EcoRodovias Infraestrutura (Brazil) Alpha and Beta Analysis
| ECOR3 Stock | BRL 5.35 1.32 19.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EcoRodovias Infraestrutura e. It also helps investors analyze the systematic and unsystematic risks associated with investing in EcoRodovias Infraestrutura over a specified time horizon. Remember, high EcoRodovias Infraestrutura'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 EcoRodovias Infraestrutura's market risk premium analysis include:
Beta 0.58 | Alpha (0.64) | Risk 3.73 | Sharpe Ratio (0.14) | Expected Return (0.52) |
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.
EcoRodovias |
EcoRodovias Infraestrutura Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EcoRodovias Infraestrutura market risk premium is the additional return an investor will receive from holding EcoRodovias Infraestrutura 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 EcoRodovias Infraestrutura. 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 EcoRodovias Infraestrutura's performance over market.| α | -0.64 | β | 0.58 |
EcoRodovias Infraestrutura 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 EcoRodovias Infraestrutura's Buy-and-hold return. Our buy-and-hold chart shows how EcoRodovias Infraestrutura performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EcoRodovias Infraestrutura Market Price Analysis
Market price analysis indicators help investors to evaluate how EcoRodovias Infraestrutura stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EcoRodovias Infraestrutura shares will generate the highest return on investment. By understating and applying EcoRodovias Infraestrutura stock market price indicators, traders can identify EcoRodovias Infraestrutura position entry and exit signals to maximize returns.
EcoRodovias Infraestrutura Return and Market Media
The median price of EcoRodovias Infraestrutura for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 7.13 with a coefficient of variation of 6.35. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 7.18, and mean deviation of 0.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About EcoRodovias Infraestrutura 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 EcoRodovias or other stocks. Alpha measures the amount that position in EcoRodovias Infraestrutura 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 EcoRodovias Infraestrutura 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, EcoRodovias Infraestrutura's short interest history, or implied volatility extrapolated from EcoRodovias Infraestrutura options trading.
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Additional Tools for EcoRodovias Stock Analysis
When running EcoRodovias Infraestrutura's price analysis, check to measure EcoRodovias Infraestrutura'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 EcoRodovias Infraestrutura is operating at the current time. Most of EcoRodovias Infraestrutura's value examination focuses on studying past and present price action to predict the probability of EcoRodovias Infraestrutura's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EcoRodovias Infraestrutura's price. Additionally, you may evaluate how the addition of EcoRodovias Infraestrutura to your portfolios can decrease your overall portfolio volatility.