Capitania Malls (Brazil) Alpha and Beta Analysis
| AJFI11 Fund | 7.27 0.02 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capitania Malls Fundo. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capitania Malls over a specified time horizon. Remember, high Capitania Malls' 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 Capitania Malls' market risk premium analysis include:
Beta 0.0973 | Alpha (0.17) | Risk 0.69 | Sharpe Ratio (0.28) | Expected Return (0.19) |
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.
Capitania |
Capitania Malls Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capitania Malls market risk premium is the additional return an investor will receive from holding Capitania Malls 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 Capitania Malls. 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 Capitania Malls' performance over market.| α | -0.17 | β | 0.1 |
Capitania Malls Return and Market Media
The median price of Capitania Malls for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 7.46 with a coefficient of variation of 4.78. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 7.62, and mean deviation of 0.33. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 Capitania Malls 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, Capitania Malls' short interest history, or implied volatility extrapolated from Capitania Malls options trading.
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