Centrais Electricas Brasileiras Stock Alpha and Beta Analysis

EBR Stock  USD 7.03  0.18  2.63%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Centrais Electricas Brasileiras. It also helps investors analyze the systematic and unsystematic risks associated with investing in Centrais Electricas over a specified time horizon. Remember, high Centrais Electricas' 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 Centrais Electricas' market risk premium analysis include:
Beta
0.6
Alpha
0.31
Risk
1.84
Sharpe Ratio
0.21
Expected Return
0.38
Please note that although Centrais Electricas alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Centrais Electricas did 0.31  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Centrais Electricas Brasileiras stock's relative risk over its benchmark. Centrais Electricas has a beta of 0.60  . As returns on the market increase, Centrais Electricas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Centrais Electricas is expected to be smaller as well. At this time, Centrais Electricas' Enterprise Value Over EBITDA is relatively stable compared to the past year. As of 03/14/2025, Price Book Value Ratio is likely to grow to 0.81, while Book Value Per Share is likely to drop 56.08.

Centrais Electricas Quarterly Cash And Equivalents

21 Billion

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.
  
Check out Centrais Electricas Backtesting, Centrais Electricas Valuation, Centrais Electricas Correlation, Centrais Electricas Hype Analysis, Centrais Electricas Volatility, Centrais Electricas History and analyze Centrais Electricas Performance.

Centrais Electricas Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Centrais Electricas market risk premium is the additional return an investor will receive from holding Centrais Electricas 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 Centrais Electricas. 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 Centrais Electricas' performance over market.
α0.31   β0.60

Centrais Electricas 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 Centrais Electricas' Buy-and-hold return. Our buy-and-hold chart shows how Centrais Electricas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Centrais Electricas Market Price Analysis

Market price analysis indicators help investors to evaluate how Centrais Electricas stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Centrais Electricas shares will generate the highest return on investment. By understating and applying Centrais Electricas stock market price indicators, traders can identify Centrais Electricas position entry and exit signals to maximize returns.

Centrais Electricas Return and Market Media

The median price of Centrais Electricas for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 6.03 with a coefficient of variation of 6.71. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 6.08, and mean deviation of 0.36. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Individual investors invested in EBR Systems, Inc. copped the brunt of last weeks AU39m market cap decline
12/17/2024
2
Centrais Eltricas Brasileiras S.A. - Eletrobrs declares 0.1414 dividend
12/24/2024
3
Why Block, DroneShield, EBR Systems, and Insignia shares are racing higher
01/06/2025
4
3 ASX All Ords shares leading the charge in 2025
01/10/2025
 
Centrais Electricas dividend paid on 21st of January 2025
01/21/2025
5
Health Check With a US military win, Bio-Gene declares germ warfare on mosquitos, ticks and bed bugs
01/29/2025
6
Biocurious EBR Systems is on a glide path to FDA approval for its novel heart device
02/04/2025
7
Centrais Eltricas Brasileiras S.A. - Eletrobrs Stock Price Crosses Below Two Hundred Day Moving Average - Heres What Happened - MarketBeat
02/14/2025
8
How Is Eletrobrs Performing in the Energy Sector
03/04/2025

About Centrais Electricas 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 Centrais or other stocks. Alpha measures the amount that position in Centrais Electricas 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 Yield0.01870.009010.01040.009844
Price To Sales Ratio2.342.582.322.44

Centrais Electricas Upcoming Company Events

As portrayed in its financial statements, the presentation of Centrais Electricas' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Centrais Electricas' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Centrais Electricas' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Centrais Electricas. Please utilize our Beneish M Score to check the likelihood of Centrais Electricas' management manipulating its earnings.
18th of April 2024
Upcoming Quarterly Report
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2nd of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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18th of April 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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Additional Tools for Centrais Stock Analysis

When running Centrais Electricas' price analysis, check to measure Centrais Electricas' 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 Centrais Electricas is operating at the current time. Most of Centrais Electricas' value examination focuses on studying past and present price action to predict the probability of Centrais Electricas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Centrais Electricas' price. Additionally, you may evaluate how the addition of Centrais Electricas to your portfolios can decrease your overall portfolio volatility.