SP Global (Brazil) Alpha and Beta Analysis
| SPGI34 Stock | BRL 82.64 2.00 2.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SP Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in SP Global over a specified time horizon. Remember, high SP Global'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 SP Global's market risk premium analysis include:
Beta 0.0721 | Alpha 0.13 | Risk 1.39 | Sharpe Ratio 0.0952 | Expected Return 0.13 |
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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SP Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SP Global market risk premium is the additional return an investor will receive from holding SP Global 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 SP Global. 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 SP Global's performance over market.| α | 0.13 | β | 0.07 |
SP Global 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 SP Global's Buy-and-hold return. Our buy-and-hold chart shows how SP Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SP Global Market Price Analysis
Market price analysis indicators help investors to evaluate how SP Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SP Global shares will generate the highest return on investment. By understating and applying SP Global stock market price indicators, traders can identify SP Global position entry and exit signals to maximize returns.
SP Global Return and Market Media
The median price of SP Global for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 79.0 with a coefficient of variation of 2.41. The daily time series for the period is distributed with a sample standard deviation of 1.91, arithmetic mean of 79.32, and mean deviation of 1.65. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SP Global 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 SPGI34 or other stocks. Alpha measures the amount that position in SP Global 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 SP Global 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, SP Global's short interest history, or implied volatility extrapolated from SP Global options trading.
Build Portfolio with SP Global
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Additional Information and Resources on Investing in SPGI34 Stock
When determining whether SP Global offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SP Global's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sp Global Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sp Global Stock:Check out SP Global Backtesting, SP Global Valuation, SP Global Correlation, SP Global Hype Analysis, SP Global Volatility, SP Global History and analyze SP Global Performance. For information on how to trade SPGI34 Stock refer to our How to Trade SPGI34 Stock guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
SP Global 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.