T1SC34 (Brazil) Alpha and Beta Analysis
| T1SC34 Stock | BRL 18.88 0.46 2.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as T1SC34. It also helps investors analyze the systematic and unsystematic risks associated with investing in T1SC34 over a specified time horizon. Remember, high T1SC34'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 T1SC34's market risk premium analysis include:
Beta (0.07) | Alpha 0.26 | Risk 2.47 | Sharpe Ratio 0.0631 | Expected Return 0.16 |
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.
T1SC34 |
T1SC34 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. T1SC34 market risk premium is the additional return an investor will receive from holding T1SC34 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 T1SC34. 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 T1SC34's performance over market.| α | 0.26 | β | -0.07 |
T1SC34 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 T1SC34's Buy-and-hold return. Our buy-and-hold chart shows how T1SC34 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.T1SC34 Market Price Analysis
Market price analysis indicators help investors to evaluate how T1SC34 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading T1SC34 shares will generate the highest return on investment. By understating and applying T1SC34 stock market price indicators, traders can identify T1SC34 position entry and exit signals to maximize returns.
T1SC34 Return and Market Media
The median price of T1SC34 for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 18.4 with a coefficient of variation of 5.0. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 17.99, and mean deviation of 0.76. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About T1SC34 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 T1SC34 or other stocks. Alpha measures the amount that position in T1SC34 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 T1SC34 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, T1SC34's short interest history, or implied volatility extrapolated from T1SC34 options trading.
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Other Information on Investing in T1SC34 Stock
T1SC34 financial ratios help investors to determine whether T1SC34 Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in T1SC34 with respect to the benefits of owning T1SC34 security.