Indstrias Romi (Brazil) Alpha and Beta Analysis
| ROMI3 Stock | BRL 9.30 0.16 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Indstrias Romi SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Indstrias Romi over a specified time horizon. Remember, high Indstrias Romi'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 Indstrias Romi's market risk premium analysis include:
Beta (0.20) | Alpha (0.23) | Risk 1.28 | Sharpe Ratio (0.19) | Expected Return (0.24) |
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.
Indstrias |
Indstrias Romi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indstrias Romi market risk premium is the additional return an investor will receive from holding Indstrias Romi 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 Indstrias Romi. 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 Indstrias Romi's performance over market.| α | -0.23 | β | -0.2 |
Indstrias Romi 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 Indstrias Romi's Buy-and-hold return. Our buy-and-hold chart shows how Indstrias Romi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Indstrias Romi Market Price Analysis
Market price analysis indicators help investors to evaluate how Indstrias Romi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Indstrias Romi shares will generate the highest return on investment. By understating and applying Indstrias Romi stock market price indicators, traders can identify Indstrias Romi position entry and exit signals to maximize returns.
Indstrias Romi Return and Market Media
The median price of Indstrias Romi for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.72 with a coefficient of variation of 4.92. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 10.53, and mean deviation of 0.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Indstrias Romi 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 Indstrias or other stocks. Alpha measures the amount that position in Indstrias Romi 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 Indstrias Romi 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, Indstrias Romi's short interest history, or implied volatility extrapolated from Indstrias Romi options trading.
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Additional Tools for Indstrias Stock Analysis
When running Indstrias Romi's price analysis, check to measure Indstrias Romi'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 Indstrias Romi is operating at the current time. Most of Indstrias Romi's value examination focuses on studying past and present price action to predict the probability of Indstrias Romi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indstrias Romi's price. Additionally, you may evaluate how the addition of Indstrias Romi to your portfolios can decrease your overall portfolio volatility.