Carnival Plc (Brazil) Alpha and Beta Analysis

C1CL34 Stock  BRL 163.26  7.58  4.87%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Carnival plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Carnival Plc over a specified time horizon. Remember, high Carnival Plc'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 Carnival Plc's market risk premium analysis include:
Beta
0.57
Alpha
0.75
Risk
2.75
Sharpe Ratio
0.27
Expected Return
0.74
Please note that although Carnival Plc alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Carnival Plc did 0.75  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Carnival plc stock's relative risk over its benchmark. Carnival plc has a beta of 0.57  . As returns on the market increase, Carnival Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Carnival Plc is expected to be smaller as well. .
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.
  
Check out Carnival Plc Backtesting, Carnival Plc Valuation, Carnival Plc Correlation, Carnival Plc Hype Analysis, Carnival Plc Volatility, Carnival Plc History and analyze Carnival Plc Performance.

Carnival Plc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Carnival Plc market risk premium is the additional return an investor will receive from holding Carnival Plc 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 Carnival Plc. 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 Carnival Plc's performance over market.
α0.75   β0.57

Carnival Plc 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 Carnival Plc's Buy-and-hold return. Our buy-and-hold chart shows how Carnival Plc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Carnival Plc Market Price Analysis

Market price analysis indicators help investors to evaluate how Carnival Plc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Carnival Plc shares will generate the highest return on investment. By understating and applying Carnival Plc stock market price indicators, traders can identify Carnival Plc position entry and exit signals to maximize returns.

Carnival Plc Return and Market Media

The median price of Carnival Plc for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 128.7 with a coefficient of variation of 16.4. The daily time series for the period is distributed with a sample standard deviation of 21.47, arithmetic mean of 130.93, and mean deviation of 18.86. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Carnival Plc 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 Carnival or other stocks. Alpha measures the amount that position in Carnival plc 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 Carnival Plc 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, Carnival Plc's short interest history, or implied volatility extrapolated from Carnival Plc options trading.

Build Portfolio with Carnival Plc

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Carnival Stock

Carnival Plc financial ratios help investors to determine whether Carnival 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 Carnival with respect to the benefits of owning Carnival Plc security.