S1NP34 (Brazil) Alpha and Beta Analysis

S1NP34 Stock  BRL 753.91  6.59  0.87%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as S1NP34. It also helps investors analyze the systematic and unsystematic risks associated with investing in S1NP34 over a specified time horizon. Remember, high S1NP34'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 S1NP34's market risk premium analysis include:
Beta
0.31
Alpha
0.18
Risk
2.76
Sharpe Ratio
0.0576
Expected Return
0.16
Please note that although S1NP34 alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, S1NP34 did 0.18  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of S1NP34 stock's relative risk over its benchmark. S1NP34 has a beta of 0.31  . As returns on the market increase, S1NP34's returns are expected to increase less than the market. However, during the bear market, the loss of holding S1NP34 is expected to be smaller as well. .
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.
  
Check out S1NP34 Backtesting, S1NP34 Valuation, S1NP34 Correlation, S1NP34 Hype Analysis, S1NP34 Volatility, S1NP34 History and analyze S1NP34 Performance.

S1NP34 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. S1NP34 market risk premium is the additional return an investor will receive from holding S1NP34 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 S1NP34. 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 S1NP34's performance over market.
α0.18   β0.31

S1NP34 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 S1NP34's Buy-and-hold return. Our buy-and-hold chart shows how S1NP34 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

S1NP34 Market Price Analysis

Market price analysis indicators help investors to evaluate how S1NP34 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading S1NP34 shares will generate the highest return on investment. By understating and applying S1NP34 stock market price indicators, traders can identify S1NP34 position entry and exit signals to maximize returns.

S1NP34 Return and Market Media

The median price of S1NP34 for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 760.5 with a coefficient of variation of 6.81. The daily time series for the period is distributed with a sample standard deviation of 51.32, arithmetic mean of 753.4, and mean deviation of 42.19. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About S1NP34 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 S1NP34 or other stocks. Alpha measures the amount that position in S1NP34 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 S1NP34 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, S1NP34's short interest history, or implied volatility extrapolated from S1NP34 options trading.

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Other Information on Investing in S1NP34 Stock

S1NP34 financial ratios help investors to determine whether S1NP34 Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in S1NP34 with respect to the benefits of owning S1NP34 security.