Banco Do (Brazil) Alpha and Beta Analysis
| BRSR3 Stock | BRL 11.71 0.24 2.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banco do Estado. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banco Do over a specified time horizon. Remember, high Banco Do'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 Banco Do's market risk premium analysis include:
Beta (0.01) | Alpha (0.29) | Risk 1.69 | Sharpe Ratio (0.21) | Expected Return (0.36) |
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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Banco Do Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banco Do market risk premium is the additional return an investor will receive from holding Banco Do 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 Banco Do. 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 Banco Do's performance over market.| α | -0.29 | β | -0.01 |
Banco Do 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 Banco Do's Buy-and-hold return. Our buy-and-hold chart shows how Banco Do performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Banco Do Market Price Analysis
Market price analysis indicators help investors to evaluate how Banco Do stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Banco Do shares will generate the highest return on investment. By understating and applying Banco Do stock market price indicators, traders can identify Banco Do position entry and exit signals to maximize returns.
Banco Do Return and Market Media
The median price of Banco Do for the period between Wed, Feb 21, 2024 and Tue, May 21, 2024 is 13.35 with a coefficient of variation of 8.25. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 13.39, and mean deviation of 0.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Banco Do 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 Banco or other stocks. Alpha measures the amount that position in Banco do Estado 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 Banco Do 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, Banco Do's short interest history, or implied volatility extrapolated from Banco Do options trading.
Build Portfolio with Banco Do
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 Banco Do Backtesting, Banco Do Valuation, Banco Do Correlation, Banco Do Hype Analysis, Banco Do Volatility, Banco Do History and analyze Banco Do Performance. Note that the Banco do Estado information on this page should be used as a complementary analysis to other Banco Do's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for Banco Stock analysis
When running Banco Do's price analysis, check to measure Banco Do'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 Banco Do is operating at the current time. Most of Banco Do's value examination focuses on studying past and present price action to predict the probability of Banco Do's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banco Do's price. Additionally, you may evaluate how the addition of Banco Do to your portfolios can decrease your overall portfolio volatility.
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Banco Do 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.