Azul Sa Stock Alpha and Beta Analysis
| AZUL Stock | USD 2.77 0.22 8.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Azul SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Azul SA over a specified time horizon. Remember, high Azul SA'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 Azul SA's market risk premium analysis include:
Beta 2.31 | Alpha (0.71) | Risk 7.28 | Sharpe Ratio (0.06) | Expected Return (0.45) |
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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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Azul SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Azul SA market risk premium is the additional return an investor will receive from holding Azul SA 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 Azul SA. 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 Azul SA's performance over market.| α | -0.71 | β | 2.31 |
Azul SA 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 Azul SA's Buy-and-hold return. Our buy-and-hold chart shows how Azul SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Azul SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Azul SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Azul SA shares will generate the highest return on investment. By understating and applying Azul SA stock market price indicators, traders can identify Azul SA position entry and exit signals to maximize returns.
Azul SA Return and Market Media
The median price of Azul SA for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.91 with a coefficient of variation of 15.18. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 2.97, and mean deviation of 0.35. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Heres Why Investors Should Give AZUL Stock a Miss Now | 09/18/2024 |
2 | Azul is downgraded at Goldman Sachs due to tough macro backdrop, debt worries | 09/23/2024 |
3 | New Strong Sell Stocks for September 30th | 09/30/2024 |
4 | Azul S.A. struggling to find investors for debt-for-equity deal | 10/21/2024 |
5 | Azul reaches deal with bondholders, creditors for 400M in funding | 10/28/2024 |
6 | AZUL Set to Report Q3 Earnings Whats in the Offing for the Stock | 11/12/2024 |
7 | Azul S.A. revises 2024 outlook, sets 2025 financial targets | 11/14/2024 |
8 | Earnings call Azul reports strong Q3 with record revenues, bullish 2025 outlook | 11/15/2024 |
9 | Short Interest in Azul S.A. Decreases By 5.7 percent - MarketBeat | 11/18/2024 |
10 | Azul SAs SWOT analysis brazilian airline stock faces turbulence amid growth - Investing.com | 11/21/2024 |
About Azul SA 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 Azul or other stocks. Alpha measures the amount that position in Azul SA 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 5.32 | 5.07 | 6.78 | 6.16 | Days Of Inventory On Hand | 25.57 | 20.65 | 18.9 | 9.61 |
Azul SA Upcoming Company Events
As portrayed in its financial statements, the presentation of Azul SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Azul SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Azul SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Azul SA. Please utilize our Beneish M Score to check the likelihood of Azul SA's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 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 Azul SA
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Align your risk with return expectations
Check out Azul SA Backtesting, Azul SA Valuation, Azul SA Correlation, Azul SA Hype Analysis, Azul SA Volatility, Azul SA History and analyze Azul SA Performance. For more information on how to buy Azul Stock please use our How to buy in Azul Stock guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Azul SA 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.