Accenture Plc (Brazil) Alpha and Beta Analysis
| ACNB34 Stock | BRL 2,083 46.16 2.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Accenture plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Accenture Plc over a specified time horizon. Remember, high Accenture Plc'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 Accenture Plc's market risk premium analysis include:
Beta (0.11) | Alpha 0.26 | Risk 1.81 | Sharpe Ratio 0.11 | Expected Return 0.2 |
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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Accenture Plc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Accenture Plc market risk premium is the additional return an investor will receive from holding Accenture Plc 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 Accenture Plc. 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 Accenture Plc's performance over market.| α | 0.26 | β | -0.11 |
Accenture Plc 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 Accenture Plc's Buy-and-hold return. Our buy-and-hold chart shows how Accenture Plc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Accenture Plc Market Price Analysis
Market price analysis indicators help investors to evaluate how Accenture Plc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Accenture Plc shares will generate the highest return on investment. By understating and applying Accenture Plc stock market price indicators, traders can identify Accenture Plc position entry and exit signals to maximize returns.
Accenture Plc Return and Market Media
The median price of Accenture Plc for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1969.35 with a coefficient of variation of 5.07. The daily time series for the period is distributed with a sample standard deviation of 100.07, arithmetic mean of 1972.11, and mean deviation of 84.57. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Accenture Plc 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 Accenture or other stocks. Alpha measures the amount that position in Accenture plc 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 Accenture Plc 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, Accenture Plc's short interest history, or implied volatility extrapolated from Accenture Plc options trading.
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Additional Information and Resources on Investing in Accenture Stock
When determining whether Accenture plc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Accenture Plc'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 Accenture Plc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Accenture Plc Stock:Check out Accenture Plc Backtesting, Accenture Plc Valuation, Accenture Plc Correlation, Accenture Plc Hype Analysis, Accenture Plc Volatility, Accenture Plc History and analyze Accenture Plc Performance. For information on how to trade Accenture Stock refer to our How to Trade Accenture Stock guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Accenture Plc 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.