Gol Linhas (Brazil) Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gol Linhas Areas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gol Linhas over a specified time horizon. Remember, high Gol Linhas' 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 Gol Linhas' market risk premium analysis include:
Beta 0.21 | Alpha 0.14 | Risk 3.43 | Sharpe Ratio 0.0382 | Expected Return 0.13 |
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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Gol Linhas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gol Linhas market risk premium is the additional return an investor will receive from holding Gol Linhas 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 Gol Linhas. 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 Gol Linhas' performance over market.| α | 0.14 | β | 0.21 |
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 Gol Linhas 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, Gol Linhas' short interest history, or implied volatility extrapolated from Gol Linhas options trading.
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Additional Tools for Gol Preferred Stock Analysis
When running Gol Linhas' price analysis, check to measure Gol Linhas' 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 Gol Linhas is operating at the current time. Most of Gol Linhas' value examination focuses on studying past and present price action to predict the probability of Gol Linhas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gol Linhas' price. Additionally, you may evaluate how the addition of Gol Linhas to your portfolios can decrease your overall portfolio volatility.