Inepar SA (Brazil) Alpha and Beta Analysis
| INEP3 Stock | BRL 1.45 0.05 3.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Inepar SA Indstria. It also helps investors analyze the systematic and unsystematic risks associated with investing in Inepar SA over a specified time horizon. Remember, high Inepar SA'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 Inepar SA's market risk premium analysis include:
Beta 0.27 | Alpha (0.37) | Risk 2.4 | Sharpe Ratio (0.22) | Expected Return (0.52) |
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.
Inepar |
Inepar SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Inepar SA market risk premium is the additional return an investor will receive from holding Inepar SA 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 Inepar SA. 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 Inepar SA's performance over market.| α | -0.37 | β | 0.27 |
Inepar SA 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 Inepar SA's Buy-and-hold return. Our buy-and-hold chart shows how Inepar SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Inepar SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Inepar SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Inepar SA shares will generate the highest return on investment. By understating and applying Inepar SA stock market price indicators, traders can identify Inepar SA position entry and exit signals to maximize returns.
Inepar SA Return and Market Media
The median price of Inepar SA for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 1.6 with a coefficient of variation of 13.94. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 1.61, and mean deviation of 0.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Inepar SA 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 Inepar or other stocks. Alpha measures the amount that position in Inepar SA Indstria 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 Inepar SA 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, Inepar SA's short interest history, or implied volatility extrapolated from Inepar SA options trading.
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Additional Tools for Inepar Stock Analysis
When running Inepar SA's price analysis, check to measure Inepar SA'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 Inepar SA is operating at the current time. Most of Inepar SA's value examination focuses on studying past and present price action to predict the probability of Inepar SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inepar SA's price. Additionally, you may evaluate how the addition of Inepar SA to your portfolios can decrease your overall portfolio volatility.