Ypf Sociedad Anonima Stock Alpha and Beta Analysis
| YPF Stock | USD 40.48 0.48 1.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as YPF Sociedad Anonima. It also helps investors analyze the systematic and unsystematic risks associated with investing in YPF Sociedad over a specified time horizon. Remember, high YPF Sociedad'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 YPF Sociedad's market risk premium analysis include:
Beta 0.012 | Alpha 0.75 | Risk 2.69 | Sharpe Ratio 0.28 | Expected Return 0.75 |
YPF Sociedad Quarterly Cash And Equivalents |
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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.
YPF |
YPF Sociedad Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. YPF Sociedad market risk premium is the additional return an investor will receive from holding YPF Sociedad 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 YPF Sociedad. 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 YPF Sociedad's performance over market.| α | 0.75 | β | 0.01 |
YPF Sociedad 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 YPF Sociedad's Buy-and-hold return. Our buy-and-hold chart shows how YPF Sociedad performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.YPF Sociedad Market Price Analysis
Market price analysis indicators help investors to evaluate how YPF Sociedad stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading YPF Sociedad shares will generate the highest return on investment. By understating and applying YPF Sociedad stock market price indicators, traders can identify YPF Sociedad position entry and exit signals to maximize returns.
YPF Sociedad Return and Market Media
The median price of YPF Sociedad for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 40.3 with a coefficient of variation of 17.61. The daily time series for the period is distributed with a sample standard deviation of 6.71, arithmetic mean of 38.11, and mean deviation of 5.56. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | YPF Sociedad Annima Q3 2024 Earnings Call Transcript | 11/12/2024 |
2 | Argentinas crude oil and natural gas production near record highs | 12/05/2024 |
3 | YPF Sociedad Anonima Upgraded to Strong Buy Heres Why | 12/17/2024 |
4 | Shell Joins Forces With YPF on Argentinas 50B LNG Leap | 12/24/2024 |
5 | Is YPF Sociedad Anonima Stock Undervalued Right Now | 12/30/2024 |
6 | YPF SA Trading 5.43 percent Higher on Jan 2 | 01/02/2025 |
7 | YPF SA Shares Up 3.02 percent on Jan 6 | 01/06/2025 |
8 | Trump Policy Jitters Spur Record 26 Billion Bond Flurry in Emerging Markets | 01/08/2025 |
9 | YPF or FUPBY Which Is the Better Value Stock Right Now | 01/15/2025 |
10 | Africa Oil Boosts Stake in Prospective Orange Basin Block to 18 | 01/16/2025 |
11 | Investment Report - Stock Traders Daily | 01/29/2025 |
About YPF Sociedad 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 YPF or other stocks. Alpha measures the amount that position in YPF Sociedad Anonima 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.007913 | 0.007517 | Price To Sales Ratio | 1.38 | 1.4 |
YPF Sociedad Upcoming Company Events
As portrayed in its financial statements, the presentation of YPF Sociedad's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, YPF Sociedad's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of YPF Sociedad's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of YPF Sociedad. Please utilize our Beneish M Score to check the likelihood of YPF Sociedad's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 YPF Sociedad
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Check out YPF Sociedad Backtesting, YPF Sociedad Valuation, YPF Sociedad Correlation, YPF Sociedad Hype Analysis, YPF Sociedad Volatility, YPF Sociedad History and analyze YPF Sociedad Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
YPF Sociedad 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.