PagSeguro Digital (Brazil) Alpha and Beta Analysis
| PAGS34 Stock | BRL 7.92 0.27 3.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PagSeguro Digital. It also helps investors analyze the systematic and unsystematic risks associated with investing in PagSeguro Digital over a specified time horizon. Remember, high PagSeguro Digital'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 PagSeguro Digital's market risk premium analysis include:
Beta 1.19 | Alpha (0.40) | Risk 2.66 | Sharpe Ratio (0.13) | Expected Return (0.34) |
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.
PagSeguro |
PagSeguro Digital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PagSeguro Digital market risk premium is the additional return an investor will receive from holding PagSeguro Digital 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 PagSeguro Digital. 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 PagSeguro Digital's performance over market.| α | -0.4 | β | 1.19 |
PagSeguro Digital 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 PagSeguro Digital's Buy-and-hold return. Our buy-and-hold chart shows how PagSeguro Digital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PagSeguro Digital Market Price Analysis
Market price analysis indicators help investors to evaluate how PagSeguro Digital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PagSeguro Digital shares will generate the highest return on investment. By understating and applying PagSeguro Digital stock market price indicators, traders can identify PagSeguro Digital position entry and exit signals to maximize returns.
PagSeguro Digital Return and Market Media
The median price of PagSeguro Digital for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 9.31 with a coefficient of variation of 5.72. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 9.22, and mean deviation of 0.4. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About PagSeguro Digital 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 PagSeguro or other stocks. Alpha measures the amount that position in PagSeguro Digital 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 PagSeguro Digital 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, PagSeguro Digital's short interest history, or implied volatility extrapolated from PagSeguro Digital options trading.
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Additional Information and Resources on Investing in PagSeguro Stock
When determining whether PagSeguro Digital is a strong investment it is important to analyze PagSeguro Digital's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact PagSeguro Digital's future performance. For an informed investment choice regarding PagSeguro Stock, refer to the following important reports:Check out PagSeguro Digital Backtesting, PagSeguro Digital Valuation, PagSeguro Digital Correlation, PagSeguro Digital Hype Analysis, PagSeguro Digital Volatility, PagSeguro Digital History and analyze PagSeguro Digital Performance. For information on how to trade PagSeguro Stock refer to our How to Trade PagSeguro Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
PagSeguro Digital 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.