Compania (Peru) Alpha and Beta Analysis
| BVN Stock | 12.99 0.52 3.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Compania de Minas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Compania over a specified time horizon. Remember, high Compania'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 Compania's market risk premium analysis include:
Beta (0.53) | Alpha (0.30) | Risk 2.83 | Sharpe Ratio (0.11) | Expected Return (0.30) |
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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Compania Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Compania market risk premium is the additional return an investor will receive from holding Compania 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 Compania. 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 Compania's performance over market.| α | -0.3 | β | -0.53 |
Compania 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 Compania's Buy-and-hold return. Our buy-and-hold chart shows how Compania performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Compania Market Price Analysis
Market price analysis indicators help investors to evaluate how Compania stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Compania shares will generate the highest return on investment. By understating and applying Compania stock market price indicators, traders can identify Compania position entry and exit signals to maximize returns.
Compania Return and Market Media
The median price of Compania for the period between Fri, Oct 11, 2024 and Thu, Jan 9, 2025 is 13.62 with a coefficient of variation of 9.58. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 13.85, and mean deviation of 1.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Compania 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 Compania or other stocks. Alpha measures the amount that position in Compania de Minas 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 Compania 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, Compania's short interest history, or implied volatility extrapolated from Compania options trading.
Build Portfolio with Compania
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
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Additional Information and Resources on Investing in Compania Stock
When determining whether Compania de Minas offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Compania's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Compania De Minas Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Compania De Minas Stock:Check out Compania Backtesting, Compania Valuation, Compania Correlation, Compania Hype Analysis, Compania Volatility, Compania History and analyze Compania Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Compania technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.