Brasilagro Adr Stock Alpha and Beta Analysis
| LND Stock | USD 4.04 0.10 2.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brasilagro Adr. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brasilagro Adr over a specified time horizon. Remember, high Brasilagro Adr'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 Brasilagro Adr's market risk premium analysis include:
Beta 0.33 | Alpha (0.21) | Risk 1.44 | Sharpe Ratio (0.07) | Expected Return (0.11) |
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.
Brasilagro |
Brasilagro Adr Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brasilagro Adr market risk premium is the additional return an investor will receive from holding Brasilagro Adr 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 Brasilagro Adr. 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 Brasilagro Adr's performance over market.| α | -0.21 | β | 0.33 |
Brasilagro Adr 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 Brasilagro Adr's Buy-and-hold return. Our buy-and-hold chart shows how Brasilagro Adr performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brasilagro Adr Market Price Analysis
Market price analysis indicators help investors to evaluate how Brasilagro Adr stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brasilagro Adr shares will generate the highest return on investment. By understating and applying Brasilagro Adr stock market price indicators, traders can identify Brasilagro Adr position entry and exit signals to maximize returns.
Brasilagro Adr Return and Market Media
The median price of Brasilagro Adr for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 4.26 with a coefficient of variation of 3.55. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 4.28, and mean deviation of 0.13. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Brasilagro - Cia Bras de Prop Agricolas Q4 2024 Earnings Call Highlights Strong ... | 10/09/2024 |
2 | BrasilAgro Fiscal Q1 Earnings Snapshot | 11/07/2024 |
3 | BrasilAgro Companhia Brasileira de Propriedades Agrcolas Short Interest Down 21.5 percent in October | 11/18/2024 |
About Brasilagro Adr 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 Brasilagro or other stocks. Alpha measures the amount that position in Brasilagro Adr 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 | 0.21 | 0.13 | 0.12 | 0.0677 | Price To Sales Ratio | 1.58 | 1.8 | 2.52 | 3.55 |
Brasilagro Adr Upcoming Company Events
As portrayed in its financial statements, the presentation of Brasilagro Adr's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brasilagro Adr's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brasilagro Adr's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brasilagro Adr. Please utilize our Beneish M Score to check the likelihood of Brasilagro Adr's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Brasilagro Adr
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
Check out Brasilagro Adr Backtesting, Brasilagro Adr Valuation, Brasilagro Adr Correlation, Brasilagro Adr Hype Analysis, Brasilagro Adr Volatility, Brasilagro Adr History and analyze Brasilagro Adr Performance. For information on how to trade Brasilagro Stock refer to our How to Trade Brasilagro Stock guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Brasilagro Adr 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.