Braskem SA (Brazil) Alpha and Beta Analysis
| BRKM5 Preferred Stock | BRL 14.35 0.22 1.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Braskem SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Braskem SA over a specified time horizon. Remember, high Braskem SA'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 Braskem SA's market risk premium analysis include:
Beta (0.43) | Alpha (0.26) | Risk 2.31 | Sharpe Ratio (0.13) | Expected Return (0.31) |
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.
Braskem |
Braskem SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Braskem SA market risk premium is the additional return an investor will receive from holding Braskem SA 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 Braskem SA. 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 Braskem SA's performance over market.| α | -0.26 | β | -0.43 |
Braskem SA 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 Braskem SA's Buy-and-hold return. Our buy-and-hold chart shows how Braskem SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Braskem SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Braskem SA preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Braskem SA shares will generate the highest return on investment. By understating and applying Braskem SA preferred stock market price indicators, traders can identify Braskem SA position entry and exit signals to maximize returns.
Braskem SA Return and Market Media
The median price of Braskem SA for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 18.09 with a coefficient of variation of 8.05. The daily time series for the period is distributed with a sample standard deviation of 1.45, arithmetic mean of 18.06, and mean deviation of 1.08. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Braskem SA 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 Braskem or other preferred stocks. Alpha measures the amount that position in Braskem 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.
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 Braskem SA 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, Braskem SA's short interest history, or implied volatility extrapolated from Braskem SA options trading.
Build Portfolio with Braskem SA
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
Additional Tools for Braskem Preferred Stock Analysis
When running Braskem SA's price analysis, check to measure Braskem SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Braskem SA is operating at the current time. Most of Braskem SA's value examination focuses on studying past and present price action to predict the probability of Braskem SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Braskem SA's price. Additionally, you may evaluate how the addition of Braskem SA to your portfolios can decrease your overall portfolio volatility.