Companhia Energtica (Brazil) Alpha and Beta Analysis
| CEBR5 Preferred Stock | BRL 22.92 0.07 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Companhia Energtica de. It also helps investors analyze the systematic and unsystematic risks associated with investing in Companhia Energtica over a specified time horizon. Remember, high Companhia Energtica'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 Energtica's market risk premium analysis include:
Beta 0.66 | Alpha 0.37 | Risk 1.59 | Sharpe Ratio 0.28 | Expected Return 0.45 |
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 Energtica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Companhia Energtica market risk premium is the additional return an investor will receive from holding Companhia Energtica 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 Energtica. 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 Energtica's performance over market.| α | 0.37 | β | 0.66 |
Companhia Energtica 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 Energtica's Buy-and-hold return. Our buy-and-hold chart shows how Companhia Energtica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Companhia Energtica Market Price Analysis
Market price analysis indicators help investors to evaluate how Companhia Energtica preferred 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 Energtica shares will generate the highest return on investment. By understating and applying Companhia Energtica preferred stock market price indicators, traders can identify Companhia Energtica position entry and exit signals to maximize returns.
Companhia Energtica Return and Market Media
The median price of Companhia Energtica for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 18.74 with a coefficient of variation of 6.78. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 18.99, and mean deviation of 0.9. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Companhia Energtica 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 preferred stocks. Alpha measures the amount that position in Companhia Energtica 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 Companhia Energtica 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, Companhia Energtica's short interest history, or implied volatility extrapolated from Companhia Energtica options trading.
Build Portfolio with Companhia Energtica
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 Companhia Energtica Backtesting, Companhia Energtica Valuation, Companhia Energtica Correlation, Companhia Energtica Hype Analysis, Companhia Energtica Volatility, Companhia Energtica History and analyze Companhia Energtica Performance. Note that the Companhia Energtica information on this page should be used as a complementary analysis to other Companhia Energtica'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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Companhia Preferred Stock analysis
When running Companhia Energtica's price analysis, check to measure Companhia Energtica'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 Energtica is operating at the current time. Most of Companhia Energtica's value examination focuses on studying past and present price action to predict the probability of Companhia Energtica'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 Energtica's price. Additionally, you may evaluate how the addition of Companhia Energtica to your portfolios can decrease your overall portfolio volatility.
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Companhia Energtica technical preferred 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, preferred stock market cycles, or different charting patterns.