Charter Communications (Brazil) Alpha and Beta Analysis
| CHCM34 Stock | BRL 39.61 0.86 2.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Charter Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Charter Communications over a specified time horizon. Remember, high Charter Communications' 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 Charter Communications' market risk premium analysis include:
Beta (0.21) | Alpha 0.31 | Risk 2.68 | Sharpe Ratio 0.14 | Expected Return 0.36 |
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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Charter Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Charter Communications market risk premium is the additional return an investor will receive from holding Charter Communications 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 Charter Communications. 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 Charter Communications' performance over market.| α | 0.31 | β | -0.21 |
Charter Communications 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 Charter Communications' Buy-and-hold return. Our buy-and-hold chart shows how Charter Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Charter Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Charter Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Charter Communications shares will generate the highest return on investment. By understating and applying Charter Communications stock market price indicators, traders can identify Charter Communications position entry and exit signals to maximize returns.
Charter Communications Return and Market Media
The median price of Charter Communications for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 31.41 with a coefficient of variation of 9.88. The daily time series for the period is distributed with a sample standard deviation of 3.24, arithmetic mean of 32.75, and mean deviation of 2.73. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Charter Communications 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 Charter or other stocks. Alpha measures the amount that position in Charter Communications 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 Charter Communications 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, Charter Communications' short interest history, or implied volatility extrapolated from Charter Communications options trading.
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Additional Information and Resources on Investing in Charter Stock
When determining whether Charter Communications is a strong investment it is important to analyze Charter Communications' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Charter Communications' future performance. For an informed investment choice regarding Charter Stock, refer to the following important reports:Check out Charter Communications Backtesting, Charter Communications Valuation, Charter Communications Correlation, Charter Communications Hype Analysis, Charter Communications Volatility, Charter Communications History and analyze Charter Communications Performance. For information on how to trade Charter Stock refer to our How to Trade Charter Stock guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Charter Communications 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.