Candelaria Mining Corp Stock Alpha and Beta Analysis
| CDELF Stock | USD 0.01 0 14.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Candelaria Mining Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Candelaria Mining over a specified time horizon. Remember, high Candelaria Mining'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 Candelaria Mining's market risk premium analysis include:
Beta (1.27) | Alpha 0.26 | Risk 13.25 | Sharpe Ratio 0.0138 | Expected Return 0.18 |
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.
Candelaria |
Candelaria Mining Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Candelaria Mining market risk premium is the additional return an investor will receive from holding Candelaria Mining 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 Candelaria Mining. 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 Candelaria Mining's performance over market.| α | 0.26 | β | -1.27 |
Candelaria Mining 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 Candelaria Mining's Buy-and-hold return. Our buy-and-hold chart shows how Candelaria Mining performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Candelaria Mining Market Price Analysis
Market price analysis indicators help investors to evaluate how Candelaria Mining 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 Candelaria Mining shares will generate the highest return on investment. By understating and applying Candelaria Mining pink sheet market price indicators, traders can identify Candelaria Mining position entry and exit signals to maximize returns.
Candelaria Mining Return and Market Media
The median price of Candelaria Mining for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 0.012 with a coefficient of variation of 28.78. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.01, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Candelaria Mining 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 Candelaria or other pink sheets. Alpha measures the amount that position in Candelaria Mining Corp 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 Candelaria Mining 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, Candelaria Mining's short interest history, or implied volatility extrapolated from Candelaria Mining options trading.
Build Portfolio with Candelaria Mining
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 Candelaria Mining Backtesting, Candelaria Mining Valuation, Candelaria Mining Correlation, Candelaria Mining Hype Analysis, Candelaria Mining Volatility, Candelaria Mining History and analyze Candelaria Mining Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Complementary Tools for Candelaria Pink Sheet analysis
When running Candelaria Mining's price analysis, check to measure Candelaria Mining'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 Candelaria Mining is operating at the current time. Most of Candelaria Mining's value examination focuses on studying past and present price action to predict the probability of Candelaria Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Candelaria Mining's price. Additionally, you may evaluate how the addition of Candelaria Mining to your portfolios can decrease your overall portfolio volatility.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
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| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |
Candelaria Mining 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.