Vale Sa Adr Stock Alpha and Beta Analysis
| VALE Stock | USD 9.96 0.07 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vale SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vale SA over a specified time horizon. Remember, high Vale 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 Vale SA's market risk premium analysis include:
Beta 0.49 | Alpha (0.08) | Risk 2.17 | Sharpe Ratio (0.04) | Expected Return (0.08) |
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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.
Vale |
Vale SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vale SA market risk premium is the additional return an investor will receive from holding Vale 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 Vale 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 Vale SA's performance over market.| α | -0.08 | β | 0.49 |
Vale 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 Vale SA's Buy-and-hold return. Our buy-and-hold chart shows how Vale SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vale SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Vale 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 Vale SA shares will generate the highest return on investment. By understating and applying Vale SA stock market price indicators, traders can identify Vale SA position entry and exit signals to maximize returns.
Vale SA Return and Market Media
The median price of Vale SA for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.62 with a coefficient of variation of 4.73. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 10.68, and mean deviation of 0.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Vale SA dividend paid on 11th of September 2024 | 09/11/2024 |
1 | VALE S.A. Rises As Market Takes a Dip Key Facts | 10/01/2024 |
2 | Vale SA Stock Price Down 3.47 percent on Oct 15 | 10/15/2024 |
3 | Dam disaster agreement could curb Brazil lawsuits against Vale, BHP - Reuters | 10/22/2024 |
4 | Vale SA Shares Up 3.67 percent on Oct 25 | 10/25/2024 |
5 | VALE S.A. Is a Trending Stock Facts to Know Before Betting on It | 10/31/2024 |
6 | Vale downgraded at UBS on downside outlook for iron ore fundamentals | 11/11/2024 |
7 | Vale, BHP cleared by Brazil court in 2015 dam disaster - report | 11/14/2024 |
8 | Is Vale S.A. the Best Nickel Stock to Invest in | 11/18/2024 |
About Vale 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 Vale or other stocks. Alpha measures the amount that position in Vale SA ADR 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.19 | 0.0809 | 0.041 | Price To Sales Ratio | 1.29 | 1.66 | 2.79 |
Vale SA Upcoming Company Events
As portrayed in its financial statements, the presentation of Vale SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vale SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vale SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vale SA. Please utilize our Beneish M Score to check the likelihood of Vale SA's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Vale SA
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
Check out Vale SA Backtesting, Vale SA Valuation, Vale SA Correlation, Vale SA Hype Analysis, Vale SA Volatility, Vale SA History and analyze Vale SA Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Vale SA 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.