International Business (Brazil) Alpha and Beta Analysis

IBMB34 Stock  BRL 1,373  8.56  0.62%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Business Machines. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Business over a specified time horizon. Remember, high International Business' 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 International Business' market risk premium analysis include:
Beta
0.21
Alpha
0.24
Risk
1.75
Sharpe Ratio
0.13
Expected Return
0.23
Please note that although International Business 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, International Business did 0.24  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 International Business Machines stock's relative risk over its benchmark. International Business has a beta of 0.21  . As returns on the market increase, International Business' returns are expected to increase less than the market. However, during the bear market, the loss of holding International Business 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 International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance.

International Business Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Business market risk premium is the additional return an investor will receive from holding International Business 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 International Business. 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 International Business' performance over market.
α0.24   β0.21

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

International Business Market Price Analysis

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

International Business Return and Market Media

The median price of International Business for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 1290.84 with a coefficient of variation of 6.4. The daily time series for the period is distributed with a sample standard deviation of 81.83, arithmetic mean of 1277.75, and mean deviation of 73.93. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About International Business 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 International or other stocks. Alpha measures the amount that position in International Business 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 International Business 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, International Business' short interest history, or implied volatility extrapolated from International Business options trading.

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Additional Information and Resources on Investing in International Stock

When determining whether International Business is a strong investment it is important to analyze International Business' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact International Business' future performance. For an informed investment choice regarding International Stock, refer to the following important reports:
International Business 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.
A focus of International Business technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of International Business trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...