Companhia Brasileira De Stock Alpha and Beta Analysis
| CBD Stock | USD 0.45 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 Companhia Brasileira de. It also helps investors analyze the systematic and unsystematic risks associated with investing in Companhia Brasileira over a specified time horizon. Remember, high Companhia Brasileira'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 Companhia Brasileira's market risk premium analysis include:
Beta (0.76) | Alpha (0.82) | Risk 4.31 | Sharpe Ratio (0.19) | Expected Return (0.82) |
Companhia Brasileira Quarterly Cash And Equivalents |
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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.
Companhia |
Companhia Brasileira Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Companhia Brasileira market risk premium is the additional return an investor will receive from holding Companhia Brasileira 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 Companhia Brasileira. 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 Companhia Brasileira's performance over market.| α | -0.82 | β | -0.76 |
Companhia Brasileira 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 Companhia Brasileira's Buy-and-hold return. Our buy-and-hold chart shows how Companhia Brasileira performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Companhia Brasileira Market Price Analysis
Market price analysis indicators help investors to evaluate how Companhia Brasileira stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Companhia Brasileira shares will generate the highest return on investment. By understating and applying Companhia Brasileira stock market price indicators, traders can identify Companhia Brasileira position entry and exit signals to maximize returns.
Companhia Brasileira Return and Market Media
The median price of Companhia Brasileira for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 0.71 with a coefficient of variation of 15.41. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.68, and mean deviation of 0.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | BrasilAgro - Companhia Brasileira de Propriedades Agrcolas Shares Gap Down to 4.95 - MarketBeat | 02/09/2024 |
2 | Companhia Brasileira de Distribuicao earnings beat by 0.02, revenue was in line with estimates - Investing.com South Africa | 02/22/2024 |
3 | BrasilAgro - Companhia Brasileira de Propriedades Agrcolas Second Quarter 2024 Earnings R0.059 loss per share ... - Simply Wall St | 03/20/2024 |
4 | Kroger Boosts Offerings on Popularity of at Home Dining - Yahoo Movies UK | 04/17/2024 |
About Companhia Brasileira 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 Companhia or other stocks. Alpha measures the amount that position in Companhia Brasileira 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.42 | 0.17 | 0.1 | Price To Sales Ratio | 0.0365 | 0.0544 | 0.0516 |
Companhia Brasileira Upcoming Company Events
As portrayed in its financial statements, the presentation of Companhia Brasileira's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Companhia Brasileira's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Companhia Brasileira's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Companhia Brasileira. Please utilize our Beneish M Score to check the likelihood of Companhia Brasileira's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Companhia Brasileira
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
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Check out Companhia Brasileira Backtesting, Companhia Brasileira Valuation, Companhia Brasileira Correlation, Companhia Brasileira Hype Analysis, Companhia Brasileira Volatility, Companhia Brasileira History and analyze Companhia Brasileira Performance. Note that the Companhia Brasileira information on this page should be used as a complementary analysis to other Companhia Brasileira'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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Companhia Stock analysis
When running Companhia Brasileira's price analysis, check to measure Companhia Brasileira'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 Companhia Brasileira is operating at the current time. Most of Companhia Brasileira's value examination focuses on studying past and present price action to predict the probability of Companhia Brasileira's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Companhia Brasileira's price. Additionally, you may evaluate how the addition of Companhia Brasileira to your portfolios can decrease your overall portfolio volatility.
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Companhia Brasileira 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.