Itau Unibanco Banco Stock Alpha and Beta Analysis
| ITUB Stock | USD 5.99 0.27 4.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Itau Unibanco Banco. It also helps investors analyze the systematic and unsystematic risks associated with investing in Itau Unibanco over a specified time horizon. Remember, high Itau Unibanco'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 Itau Unibanco's market risk premium analysis include:
Beta 0.46 | Alpha 0.14 | Risk 1.87 | Sharpe Ratio 0.13 | Expected Return 0.25 |
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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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Itau Unibanco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Itau Unibanco market risk premium is the additional return an investor will receive from holding Itau Unibanco 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 Itau Unibanco. 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 Itau Unibanco's performance over market.| α | 0.14 | β | 0.46 |
Itau Unibanco 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 Itau Unibanco's Buy-and-hold return. Our buy-and-hold chart shows how Itau Unibanco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Itau Unibanco Market Price Analysis
Market price analysis indicators help investors to evaluate how Itau Unibanco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Itau Unibanco shares will generate the highest return on investment. By understating and applying Itau Unibanco stock market price indicators, traders can identify Itau Unibanco position entry and exit signals to maximize returns.
Itau Unibanco Return and Market Media
The median price of Itau Unibanco for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 5.49 with a coefficient of variation of 6.15. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 5.47, and mean deviation of 0.29. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Itau Unibanco dividend paid on 10th of February 2025 | 02/10/2025 |
1 | Weatherly Asset Management L. P. Boosts Position in Lockheed Martin Co. | 02/11/2025 |
2 | American Express Shares Sold by Alberta Investment Management Corp | 02/19/2025 |
3 | LPL Financial Stock Price Up 1.9 percent Should You Buy | 02/27/2025 |
4 | Fidelis Capital Partners LLC Grows Holdings in Lockheed Martin Co. | 03/03/2025 |
5 | American Express Shares Sold by Torray Investment Partners LLC | 03/04/2025 |
6 | Oak Grove Capital LLC Sells 3,484 Shares of Lockheed Martin Co. | 03/05/2025 |
7 | Lockheed Martin Trading Down 0.8 percent Heres Why | 03/06/2025 |
8 | SBI Securities Co. Ltd. Makes New Investment in Take-Two Interactive Software, Inc. | 03/07/2025 |
9 | Dorsey Whitney Trust CO LLC Decreases Stock Holdings in Lockheed Martin Co. | 03/10/2025 |
10 | Natural Investments LLC Takes 2.38 Million Position in American Express | 03/11/2025 |
| Itau Unibanco dividend paid on 13th of March 2025 | 03/13/2025 |
About Itau Unibanco 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 Itau or other stocks. Alpha measures the amount that position in Itau Unibanco Banco 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 | 0.0318 | 0.0352 | 0.0405 | 0.0744 | Price To Sales Ratio | 1.52 | 2.36 | 2.13 | 1.06 |
Itau Unibanco Upcoming Company Events
As portrayed in its financial statements, the presentation of Itau Unibanco's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Itau Unibanco's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Itau Unibanco's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Itau Unibanco. Please utilize our Beneish M Score to check the likelihood of Itau Unibanco's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Itau Unibanco
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Check out Itau Unibanco Backtesting, Itau Unibanco Valuation, Itau Unibanco Correlation, Itau Unibanco Hype Analysis, Itau Unibanco Volatility, Itau Unibanco History and analyze Itau Unibanco Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Itau Unibanco 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.