Grupo SBF (Brazil) Alpha and Beta Analysis
| SBFG3 Stock | BRL 12.40 1.00 7.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grupo SBF SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grupo SBF over a specified time horizon. Remember, high Grupo SBF'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 Grupo SBF's market risk premium analysis include:
Beta 0.38 | Alpha (0.54) | Risk 2.88 | Sharpe Ratio (0.17) | Expected Return (0.49) |
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.
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Grupo SBF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grupo SBF market risk premium is the additional return an investor will receive from holding Grupo SBF 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 Grupo SBF. 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 Grupo SBF's performance over market.| α | -0.54 | β | 0.38 |
Grupo SBF 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 Grupo SBF's Buy-and-hold return. Our buy-and-hold chart shows how Grupo SBF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grupo SBF Market Price Analysis
Market price analysis indicators help investors to evaluate how Grupo SBF stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grupo SBF shares will generate the highest return on investment. By understating and applying Grupo SBF stock market price indicators, traders can identify Grupo SBF position entry and exit signals to maximize returns.
Grupo SBF Return and Market Media
Price Growth (%) |
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About Grupo SBF 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 Grupo or other stocks. Alpha measures the amount that position in Grupo SBF 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 Grupo SBF 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, Grupo SBF's short interest history, or implied volatility extrapolated from Grupo SBF options trading.
Build Portfolio with Grupo SBF
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Additional Tools for Grupo Stock Analysis
When running Grupo SBF's price analysis, check to measure Grupo SBF'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 Grupo SBF is operating at the current time. Most of Grupo SBF's value examination focuses on studying past and present price action to predict the probability of Grupo SBF's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo SBF's price. Additionally, you may evaluate how the addition of Grupo SBF to your portfolios can decrease your overall portfolio volatility.