VALE3F (Brazil) Alpha and Beta Analysis
| VALE3F Stock | 86.18 2.09 2.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VALE3F. It also helps investors analyze the systematic and unsystematic risks associated with investing in VALE3F over a specified time horizon. Remember, high VALE3F'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 VALE3F's market risk premium analysis include:
Beta 0.18 | Alpha 0.4 | Risk 1.97 | Sharpe Ratio 0.25 | 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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VALE3F Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VALE3F market risk premium is the additional return an investor will receive from holding VALE3F 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 VALE3F. 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 VALE3F's performance over market.| α | 0.40 | β | 0.18 |
VALE3F 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 VALE3F's Buy-and-hold return. Our buy-and-hold chart shows how VALE3F performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VALE3F Market Price Analysis
Market price analysis indicators help investors to evaluate how VALE3F stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VALE3F shares will generate the highest return on investment. By understating and applying VALE3F stock market price indicators, traders can identify VALE3F position entry and exit signals to maximize returns.
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VALE3F Return and Market Media
The median price of VALE3F for the period between Mon, Nov 24, 2025 and Sun, Feb 22, 2026 is 73.2 with a coefficient of variation of 10.69. The daily time series for the period is distributed with a sample standard deviation of 8.11, arithmetic mean of 75.82, and mean deviation of 7.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About VALE3F 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 VALE3F or other stocks. Alpha measures the amount that position in VALE3F 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 VALE3F 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, VALE3F's short interest history, or implied volatility extrapolated from VALE3F options trading.
Build Portfolio with VALE3F
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
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Other Information on Investing in VALE3F Stock
VALE3F financial ratios help investors to determine whether VALE3F 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 VALE3F with respect to the benefits of owning VALE3F security.