Empresas Lipigas (Chile) Alpha and Beta Analysis
| LIPIGAS Stock | 2,415 52.20 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Empresas Lipigas SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Empresas Lipigas over a specified time horizon. Remember, high Empresas Lipigas' 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 Lipigas' market risk premium analysis include:
Beta (0) | Alpha 0.15 | Risk 0.72 | Sharpe Ratio 0.22 | Expected Return 0.16 |
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 Lipigas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Empresas Lipigas market risk premium is the additional return an investor will receive from holding Empresas Lipigas 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 Lipigas. 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 Lipigas' performance over market.| α | 0.15 | β | -0.0021 |
Empresas Lipigas 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 Lipigas' Buy-and-hold return. Our buy-and-hold chart shows how Empresas Lipigas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Empresas Lipigas Market Price Analysis
Market price analysis indicators help investors to evaluate how Empresas Lipigas 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 Lipigas shares will generate the highest return on investment. By understating and applying Empresas Lipigas stock market price indicators, traders can identify Empresas Lipigas position entry and exit signals to maximize returns.
Empresas Lipigas Return and Market Media
Price Growth (%) |
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About Empresas Lipigas 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 Lipigas 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 Lipigas 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 Lipigas' short interest history, or implied volatility extrapolated from Empresas Lipigas options trading.
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Additional Tools for Empresas Stock Analysis
When running Empresas Lipigas' price analysis, check to measure Empresas Lipigas' 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 Lipigas is operating at the current time. Most of Empresas Lipigas' value examination focuses on studying past and present price action to predict the probability of Empresas Lipigas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Empresas Lipigas' price. Additionally, you may evaluate how the addition of Empresas Lipigas to your portfolios can decrease your overall portfolio volatility.