Marisa Lojas (Brazil) Alpha and Beta Analysis
| AMAR3 Stock | BRL 1.54 0.01 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marisa Lojas SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marisa Lojas over a specified time horizon. Remember, high Marisa Lojas' 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 Marisa Lojas' market risk premium analysis include:
Beta 0.83 | Alpha (0.89) | Risk 4.13 | Sharpe Ratio (0.18) | Expected Return (0.75) |
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.
Marisa |
Marisa Lojas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marisa Lojas market risk premium is the additional return an investor will receive from holding Marisa Lojas 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 Marisa Lojas. 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 Marisa Lojas' performance over market.| α | -0.89 | β | 0.83 |
Marisa Lojas 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 Marisa Lojas' Buy-and-hold return. Our buy-and-hold chart shows how Marisa Lojas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marisa Lojas Market Price Analysis
Market price analysis indicators help investors to evaluate how Marisa Lojas stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marisa Lojas shares will generate the highest return on investment. By understating and applying Marisa Lojas stock market price indicators, traders can identify Marisa Lojas position entry and exit signals to maximize returns.
Marisa Lojas Return and Market Media
The median price of Marisa Lojas for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 2.27 with a coefficient of variation of 19.83. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 2.13, and mean deviation of 0.39. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Marisa Lojas 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 Marisa or other stocks. Alpha measures the amount that position in Marisa Lojas SA 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 Marisa Lojas 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, Marisa Lojas' short interest history, or implied volatility extrapolated from Marisa Lojas options trading.
Build Portfolio with Marisa Lojas
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 Marisa Lojas Backtesting, Marisa Lojas Valuation, Marisa Lojas Correlation, Marisa Lojas Hype Analysis, Marisa Lojas Volatility, Marisa Lojas History and analyze Marisa Lojas Performance. Note that the Marisa Lojas SA information on this page should be used as a complementary analysis to other Marisa Lojas' 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Marisa Stock analysis
When running Marisa Lojas' price analysis, check to measure Marisa Lojas' 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 Marisa Lojas is operating at the current time. Most of Marisa Lojas' value examination focuses on studying past and present price action to predict the probability of Marisa Lojas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marisa Lojas' price. Additionally, you may evaluate how the addition of Marisa Lojas to your portfolios can decrease your overall portfolio volatility.
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Marisa Lojas 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.