Central Puerto (Argentina) Alpha and Beta Analysis
| CEPU Stock | ARS 1,515 15.00 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Central Puerto SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Central Puerto over a specified time horizon. Remember, high Central Puerto'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 Central Puerto's market risk premium analysis include:
Beta (0.48) | Alpha 0.53 | Risk 2.49 | Sharpe Ratio 0.16 | Expected Return 0.39 |
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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Central Puerto Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Central Puerto market risk premium is the additional return an investor will receive from holding Central Puerto 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 Central Puerto. 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 Central Puerto's performance over market.| α | 0.53 | β | -0.48 |
Central Puerto 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 Central Puerto's Buy-and-hold return. Our buy-and-hold chart shows how Central Puerto performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Central Puerto Market Price Analysis
Market price analysis indicators help investors to evaluate how Central Puerto stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Central Puerto shares will generate the highest return on investment. By understating and applying Central Puerto stock market price indicators, traders can identify Central Puerto position entry and exit signals to maximize returns.
Central Puerto Return and Market Media
The median price of Central Puerto for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 1260.0 with a coefficient of variation of 9.54. The daily time series for the period is distributed with a sample standard deviation of 123.95, arithmetic mean of 1298.79, and mean deviation of 97.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Central Puerto 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 Central or other stocks. Alpha measures the amount that position in Central Puerto 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.
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 Central Puerto 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, Central Puerto's short interest history, or implied volatility extrapolated from Central Puerto options trading.
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Additional Information and Resources on Investing in Central Stock
When determining whether Central Puerto SA is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Central Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Central Puerto Sa Stock. Highlighted below are key reports to facilitate an investment decision about Central Puerto Sa Stock:Check out Central Puerto Backtesting, Central Puerto Valuation, Central Puerto Correlation, Central Puerto Hype Analysis, Central Puerto Volatility, Central Puerto History and analyze Central Puerto Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Central Puerto 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.