Grupo Supervielle Sa Stock Alpha and Beta Analysis
| SUPV Stock | USD 11.39 0.03 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grupo Supervielle SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grupo Supervielle over a specified time horizon. Remember, high Grupo Supervielle'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 Grupo Supervielle's market risk premium analysis include:
Beta 0.8 | Alpha 0.68 | Risk 3.1 | Sharpe Ratio 0.24 | Expected Return 0.74 |
Enterprise Value |
|
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.
Grupo |
Grupo Supervielle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grupo Supervielle market risk premium is the additional return an investor will receive from holding Grupo Supervielle 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 Grupo Supervielle. 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 Grupo Supervielle's performance over market.| α | 0.68 | β | 0.80 |
Grupo Supervielle 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 Grupo Supervielle's Buy-and-hold return. Our buy-and-hold chart shows how Grupo Supervielle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grupo Supervielle Market Price Analysis
Market price analysis indicators help investors to evaluate how Grupo Supervielle stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grupo Supervielle shares will generate the highest return on investment. By understating and applying Grupo Supervielle stock market price indicators, traders can identify Grupo Supervielle position entry and exit signals to maximize returns.
Grupo Supervielle Return and Market Media
The median price of Grupo Supervielle for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 8.17 with a coefficient of variation of 15.15. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 8.54, and mean deviation of 1.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Grupo Supervielle is a Great Momentum Stock Should You Buy | 09/06/2024 |
2 | Zacks.com featured highlights include Grupo Supervielle, Byrna Technologies, MI Homes and Innodata | 09/27/2024 |
3 | 3 Stocks Poised for Better Returns With New Analyst Coverage | 10/14/2024 |
4 | Grupo Supervielle S.A. Sees Significant Drop in Short Interest | 10/28/2024 |
5 | Grupo Supervielle SA Stock Price Up 5.93 percent on Nov 19 | 11/19/2024 |
6 | Grupo Supervielle SA Shares Up 5.6 percent on Nov 26 | 11/26/2024 |
About Grupo Supervielle 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 Grupo or other stocks. Alpha measures the amount that position in Grupo Supervielle 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0839 | 0.0217 | 0.0195 | 0.0163 | Price To Sales Ratio | 0.11 | 0.21 | 0.78 | 1.14 |
Grupo Supervielle Upcoming Company Events
As portrayed in its financial statements, the presentation of Grupo Supervielle's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grupo Supervielle's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grupo Supervielle's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grupo Supervielle. Please utilize our Beneish M Score to check the likelihood of Grupo Supervielle's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 27th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Grupo Supervielle
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.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Grupo Stock Analysis
When running Grupo Supervielle's price analysis, check to measure Grupo Supervielle'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 Grupo Supervielle is operating at the current time. Most of Grupo Supervielle's value examination focuses on studying past and present price action to predict the probability of Grupo Supervielle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Supervielle's price. Additionally, you may evaluate how the addition of Grupo Supervielle to your portfolios can decrease your overall portfolio volatility.