Panorama Properties (Brazil) Alpha and Beta Analysis
| PNPR11 Fund | 54.00 1.20 2.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Panorama Properties Fundo. It also helps investors analyze the systematic and unsystematic risks associated with investing in Panorama Properties over a specified time horizon. Remember, high Panorama Properties' 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 Panorama Properties' market risk premium analysis include:
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.
Panorama |
Panorama Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Panorama Properties market risk premium is the additional return an investor will receive from holding Panorama Properties 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 Panorama Properties. 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 Panorama Properties' performance over market.| α | -0.49 | β | -0.53 |
Panorama Properties Return and Market Media
The median price of Panorama Properties for the period between Mon, Dec 30, 2024 and Sun, Mar 30, 2025 is 56.0 with a coefficient of variation of 4.51. The daily time series for the period is distributed with a sample standard deviation of 2.54, arithmetic mean of 56.17, and mean deviation of 0.83. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 Panorama Properties 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, Panorama Properties' short interest history, or implied volatility extrapolated from Panorama Properties options trading.
Build Portfolio with Panorama Properties
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
| CEOs Directory Screen CEOs from public companies around the world | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |