SANB4F (Brazil) Alpha and Beta Analysis
| SANB4F Stock | BRL 17.13 0.24 1.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SANB4F. It also helps investors analyze the systematic and unsystematic risks associated with investing in SANB4F over a specified time horizon. Remember, high SANB4F'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 SANB4F's market risk premium analysis include:
Beta (0.16) | Alpha 0.0374 | Risk 1.83 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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.
SANB4F |
SANB4F Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SANB4F market risk premium is the additional return an investor will receive from holding SANB4F 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 SANB4F. 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 SANB4F's performance over market.| α | 0.04 | β | -0.16 |
SANB4F 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 SANB4F's Buy-and-hold return. Our buy-and-hold chart shows how SANB4F performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SANB4F Market Price Analysis
Market price analysis indicators help investors to evaluate how SANB4F stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SANB4F shares will generate the highest return on investment. By understating and applying SANB4F stock market price indicators, traders can identify SANB4F position entry and exit signals to maximize returns.
SANB4F Return and Market Media
The median price of SANB4F for the period between Sat, Nov 29, 2025 and Fri, Feb 27, 2026 is 17.4 with a coefficient of variation of 3.48. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 17.44, and mean deviation of 0.47. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About SANB4F 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 SANB4F or other stocks. Alpha measures the amount that position in SANB4F 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 SANB4F 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, SANB4F's short interest history, or implied volatility extrapolated from SANB4F options trading.
Build Portfolio with SANB4F
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in SANB4F Stock
SANB4F financial ratios help investors to determine whether SANB4F Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SANB4F with respect to the benefits of owning SANB4F security.