Petroleo Brasileiro Petrobras Stock Alpha and Beta Analysis
| PBR Stock | USD 14.79 0.11 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Petroleo Brasileiro Petrobras. It also helps investors analyze the systematic and unsystematic risks associated with investing in Petroleo Brasileiro over a specified time horizon. Remember, high Petroleo Brasileiro'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 Petroleo Brasileiro's market risk premium analysis include:
Beta 0.37 | Alpha 0.0308 | Risk 1.52 | Sharpe Ratio (0.05) | Expected Return (0.07) |
Petroleo Brasileiro Quarterly Cash And Equivalents |
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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.
Petroleo |
Petroleo Brasileiro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Petroleo Brasileiro market risk premium is the additional return an investor will receive from holding Petroleo Brasileiro 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 Petroleo Brasileiro. 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 Petroleo Brasileiro's performance over market.| α | 0.03 | β | 0.37 |
Petroleo Brasileiro 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 Petroleo Brasileiro's Buy-and-hold return. Our buy-and-hold chart shows how Petroleo Brasileiro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Petroleo Brasileiro Market Price Analysis
Market price analysis indicators help investors to evaluate how Petroleo Brasileiro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Petroleo Brasileiro shares will generate the highest return on investment. By understating and applying Petroleo Brasileiro stock market price indicators, traders can identify Petroleo Brasileiro position entry and exit signals to maximize returns.
Petroleo Brasileiro Return and Market Media
The median price of Petroleo Brasileiro for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 14.45 with a coefficient of variation of 4.29. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 14.41, and mean deviation of 0.5. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Petroleo Brasileiro dividend paid on 27th of September 2024 | 09/27/2024 |
1 | Petrobras Surpasses Market Returns Some Facts Worth Knowing | 10/02/2024 |
2 | Petrobras Stock Slides as Market Rises Facts to Know Before You Trade | 10/16/2024 |
3 | TotalEnergies SE UK Regulatory Announcement TotalEnergies - Brazil First oil of Mero-3 | 10/30/2024 |
4 | Petrobras Q3 2024 Earnings Preview | 11/06/2024 |
5 | Paris Olympics Boost Endeavor Earnings as Silver Lake Deal Nears Completion | 11/07/2024 |
6 | Petrobras Books 22 percent Jump in Profit for Q3 | 11/08/2024 |
7 | Earnings call Braskem reports strong Q3 amid market challenges | 11/12/2024 |
8 | Encompass Capital Advisors LLC Acquires New Stake in National Energy Services Reunited Corp | 11/15/2024 |
9 | Petrobras Outlines 111 Billion, Five-Year Spending Proposal | 11/18/2024 |
10 | Bio LPG Market Excepted To Reach USD 7341.16 Million by 2032 Growing At CAGR 36.89 percent Introspective Market Research | 11/20/2024 |
11 | Petrobras board OKs 3.4B in extraordinary dividends, 111B five-year strategic plan | 11/22/2024 |
About Petroleo Brasileiro 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 Petroleo or other stocks. Alpha measures the amount that position in Petroleo Brasileiro 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 | 2024 (projected) | Dividend Yield | 0.3 | 0.22 | Price To Sales Ratio | 0.53 | 0.94 |
Petroleo Brasileiro Upcoming Company Events
As portrayed in its financial statements, the presentation of Petroleo Brasileiro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Petroleo Brasileiro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Petroleo Brasileiro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Petroleo Brasileiro. Please utilize our Beneish M Score to check the likelihood of Petroleo Brasileiro's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Petroleo Stock Analysis
When running Petroleo Brasileiro's price analysis, check to measure Petroleo Brasileiro'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 Petroleo Brasileiro is operating at the current time. Most of Petroleo Brasileiro's value examination focuses on studying past and present price action to predict the probability of Petroleo Brasileiro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Petroleo Brasileiro's price. Additionally, you may evaluate how the addition of Petroleo Brasileiro to your portfolios can decrease your overall portfolio volatility.