Mondelez International (Brazil) Alpha and Beta Analysis
| MDLZ34 Stock | BRL 186.92 1.48 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mondelez International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mondelez International over a specified time horizon. Remember, high Mondelez International'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 Mondelez International's market risk premium analysis include:
Beta (0.33) | Alpha (0) | Risk 1.45 | Sharpe Ratio (0.04) | Expected Return (0.06) |
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.
Mondelez |
Mondelez International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mondelez International market risk premium is the additional return an investor will receive from holding Mondelez International 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 Mondelez International. 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 Mondelez International's performance over market.| α | -0.0035 | β | -0.33 |
Mondelez International 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 Mondelez International's Buy-and-hold return. Our buy-and-hold chart shows how Mondelez International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mondelez International Market Price Analysis
Market price analysis indicators help investors to evaluate how Mondelez International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mondelez International shares will generate the highest return on investment. By understating and applying Mondelez International stock market price indicators, traders can identify Mondelez International position entry and exit signals to maximize returns.
Mondelez International Return and Market Media
The median price of Mondelez International for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 196.88 with a coefficient of variation of 3.47. The daily time series for the period is distributed with a sample standard deviation of 6.87, arithmetic mean of 197.98, and mean deviation of 5.49. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Mondelez International 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 Mondelez or other stocks. Alpha measures the amount that position in Mondelez International 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 Mondelez International 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, Mondelez International's short interest history, or implied volatility extrapolated from Mondelez International options trading.
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Additional Information and Resources on Investing in Mondelez Stock
When determining whether Mondelez International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mondelez International's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mondelez International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mondelez International Stock:Check out Mondelez International Backtesting, Mondelez International Valuation, Mondelez International Correlation, Mondelez International Hype Analysis, Mondelez International Volatility, Mondelez International History and analyze Mondelez International Performance. For information on how to trade Mondelez Stock refer to our How to Trade Mondelez Stock guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Mondelez International 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.