Banco Santander Brasil Stock Alpha and Beta Analysis
| BSBR Stock | USD 4.61 0.20 4.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banco Santander Brasil. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banco Santander over a specified time horizon. Remember, high Banco Santander'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 Banco Santander's market risk premium analysis include:
Beta 0.3 | Alpha 0.087 | Risk 2.36 | Sharpe Ratio 0.12 | Expected Return 0.28 |
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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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Banco Santander Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banco Santander market risk premium is the additional return an investor will receive from holding Banco Santander 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 Banco Santander. 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 Banco Santander's performance over market.| α | 0.09 | β | 0.30 |
Banco Santander 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 Banco Santander's Buy-and-hold return. Our buy-and-hold chart shows how Banco Santander performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Banco Santander Market Price Analysis
Market price analysis indicators help investors to evaluate how Banco Santander stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Banco Santander shares will generate the highest return on investment. By understating and applying Banco Santander stock market price indicators, traders can identify Banco Santander position entry and exit signals to maximize returns.
Banco Santander Return and Market Media
The median price of Banco Santander for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 4.32 with a coefficient of variation of 6.62. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 4.29, and mean deviation of 0.24. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | BTG Close to Acquiring Julius Baers Unit in Brazil | 01/06/2025 |
2 | Is Banco Santander the Most Undervalued Bank Stock to Invest in According to Analysts | 01/23/2025 |
3 | Openbank by Santander Hits 2 Billion in Deposits in the United States | 02/03/2025 |
4 | Banco Santander Full Year 2024 Earnings In Line With Expectations | 02/07/2025 |
5 | Santander Consumer Canada Partners with BRP to Provide Retail Financing Options in Canada | 02/12/2025 |
6 | NU Stock Surges 19 percent in a Month Should You Buy, Hold, or Sell | 02/19/2025 |
7 | Now Is the Time to Prioritize Saving, But Americans Are Not Using Accounts That Accelerate Progress, Santander Survey Finds | 02/26/2025 |
8 | Santanders U.S. hiring spree pushes up number of high earners | 02/28/2025 |
9 | Jim Cramer on Banco Santander, S.A. My Favorite Company In Europe, By Far | 03/03/2025 |
10 | New Rules Squeeze Banks Capital as Brazil Delinquencies Spike | 03/10/2025 |
11 | Personal CFO Solutions LLC Makes New 66,000 Investment in Banco Santander, S.A. | 03/12/2025 |
About Banco Santander 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 Banco or other stocks. Alpha measures the amount that position in Banco Santander Brasil 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0353 | 0.0228 | 0.0316 | 0.0185 | Price To Sales Ratio | 4.84 | 5.98 | 3.66 | 6.81 |
Banco Santander Upcoming Company Events
As portrayed in its financial statements, the presentation of Banco Santander's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Banco Santander's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Banco Santander's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Banco Santander. Please utilize our Beneish M Score to check the likelihood of Banco Santander's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Banco Stock Analysis
When running Banco Santander's price analysis, check to measure Banco Santander'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 Banco Santander is operating at the current time. Most of Banco Santander's value examination focuses on studying past and present price action to predict the probability of Banco Santander's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banco Santander's price. Additionally, you may evaluate how the addition of Banco Santander to your portfolios can decrease your overall portfolio volatility.