Ross Stores (Brazil) Alpha and Beta Analysis
| ROST34 Stock | BRL 446.00 30.00 7.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ross Stores. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ross Stores over a specified time horizon. Remember, high Ross Stores' 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 Ross Stores' market risk premium analysis include:
Beta 0.18 | Alpha 0.0688 | Risk 1.62 | Sharpe Ratio 0.0614 | Expected Return 0.0991 |
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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Ross Stores Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ross Stores market risk premium is the additional return an investor will receive from holding Ross Stores 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 Ross Stores. 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 Ross Stores' performance over market.| α | 0.07 | β | 0.18 |
Ross Stores 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 Ross Stores' Buy-and-hold return. Our buy-and-hold chart shows how Ross Stores performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ross Stores Market Price Analysis
Market price analysis indicators help investors to evaluate how Ross Stores stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ross Stores shares will generate the highest return on investment. By understating and applying Ross Stores stock market price indicators, traders can identify Ross Stores position entry and exit signals to maximize returns.
Ross Stores Return and Market Media
The median price of Ross Stores for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 413.69 with a coefficient of variation of 2.69. The daily time series for the period is distributed with a sample standard deviation of 11.14, arithmetic mean of 414.1, and mean deviation of 8.6. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ross Stores 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 Ross or other stocks. Alpha measures the amount that position in Ross Stores 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 Ross Stores 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, Ross Stores' short interest history, or implied volatility extrapolated from Ross Stores options trading.
Build Portfolio with Ross Stores
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Additional Information and Resources on Investing in Ross Stock
When determining whether Ross Stores 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 Ross 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 Ross Stores Stock. Highlighted below are key reports to facilitate an investment decision about Ross Stores Stock:Check out Ross Stores Backtesting, Ross Stores Valuation, Ross Stores Correlation, Ross Stores Hype Analysis, Ross Stores Volatility, Ross Stores History and analyze Ross Stores Performance. For information on how to trade Ross Stock refer to our How to Trade Ross Stock guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Ross Stores 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.