DTCOM Direct (Brazil) Alpha and Beta Analysis
| DTCY3 Stock | BRL 5.20 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DTCOM Direct. It also helps investors analyze the systematic and unsystematic risks associated with investing in DTCOM Direct over a specified time horizon. Remember, high DTCOM Direct'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 DTCOM Direct's market risk premium analysis include:
Beta (1.06) | Alpha 0.17 | Risk 3.26 | Sharpe Ratio 0.0384 | Expected Return 0.13 |
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.
DTCOM |
DTCOM Direct Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DTCOM Direct market risk premium is the additional return an investor will receive from holding DTCOM Direct 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 DTCOM Direct. 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 DTCOM Direct's performance over market.| α | 0.17 | β | -1.06 |
DTCOM Direct 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 DTCOM Direct's Buy-and-hold return. Our buy-and-hold chart shows how DTCOM Direct performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DTCOM Direct Market Price Analysis
Market price analysis indicators help investors to evaluate how DTCOM Direct stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DTCOM Direct shares will generate the highest return on investment. By understating and applying DTCOM Direct stock market price indicators, traders can identify DTCOM Direct position entry and exit signals to maximize returns.
DTCOM Direct Return and Market Media
The median price of DTCOM Direct for the period between Thu, Feb 8, 2024 and Wed, May 8, 2024 is 4.99 with a coefficient of variation of 7.81. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 5.02, and mean deviation of 0.32. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About DTCOM Direct 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 DTCOM or other stocks. Alpha measures the amount that position in DTCOM Direct 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 DTCOM Direct 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, DTCOM Direct's short interest history, or implied volatility extrapolated from DTCOM Direct options trading.
Build Portfolio with DTCOM Direct
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 DTCOM Direct Backtesting, DTCOM Direct Valuation, DTCOM Direct Correlation, DTCOM Direct Hype Analysis, DTCOM Direct Volatility, DTCOM Direct History and analyze DTCOM Direct Performance. Note that the DTCOM Direct information on this page should be used as a complementary analysis to other DTCOM Direct'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for DTCOM Stock analysis
When running DTCOM Direct's price analysis, check to measure DTCOM Direct'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 DTCOM Direct is operating at the current time. Most of DTCOM Direct's value examination focuses on studying past and present price action to predict the probability of DTCOM Direct's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DTCOM Direct's price. Additionally, you may evaluate how the addition of DTCOM Direct to your portfolios can decrease your overall portfolio volatility.
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DTCOM Direct 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.