Armac Locacao (Brazil) Alpha and Beta Analysis
| ARML3 Stock | 6.70 0.85 14.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Armac Locacao Logistica. It also helps investors analyze the systematic and unsystematic risks associated with investing in Armac Locacao over a specified time horizon. Remember, high Armac Locacao'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 Armac Locacao's market risk premium analysis include:
Beta (0.02) | Alpha (0.38) | Risk 3.92 | Sharpe Ratio (0.10) | Expected Return (0.41) |
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.
Armac |
Armac Locacao Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Armac Locacao market risk premium is the additional return an investor will receive from holding Armac Locacao 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 Armac Locacao. 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 Armac Locacao's performance over market.| α | -0.38 | β | -0.02 |
Armac Locacao Return and Market Media
The median price of Armac Locacao for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 8.14 with a coefficient of variation of 6.89. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 8.07, and mean deviation of 0.45. The Stock 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 Armac Locacao 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, Armac Locacao's short interest history, or implied volatility extrapolated from Armac Locacao options trading.
Build Portfolio with Armac Locacao
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 Armac Stock Analysis
When running Armac Locacao's price analysis, check to measure Armac Locacao'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 Armac Locacao is operating at the current time. Most of Armac Locacao's value examination focuses on studying past and present price action to predict the probability of Armac Locacao's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Armac Locacao's price. Additionally, you may evaluate how the addition of Armac Locacao to your portfolios can decrease your overall portfolio volatility.