Log In (Brazil) Alpha and Beta Analysis
| LOGN3 Stock | BRL 21.50 0.06 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Log In Logstica Intermodal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Log In over a specified time horizon. Remember, high Log In'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 Log In's market risk premium analysis include:
Beta 0.28 | Alpha 0.15 | Risk 1.82 | Sharpe Ratio 0.0797 | Expected Return 0.15 |
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.
Log |
Log In Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Log In market risk premium is the additional return an investor will receive from holding Log In 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 Log In. 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 Log In's performance over market.| α | 0.15 | β | 0.28 |
Log In 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 Log In's Buy-and-hold return. Our buy-and-hold chart shows how Log In performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Log In Market Price Analysis
Market price analysis indicators help investors to evaluate how Log In stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Log In shares will generate the highest return on investment. By understating and applying Log In stock market price indicators, traders can identify Log In position entry and exit signals to maximize returns.
Log In Return and Market Media
The median price of Log In for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 20.7 with a coefficient of variation of 3.13. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 20.62, and mean deviation of 0.56. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Log In 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 Log or other stocks. Alpha measures the amount that position in Log In Logstica 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 Log In 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, Log In's short interest history, or implied volatility extrapolated from Log In options trading.
Build Portfolio with Log In
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
Additional Tools for Log Stock Analysis
When running Log In's price analysis, check to measure Log In'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 Log In is operating at the current time. Most of Log In's value examination focuses on studying past and present price action to predict the probability of Log In's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Log In's price. Additionally, you may evaluate how the addition of Log In to your portfolios can decrease your overall portfolio volatility.