Petrleo Brasileiro Sa Stock Alpha and Beta Analysis
| PBR-A Stock | USD 13.03 0.12 0.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Petrleo Brasileiro SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Petróleo Brasileiro over a specified time horizon. Remember, high Petróleo 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 Petróleo Brasileiro's market risk premium analysis include:
Beta 0.27 | Alpha (0.09) | Risk 1.39 | Sharpe Ratio (0.11) | Expected Return (0.15) |
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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.
Petróleo |
Petróleo Brasileiro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Petróleo Brasileiro market risk premium is the additional return an investor will receive from holding Petróleo 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 Petróleo 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 Petróleo Brasileiro's performance over market.| α | -0.09 | β | 0.27 |
Petróleo 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 Petróleo Brasileiro's Buy-and-hold return. Our buy-and-hold chart shows how Petróleo Brasileiro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Petróleo Brasileiro Market Price Analysis
Market price analysis indicators help investors to evaluate how Petróleo 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 Petróleo Brasileiro shares will generate the highest return on investment. By understating and applying Petróleo Brasileiro stock market price indicators, traders can identify Petróleo Brasileiro position entry and exit signals to maximize returns.
Petróleo Brasileiro Return and Market Media
The median price of Petróleo Brasileiro for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 13.24 with a coefficient of variation of 4.04. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 13.19, and mean deviation of 0.43. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Oil nations face perilous future without energy transition support | 09/17/2024 |
| Petróleo Brasileiro dividend paid on 27th of September 2024 | 09/27/2024 |
2 | MercadoLibre, Latams Amazon.com rival, rides high with AI, loans, drones | 09/30/2024 |
3 | Petrobras Puts Production Focus on Existing Oil Fields | 10/15/2024 |
4 | TotalEnergies - Brazil First oil of Mero-3 | 10/30/2024 |
5 | SLBs OneSubsea Wins Key Subsea Contract for BPs Kaskida Project | 10/31/2024 |
6 | Brazils federal police indict 20 in connection with salt mine catastrophe in countrys northeast | 11/01/2024 |
7 | Petrobras to Report Q3 Earnings Whats in Store for the Stock | 11/05/2024 |
8 | Implied Volatility Surging for Petroloe Brasileiro Stock Options | 11/06/2024 |
9 | What To Expect From Petroleo Brasileiro SA Petrobras Q3 2024 Earnings | 11/07/2024 |
10 | Earnings call Tenaris reports mixed Q3 results, optimistic on future growth | 11/08/2024 |
11 | Prime Capital Investment Advisors LLC Cuts Stake in Petrleo Brasileiro S.A. Petrobras | 11/15/2024 |
12 | Petrobras to redeem global notes ahead of schedule | 11/19/2024 |
13 | Petrleo Brasileiro S.A. Petrobras Powering Brazils Energy Future Under 25 | 11/21/2024 |
About Petróleo 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 Petróleo or other stocks. Alpha measures the amount that position in Petróleo 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 |
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 Petróleo Brasileiro 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, Petróleo Brasileiro's short interest history, or implied volatility extrapolated from Petróleo Brasileiro options trading.
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Other Information on Investing in Petróleo Stock
Petróleo Brasileiro financial ratios help investors to determine whether Petróleo 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 Petróleo with respect to the benefits of owning Petróleo Brasileiro security.