Fleury SA (Brazil) Alpha and Beta Analysis
| FLRY3 Stock | BRL 14.83 0.27 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fleury SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fleury SA over a specified time horizon. Remember, high Fleury 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 Fleury SA's market risk premium analysis include:
Beta 0.0603 | Alpha (0.15) | Risk 1.26 | Sharpe Ratio (0.10) | 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.
Fleury |
Fleury SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fleury SA market risk premium is the additional return an investor will receive from holding Fleury 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 Fleury 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 Fleury SA's performance over market.| α | -0.15 | β | 0.06 |
Fleury 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 Fleury SA's Buy-and-hold return. Our buy-and-hold chart shows how Fleury SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fleury SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Fleury 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 Fleury SA shares will generate the highest return on investment. By understating and applying Fleury SA stock market price indicators, traders can identify Fleury SA position entry and exit signals to maximize returns.
Fleury SA Return and Market Media
The median price of Fleury SA for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 15.07 with a coefficient of variation of 4.28. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 15.19, and mean deviation of 0.55. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Fleury 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 Fleury or other stocks. Alpha measures the amount that position in Fleury SA 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 Fleury SA 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, Fleury SA's short interest history, or implied volatility extrapolated from Fleury SA options trading.
Build Portfolio with Fleury 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 Fleury SA Backtesting, Fleury SA Valuation, Fleury SA Correlation, Fleury SA Hype Analysis, Fleury SA Volatility, Fleury SA History and analyze Fleury SA Performance. Note that the Fleury SA information on this page should be used as a complementary analysis to other Fleury SA'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 Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Fleury Stock analysis
When running Fleury SA's price analysis, check to measure Fleury SA'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 Fleury SA is operating at the current time. Most of Fleury SA's value examination focuses on studying past and present price action to predict the probability of Fleury SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fleury SA's price. Additionally, you may evaluate how the addition of Fleury SA to your portfolios can decrease your overall portfolio volatility.
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Fleury 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.