Banco Santander Chile Stock Alpha and Beta Analysis
| BSAC Stock | USD 20.41 0.02 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banco Santander Chile. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banco Santander over a specified time horizon. Remember, high Banco Santander'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 Santander's market risk premium analysis include:
Beta 0.24 | Alpha (0.06) | Risk 1.29 | Sharpe Ratio 0.0502 | Expected Return 0.0646 |
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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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Banco Santander Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banco Santander market risk premium is the additional return an investor will receive from holding Banco Santander 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 Santander. 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 Santander's performance over market.| α | -0.06 | β | 0.24 |
Banco Santander 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 Santander's Buy-and-hold return. Our buy-and-hold chart shows how Banco Santander performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Banco Santander Market Price Analysis
Market price analysis indicators help investors to evaluate how Banco Santander 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 Santander shares will generate the highest return on investment. By understating and applying Banco Santander stock market price indicators, traders can identify Banco Santander position entry and exit signals to maximize returns.
Banco Santander Return and Market Media
The median price of Banco Santander for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 19.26 with a coefficient of variation of 2.84. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 19.31, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Banco Santander S.A. Sells 904 Shares of Costco Wholesale Co. | 11/22/2024 |
2 | Apollo and Santander Partner on a 370 Million Infrastructure Portfolio Financing | 12/09/2024 |
3 | Santander Pulls Out of Custody Unit Run With Credit Agricole | 12/20/2024 |
4 | Banco Santander-Chile Stock Price Passes Below Fifty Day Moving Average - Whats Next - MarketBeat | 12/27/2024 |
5 | SAN or HDB Which Is the Better Value Stock Right Now | 12/31/2024 |
6 | Free-Agent Slugger Anthony Santander Predicted to Sign With AL Contender | 01/07/2025 |
7 | Banco Santander Chile Announces Fourth Quarter 2024 Analyst and Investor Webcast Conference Call | 01/13/2025 |
8 | Grupo Santander gets more bearish on XP Inc., downgrades shares XP | 01/15/2025 |
9 | Blue Jays Reportedly Eyeing Star Outfielder After Signing Anthony Santander | 01/21/2025 |
About Banco Santander 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 Santander Chile 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0727 | 0.0599 | 0.0689 | 0.0564 | Price To Sales Ratio | 2.9 | 5.49 | 4.94 | 3.33 |
Banco Santander Upcoming Company Events
As portrayed in its financial statements, the presentation of Banco Santander's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Banco Santander's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Banco Santander's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Banco Santander. Please utilize our Beneish M Score to check the likelihood of Banco Santander's management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Banco Santander Backtesting, Banco Santander Valuation, Banco Santander Correlation, Banco Santander Hype Analysis, Banco Santander Volatility, Banco Santander History and analyze Banco Santander Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Banco Santander 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.