San Miguel (Philippines) Alpha and Beta Analysis
| SMC2I Stock | 72.50 0.25 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as San Miguel Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in San Miguel over a specified time horizon. Remember, high San Miguel'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 San Miguel's market risk premium analysis include:
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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San Miguel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. San Miguel market risk premium is the additional return an investor will receive from holding San Miguel 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 San Miguel. 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 San Miguel's performance over market.| α | 0.04 | β | 0.11 |
San Miguel Return and Market Media
The median price of San Miguel for the period between Thu, Oct 10, 2024 and Wed, Jan 8, 2025 is 70.24 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 70.4, and mean deviation of 0.75. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 San Miguel 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, San Miguel's short interest history, or implied volatility extrapolated from San Miguel options trading.
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Additional Tools for San Stock Analysis
When running San Miguel's price analysis, check to measure San Miguel'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 San Miguel is operating at the current time. Most of San Miguel's value examination focuses on studying past and present price action to predict the probability of San Miguel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move San Miguel's price. Additionally, you may evaluate how the addition of San Miguel to your portfolios can decrease your overall portfolio volatility.