SIMPAR SA (Brazil) Alpha and Beta Analysis
| SIMH3 Stock | BRL 4.63 0.51 9.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SIMPAR SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in SIMPAR SA over a specified time horizon. Remember, high SIMPAR SA'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 SIMPAR SA's market risk premium analysis include:
Beta (0.01) | Alpha (0.50) | Risk 3.28 | Sharpe Ratio (0.12) | Expected Return (0.39) |
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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SIMPAR SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SIMPAR SA market risk premium is the additional return an investor will receive from holding SIMPAR SA 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 SIMPAR SA. 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 SIMPAR SA's performance over market.| α | -0.5 | β | -0.0079 |
SIMPAR SA 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 SIMPAR SA's Buy-and-hold return. Our buy-and-hold chart shows how SIMPAR SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SIMPAR SA Market Price Analysis
Market price analysis indicators help investors to evaluate how SIMPAR SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SIMPAR SA shares will generate the highest return on investment. By understating and applying SIMPAR SA stock market price indicators, traders can identify SIMPAR SA position entry and exit signals to maximize returns.
SIMPAR SA Return and Market Media
The median price of SIMPAR SA for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5.33 with a coefficient of variation of 7.42. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 5.47, and mean deviation of 0.33. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SIMPAR SA 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 SIMPAR or other stocks. Alpha measures the amount that position in SIMPAR 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 SIMPAR SA 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, SIMPAR SA's short interest history, or implied volatility extrapolated from SIMPAR SA options trading.
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Additional Tools for SIMPAR Stock Analysis
When running SIMPAR SA's price analysis, check to measure SIMPAR SA'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 SIMPAR SA is operating at the current time. Most of SIMPAR SA's value examination focuses on studying past and present price action to predict the probability of SIMPAR SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SIMPAR SA's price. Additionally, you may evaluate how the addition of SIMPAR SA to your portfolios can decrease your overall portfolio volatility.