the market increase, Zenvia Inc returns are expected to increase less than the market. However, during the bear market, the loss on holding Zenvia Inc will be expected to be smaller as well.
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.

Zenvia Inc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zenvia Inc market risk premium is the additional return an investor will receive from holding Zenvia Inc 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 Zenvia Inc. 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 Zenvia Inc's performance over market.
α-0.26   β0.25
90 days against DJI

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

Zenvia Inc Market Price Analysis

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

Zenvia Inc Return and Market Media

The median price of Zenvia Inc for the period between Sun, Jul 18, 2021 and Sat, Oct 16, 2021 is 14.3 with a coefficient of variation of 5.31. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 14.52, and mean deviation of 0.6. The Stock received some media coverage during the period.
 Price Growth (%)  
ZENVIA Inc. Announces Closing of Concurrent Private Placemen...07/30/2021
Zenvia gains 4.13 percent in Light Trading on August 2 - Equ...08/02/2021
Zenvia falls 2.32 percent to Close at 11.38 on August 5 - Eq...08/05/2021

About Zenvia Inc 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 Zenvia Inc Cl 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.

Zenvia Inc Investors Sentiment

The influence of Zenvia Inc's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Zenvia. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - ZENV

Zenvia Inc Cl Investor Sentiment

Macroaxis portfolio users are unemotional in their take regarding investing in Zenvia Inc Cl. What is your take regarding investing in Zenvia Inc Cl? Are you bullish or bearish?
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50% Bearish

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Check out Zenvia Inc Backtesting, Zenvia Inc Valuation, Zenvia Inc Correlation, Zenvia Inc Hype Analysis, Zenvia Inc Volatility, Zenvia Inc History and analyze Zenvia Inc Performance. Note that the Zenvia Inc Cl information on this page should be used as a complementary analysis to other Zenvia Inc'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for Zenvia Stock analysis

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