Kinea Renda (Brazil) Alpha and Beta Analysis

KNRI11 Fund  BRL 134.45  0.85  0.63%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kinea Renda Imobiliria. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kinea Renda over a specified time horizon. Remember, high Kinea Renda'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 Kinea Renda's market risk premium analysis include:
Beta
(0.08)
Alpha
(0.20)
Risk
0.97
Sharpe Ratio
(0.21)
Expected Return
(0.20)
Please note that although Kinea Renda alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Kinea Renda did 0.20  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Kinea Renda Imobiliria fund's relative risk over its benchmark. Kinea Renda Imobiliria has a beta of 0.08  . As returns on the market increase, returns on owning Kinea Renda are expected to decrease at a much lower rate. During the bear market, Kinea Renda is likely to outperform the market. .
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.
  
Check out Kinea Renda Backtesting, Portfolio Optimization, Kinea Renda Correlation, Kinea Renda Hype Analysis, Kinea Renda Volatility, Kinea Renda History and analyze Kinea Renda Performance.

Kinea Renda Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kinea Renda market risk premium is the additional return an investor will receive from holding Kinea Renda 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 Kinea Renda. 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 Kinea Renda's performance over market.
α-0.2   β-0.08

Kinea Renda 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 Kinea Renda's Buy-and-hold return. Our buy-and-hold chart shows how Kinea Renda performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Kinea Renda Market Price Analysis

Market price analysis indicators help investors to evaluate how Kinea Renda fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kinea Renda shares will generate the highest return on investment. By understating and applying Kinea Renda fund market price indicators, traders can identify Kinea Renda position entry and exit signals to maximize returns.

Kinea Renda Return and Market Media

The median price of Kinea Renda for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 138.3 with a coefficient of variation of 4.0. The daily time series for the period is distributed with a sample standard deviation of 5.62, arithmetic mean of 140.37, and mean deviation of 4.53. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Kinea Renda 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 Kinea or other funds. Alpha measures the amount that position in Kinea Renda Imobiliria 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 Kinea Renda 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, Kinea Renda's short interest history, or implied volatility extrapolated from Kinea Renda options trading.

Build Portfolio with Kinea Renda

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Kinea Fund

Kinea Renda financial ratios help investors to determine whether Kinea Fund 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 Kinea with respect to the benefits of owning Kinea Renda security.
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