H1ES34 (Brazil) Alpha and Beta Analysis
| H1ES34 Stock | BRL 379.24 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as H1ES34. It also helps investors analyze the systematic and unsystematic risks associated with investing in H1ES34 over a specified time horizon. Remember, high H1ES34'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 H1ES34's market risk premium analysis include:
Beta (0) | Alpha (0.01) | Risk 0.0359 | Sharpe Ratio 0.13 | Expected Return 0.0046 |
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.
H1ES34 |
H1ES34 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. H1ES34 market risk premium is the additional return an investor will receive from holding H1ES34 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 H1ES34. 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 H1ES34's performance over market.| α | -0.0057 | β | -0.002 |
H1ES34 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 H1ES34's Buy-and-hold return. Our buy-and-hold chart shows how H1ES34 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.H1ES34 Market Price Analysis
Market price analysis indicators help investors to evaluate how H1ES34 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading H1ES34 shares will generate the highest return on investment. By understating and applying H1ES34 stock market price indicators, traders can identify H1ES34 position entry and exit signals to maximize returns.
H1ES34 Return and Market Media
The median price of H1ES34 for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 378.18 with a coefficient of variation of 0.09. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 378.29, and mean deviation of 0.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About H1ES34 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 H1ES34 or other stocks. Alpha measures the amount that position in H1ES34 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 H1ES34 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, H1ES34's short interest history, or implied volatility extrapolated from H1ES34 options trading.
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Other Information on Investing in H1ES34 Stock
H1ES34 financial ratios help investors to determine whether H1ES34 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 H1ES34 with respect to the benefits of owning H1ES34 security.