Empresa Nacional (Chile) Alpha and Beta Analysis
| ENTEL Stock | CLP 2,973 15.80 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Empresa Nacional de. It also helps investors analyze the systematic and unsystematic risks associated with investing in Empresa Nacional over a specified time horizon. Remember, high Empresa Nacional'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 Empresa Nacional's market risk premium analysis include:
Beta 0.2 | Alpha 0.0526 | Risk 1.03 | Sharpe Ratio 0.0418 | Expected Return 0.0431 |
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.
Empresa |
Empresa Nacional Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Empresa Nacional market risk premium is the additional return an investor will receive from holding Empresa Nacional 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 Empresa Nacional. 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 Empresa Nacional's performance over market.| α | 0.05 | β | 0.20 |
Empresa Nacional 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 Empresa Nacional's Buy-and-hold return. Our buy-and-hold chart shows how Empresa Nacional performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Empresa Nacional Market Price Analysis
Market price analysis indicators help investors to evaluate how Empresa Nacional stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Empresa Nacional shares will generate the highest return on investment. By understating and applying Empresa Nacional stock market price indicators, traders can identify Empresa Nacional position entry and exit signals to maximize returns.
Empresa Nacional Return and Market Media
The median price of Empresa Nacional for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 2969.0 with a coefficient of variation of 1.98. The daily time series for the period is distributed with a sample standard deviation of 59.03, arithmetic mean of 2978.19, and mean deviation of 50.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Empresa Nacional 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 Empresa or other stocks. Alpha measures the amount that position in Empresa Nacional 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 Empresa Nacional 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, Empresa Nacional's short interest history, or implied volatility extrapolated from Empresa Nacional options trading.
Build Portfolio with Empresa Nacional
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 Empresa Stock Analysis
When running Empresa Nacional's price analysis, check to measure Empresa Nacional'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 Empresa Nacional is operating at the current time. Most of Empresa Nacional's value examination focuses on studying past and present price action to predict the probability of Empresa Nacional's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Empresa Nacional's price. Additionally, you may evaluate how the addition of Empresa Nacional to your portfolios can decrease your overall portfolio volatility.