Empresas Copec (Chile) Alpha and Beta Analysis
| COPEC Stock | CLP 6,099 49.00 0.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Empresas Copec SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Empresas Copec over a specified time horizon. Remember, high Empresas Copec'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 Empresas Copec's market risk premium analysis include:
Beta 0.16 | Alpha (0.05) | Risk 1.44 | Sharpe Ratio 0.0215 | Expected Return 0.0309 |
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.
Empresas |
Empresas Copec Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Empresas Copec market risk premium is the additional return an investor will receive from holding Empresas Copec 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 Empresas Copec. 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 Empresas Copec's performance over market.| α | -0.05 | β | 0.16 |
Empresas Copec 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 Empresas Copec's Buy-and-hold return. Our buy-and-hold chart shows how Empresas Copec performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Empresas Copec Market Price Analysis
Market price analysis indicators help investors to evaluate how Empresas Copec stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Empresas Copec shares will generate the highest return on investment. By understating and applying Empresas Copec stock market price indicators, traders can identify Empresas Copec position entry and exit signals to maximize returns.
Empresas Copec Return and Market Media
The median price of Empresas Copec for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 6090.0 with a coefficient of variation of 2.54. The daily time series for the period is distributed with a sample standard deviation of 154.64, arithmetic mean of 6098.93, and mean deviation of 128.59. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Empresas Copec 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 Empresas or other stocks. Alpha measures the amount that position in Empresas Copec 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 Empresas Copec 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, Empresas Copec's short interest history, or implied volatility extrapolated from Empresas Copec options trading.
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Additional Tools for Empresas Stock Analysis
When running Empresas Copec's price analysis, check to measure Empresas Copec'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 Empresas Copec is operating at the current time. Most of Empresas Copec's value examination focuses on studying past and present price action to predict the probability of Empresas Copec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Empresas Copec's price. Additionally, you may evaluate how the addition of Empresas Copec to your portfolios can decrease your overall portfolio volatility.