KMBB34 (Brazil) Alpha and Beta Analysis
| KMBB34 Stock | BRL 823.20 23.73 2.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KMBB34. It also helps investors analyze the systematic and unsystematic risks associated with investing in KMBB34 over a specified time horizon. Remember, high KMBB34'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 KMBB34's market risk premium analysis include:
Beta 0.0702 | Alpha 0.11 | Risk 1.28 | Sharpe Ratio 0.0903 | Expected Return 0.12 |
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.
KMBB34 |
KMBB34 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KMBB34 market risk premium is the additional return an investor will receive from holding KMBB34 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 KMBB34. 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 KMBB34's performance over market.| α | 0.11 | β | 0.07 |
KMBB34 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 KMBB34's Buy-and-hold return. Our buy-and-hold chart shows how KMBB34 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KMBB34 Market Price Analysis
Market price analysis indicators help investors to evaluate how KMBB34 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KMBB34 shares will generate the highest return on investment. By understating and applying KMBB34 stock market price indicators, traders can identify KMBB34 position entry and exit signals to maximize returns.
KMBB34 Return and Market Media
The median price of KMBB34 for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 781.23 with a coefficient of variation of 2.6. The daily time series for the period is distributed with a sample standard deviation of 20.41, arithmetic mean of 783.99, and mean deviation of 18.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About KMBB34 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 KMBB34 or other stocks. Alpha measures the amount that position in KMBB34 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 KMBB34 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, KMBB34's short interest history, or implied volatility extrapolated from KMBB34 options trading.
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Other Information on Investing in KMBB34 Stock
KMBB34 financial ratios help investors to determine whether KMBB34 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 KMBB34 with respect to the benefits of owning KMBB34 security.