Markel (Brazil) Alpha and Beta Analysis
| MKLC34 Stock | BRL 530.82 33.18 5.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Markel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Markel over a specified time horizon. Remember, high Markel'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 Markel's market risk premium analysis include:
Beta (0.14) | Alpha 0.15 | Risk 1.44 | Sharpe Ratio 0.0331 | Expected Return 0.0477 |
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.
Markel |
Markel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Markel market risk premium is the additional return an investor will receive from holding Markel 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 Markel. 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 Markel's performance over market.| α | 0.15 | β | -0.14 |
Markel 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 Markel's Buy-and-hold return. Our buy-and-hold chart shows how Markel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Markel Market Price Analysis
Market price analysis indicators help investors to evaluate how Markel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Markel shares will generate the highest return on investment. By understating and applying Markel stock market price indicators, traders can identify Markel position entry and exit signals to maximize returns.
| Price Series Summation | ||
| Price Series Division | ||
| Inverse Tangent Over Price Movement | ||
| Price Ceiling Movement | ||
| Aroon Oscillator | ||
| Balance Of Power | ||
| All Moving Average | ||
| MESA Adaptive Moving Average | ||
| Belt hold | ||
| Hanging Man |
Markel Return and Market Media
The median price of Markel for the period between Thu, Oct 30, 2025 and Wed, Jan 28, 2026 is 560.0 with a coefficient of variation of 4.69. The daily time series for the period is distributed with a sample standard deviation of 26.51, arithmetic mean of 564.79, and mean deviation of 20.07. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Markel 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 Markel or other stocks. Alpha measures the amount that position in Markel 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 Markel 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, Markel's short interest history, or implied volatility extrapolated from Markel options trading.
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Additional Information and Resources on Investing in Markel Stock
When determining whether Markel is a strong investment it is important to analyze Markel's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Markel's future performance. For an informed investment choice regarding Markel Stock, refer to the following important reports:Check out Markel Backtesting, Markel Valuation, Markel Correlation, Markel Hype Analysis, Markel Volatility, Markel History and analyze Markel Performance. For information on how to trade Markel Stock refer to our How to Trade Markel Stock guide.You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Markel 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.