Sun Communities (Brazil) Alpha and Beta Analysis
| S2UI34 Stock | BRL 36.64 0.20 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sun Communities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sun Communities over a specified time horizon. Remember, high Sun Communities' 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 Sun Communities' market risk premium analysis include:
Beta (0.08) | Alpha (0.1) | Risk 2.06 | Sharpe Ratio (0.05) | Expected Return (0.11) |
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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Sun Communities Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sun Communities market risk premium is the additional return an investor will receive from holding Sun Communities 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 Sun Communities. 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 Sun Communities' performance over market.| α | -0.1 | β | -0.08 |
Sun Communities 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 Sun Communities' Buy-and-hold return. Our buy-and-hold chart shows how Sun Communities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sun Communities Market Price Analysis
Market price analysis indicators help investors to evaluate how Sun Communities stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sun Communities shares will generate the highest return on investment. By understating and applying Sun Communities stock market price indicators, traders can identify Sun Communities position entry and exit signals to maximize returns.
Sun Communities Return and Market Media
The median price of Sun Communities for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 37.72 with a coefficient of variation of 3.72. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 37.54, and mean deviation of 1.14. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sun Communities 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 Sun or other stocks. Alpha measures the amount that position in Sun Communities 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 Sun Communities 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, Sun Communities' short interest history, or implied volatility extrapolated from Sun Communities options trading.
Build Portfolio with Sun Communities
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Additional Information and Resources on Investing in Sun Stock
When determining whether Sun Communities offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sun Communities' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sun Communities Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sun Communities Stock:Check out Sun Communities Backtesting, Sun Communities Valuation, Sun Communities Correlation, Sun Communities Hype Analysis, Sun Communities Volatility, Sun Communities History and analyze Sun Communities Performance. For information on how to trade Sun Stock refer to our How to Trade Sun Stock guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Sun Communities 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.