Banco Macro Sa Stock Alpha and Beta Analysis
| BMA Stock | USD 80.01 1.79 2.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banco Macro SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banco Macro over a specified time horizon. Remember, high Banco Macro'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 Banco Macro's market risk premium analysis include:
Beta 1.23 | Alpha 0.46 | Risk 3.17 | Sharpe Ratio 0.22 | Expected Return 0.7 |
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.
Banco |
Banco Macro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banco Macro market risk premium is the additional return an investor will receive from holding Banco Macro 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 Banco Macro. 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 Banco Macro's performance over market.| α | 0.46 | β | 1.23 |
Banco Macro 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 Banco Macro's Buy-and-hold return. Our buy-and-hold chart shows how Banco Macro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Banco Macro Market Price Analysis
Market price analysis indicators help investors to evaluate how Banco Macro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Banco Macro shares will generate the highest return on investment. By understating and applying Banco Macro stock market price indicators, traders can identify Banco Macro position entry and exit signals to maximize returns.
Banco Macro Return and Market Media
The median price of Banco Macro for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 70.95 with a coefficient of variation of 12.02. The daily time series for the period is distributed with a sample standard deviation of 8.43, arithmetic mean of 70.15, and mean deviation of 6.93. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Top Dividend Stocks To Watch In September 2024 | 09/03/2024 |
2 | Banco Comercial Portugus, S.A. informa sobre deciso de reembolso antecipado da emisso Senior Preferred com maturidade em 2025 atualmente em curso no montante de... | 10/08/2024 |
3 | Banco Comercial Portugus, S.A. informs about Bank Millennium results in 9M 2024 | 10/29/2024 |
4 | Are Investors Undervaluing Banco ntander Brasil Right Now | 11/04/2024 |
5 | Banco de Crdito e Inversiones Third Quarter 2024 Earnings EPS CL962 | 11/05/2024 |
6 | What To Expect From Banco De Chile Q3 2024 Earnings | 11/07/2024 |
7 | Macro Bank Shares Plunge 5 percent Amid Revenue Decline | 11/08/2024 |
8 | Banco ABC Brasil SA Q3 2024 Earnings Call Highlights Strong Profit Growth Amidst ... | 11/11/2024 |
9 | Q3 2024 Banco BTG Pactual SA Earnings Call Transcript | 11/13/2024 |
10 | Banco do Brasil Third Quarter 2024 Earnings Revenues Miss Expectations | 11/15/2024 |
11 | Banco Comercial Portugus, S.A. informa sobre melhoria da notao de rating da dvida snior unsecured pela Moodys | 11/19/2024 |
12 | D.R. Horton, Inc. Shares Sold by Banco Santander S.A. | 11/21/2024 |
About Banco Macro 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 Banco or other stocks. Alpha measures the amount that position in Banco Macro SA 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 | 2023 | 2024 (projected) | Dividend Yield | 0.28 | 1.01E-4 | 9.6E-5 | Price To Sales Ratio | 0.097 | 565.96 | 594.26 |
Banco Macro Upcoming Company Events
As portrayed in its financial statements, the presentation of Banco Macro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Banco Macro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Banco Macro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Banco Macro. Please utilize our Beneish M Score to check the likelihood of Banco Macro's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Banco Macro
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 Banco Macro Backtesting, Banco Macro Valuation, Banco Macro Correlation, Banco Macro Hype Analysis, Banco Macro Volatility, Banco Macro History and analyze Banco Macro Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Banco Macro 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.