Randon SA (Brazil) Alpha and Beta Analysis
| RAPT3 Stock | BRL 9.50 0.23 2.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Randon SA Implementos. It also helps investors analyze the systematic and unsystematic risks associated with investing in Randon SA over a specified time horizon. Remember, high Randon SA'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 Randon SA's market risk premium analysis include:
Beta 0.03 | Alpha (0.33) | Risk 1.9 | Sharpe Ratio (0.17) | Expected Return (0.32) |
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.
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Randon SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Randon SA market risk premium is the additional return an investor will receive from holding Randon SA 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 Randon SA. 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 Randon SA's performance over market.| α | -0.33 | β | 0.03 |
Randon SA 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 Randon SA's Buy-and-hold return. Our buy-and-hold chart shows how Randon SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Randon SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Randon SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Randon SA shares will generate the highest return on investment. By understating and applying Randon SA stock market price indicators, traders can identify Randon SA position entry and exit signals to maximize returns.
Randon SA Return and Market Media
The median price of Randon SA for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 10.73 with a coefficient of variation of 5.32. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 10.71, and mean deviation of 0.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Randon SA 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 Randon or other stocks. Alpha measures the amount that position in Randon SA Implementos 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 Randon SA 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, Randon SA's short interest history, or implied volatility extrapolated from Randon SA options trading.
Build Portfolio with Randon SA
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 Randon SA Backtesting, Randon SA Valuation, Randon SA Correlation, Randon SA Hype Analysis, Randon SA Volatility, Randon SA History and analyze Randon SA Performance. Note that the Randon SA Implementos information on this page should be used as a complementary analysis to other Randon SA'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 Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Randon Stock analysis
When running Randon SA's price analysis, check to measure Randon SA'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 Randon SA is operating at the current time. Most of Randon SA's value examination focuses on studying past and present price action to predict the probability of Randon SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Randon SA's price. Additionally, you may evaluate how the addition of Randon SA to your portfolios can decrease your overall portfolio volatility.
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